The Download 27: UBS Evidence Lab Uses Sentiment to Predict S&P 500 Earnings, 4 New Datasets
PROVIDERS ADDED TO THE DATABASE Web data by sector and geography (e.g. data on websites for hardware stores in NYC area), frequency of website changes, and overall web footprint: Dataprovider.com Global telecom data...
PROVIDERS ADDED TO THE DATABASE
- Web data by sector and geography (e.g. data on websites for hardware stores in NYC area), frequency of website changes, and overall web footprint: Dataprovider.com
- Global telecom data aggregator with data on mobile provider usage: Grandata
- Consumer survey data with low latency (deliver 300 responses in less than 60 minutes via network of 1mm responders): Suzy
- Free sentiment and news data dating back to 1979; geo-referenced to create global sentiment network. Coverage of 100+ languages and daily granularity since 2013: GDELT
UPDATES
- YipitData launched a dataset of sku-level sales for > 20K brands on Alibaba's Tmall, mapped to > 600 public tickers, with history to October 2015 (Request Info)
- Ursa, a satellite data provider, raised $5.5mm. (Integrity Research, subscription required)
OPENINGS
- Alternative Data Analyst - UBS Evidence Lab (New York)
- Data Discovery Associate - Two Sigma (New York)
- See other openings for Investment Research, Data Analyst, Data Engineer, and Data Scientist
EVENTS
- On July 18, AlternativeData.org will host its third Briefing event. The China Briefing will feature insights and trends from four of the top data providers covering the sector: Jiguang, Sandalwood, TH Capital, and YipitData (Register here, institutional investors only)
- Manipulating Alternative Data with Python, Pt 1 - Augvest & AlternativeData.org (July 19 6:00 p.m., New York)
- This hands-on technical session with Norman Niemer, Chief Data Scientist at UBS Asset Management, will teach you how to handle alternative data.
- Alternative Data: Sources for Finding Alpha - Alternative Investment Management Association (July 25, Toronto)
- Intro to Bayesian Statistics - Augvest & AlternativeData.org (July 26 6:00 p.m., New York)
- See full calendar of upcoming events
NEWS & INSIGHTS
- UBS Evidence Lab extracts sentiment from earnings call dataset (367mm words over 7 year history) to predict a 3% beat for Q2 for the S&P 500. (Business Insider Prime, subscription required)
- CB Insights analyzes earnings call language (sentiment, grade-level, jargon, and vagueness) across Tesla, GM, Ford, and Daimler. The report scores Elon Musk the lowest on sentiment among the four CEOs. (Full Report)
- M Science device activation data demonstrates increased interest in iPhone 8/8+, despite executive communication focusing on success of iPhone X. (marketwatch)
- Analysis of Harley Davidson uses data from Sentieo, a data interface, and Thinknum, a web data provider, to suggest diminishing brand popularity, with a particularly steep decline in younger demographics. (Seeking Alpha, tip: Quandl)
- MIDia Research, a music streaming data provider, quoted in article asserting that Apple Music is catching up to Spotify. One interesting data point highlighted was the number of streams of a single new album (Drake) in the first 24h, which was streamed 30% more on Apple Music despite Spotify having 3x the total users. (Financial Times, subscription required)
- Hedge fund Verdad Capital outlines the spectrum of quantamental research, from traditional analysis and well-defined financial outcomes to more robust statistical analysis of alternative data sources. (Verdad Capital)
- Nasdaq working with new partners to evaluate alternative datasets for inclusion in their Analytics Hub, with the potential to create new alternative data-based indexes. (Data Economy)