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Handbook of Alternative Data in Finance, Volume I

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Handbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance. The book provides a robust and in-depth overview of Alternative Data, including its definition, characteristics, difference from conventional data, categories of Alternative Data, Alternative Data providers, and more. The book also offers a rigorous and detailed exploration of process, application and delivery that should be practically useful to researchers and practitioners alike.

Features

    • Includes cutting edge applications in machine learning, fintech, and more
    • Suitable for professional quantitative analysts, and as a resource for postgraduates and researchers in financial mathematics
    • Features chapters from many leading researchers and practitioners

    Author(s): Gautam Mitra, Christina Erlwein-Sayer, Kieu Thi Hoang, Diana Roman, Zryan Sadik
    Series: CRC Press/OptiRisk Series in Finance
    Publisher: CRC Press/Chapman & Hall
    Year: 2023

    Language: English
    Pages: 477
    City: Boca Raton

    Cover
    Endorsements
    Half Title
    Series Page
    Title Page
    Copyright Page
    Contents
    Preface
    Acknowledgments
    Editors and Contributors
    Abbreviations
    CHAPTER 1: Alternative Data: Overview
    PART (I): ALTERNATIVE DATA: PROCESSING AND IMPACT
    CHAPTER 2: Contemplation and Reflection on Using Alternative Data for Trading and Fund Management
    CHAPTER 3: Global Economy and Markets Sentiment Model
    PART (II): COUPLING MODELS WITH ALTERNATIVE DATA FOR FINANCIAL ANALYTICS
    CHAPTER 4: Enhanced Corporate Bond Yield Modeling Incorporating Macroeconomic News Sentiment
    CHAPTER 5: Artificial Intelligence, Machine Learning and Quantitative Models
    PART (III): HANDLING DIFFERENT ALTERNATIVE DATASETS
    CHAPTER 6: Asset Allocation Strategies: Enhanced by Micro-Blog
    CHAPTER 7: Asset Allocation Strategies: Enhanced by News
    CHAPTER 8: Extracting Structured Datasets from Textual Sources -- Some Examples
    CHAPTER 9: Comparative Analysis of NLP Approaches for Earnings Calls
    CHAPTER 10: Sensors Data
    PART (IV): ALTERNATIVE DATA USE CASES IN FINANCE
    (PART IV.A): Application in Trading and Fund Management (Finding New Alpha)
    CHAPTER 11: Media Sentiment Momentum
    CHAPTER 12: Defining Market States with Media Sentiment
    (PART IV.B): Application in Risk Control
    CHAPTER 13: A Quantitative Metric for Corporate Sustainability
    CHAPTER 14: Hot Off the Press: Predicting Intraday Risk and Liquidity with News Analytics
    CHAPTER 15: Exogenous Risks, Alternative Data Implications for Strategic Asset Allocation – Multi-Subordination Levy Processes Approach
    (PART IV.C): Case Studies on ESG
    CHAPTER 16: ESG Controversies and Stock Returns
    CHAPTER 17: Oil and Gas Drilling Waste - A Material Externality
    CHAPTER 18: ESG Scores and Price Momentum Are Compatible: Revisited
    PART (V): DIRECTORY OF ALTERNATIVE DATA VENDORS
    ALEXANDRIA TECHNOLOGY
    BLOOMBERG L.P.
    CHINASCOPE
    EXANTE DATA
    FACTEUS
    FACTSET
    GTCOM Technology Corporation
    INFOTRIE FINANCIAL SOLUTIONS
    MARKETPSYCH DATA
    NIKKEI FTRI
    NOWCAST INC.
    RAVENPACK
    REFINITIV
    Index