Alternative Data
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      Mariner Backtesting - Alternative Data

      The term Alternative Data (AltData) covers a number of difference data types such as Emerging Data, ESG Data and Sentiment Data.

      ESG (Environmental Social and Governance) data

      ESG data refers to the three central factors in measuring the sustainability and ethical impact of an investment in a company or business :

      • Environmental - steward of nature
      • Social - relationships with employees, suppliers, customers, and the communities where it operates.
      • Governance - leadership, executive pay, audits, internal controls, and shareholder rights.

      These criteria help to better determine the future financial performance of companies (return and risk).

      CloudQuant Elite has ESG data from G&S Quotient.

      G&S Quotient Data

      CloudQuant Evaluated the G&S Quotient Daily Point-in-time ESG Dataset and you can find more information on the main website under our Dataset Library.

      Click here to see how to use G&S Quotient data in CloudQuant.

      Sentiment

      Sentiment is a score or ranking of how a group of investors or investment professionals "feel" about news and investments. The sentiment comes from multiple sources: Twitter, Blogs, LinkedIn, Facebook, etc. Some sentiment is from market professionals or their Artificial Intelligence equivalents that monitor news stories, public filings, speeches, or other public sources.

      The sentiment is quantified on a range from pessimistic to optimistic about the company or the specific news.

      CloudQuant Elite has Sentiment data for:

      • StockTwits from 2010-01-01 through 2017-08-25
      • RavenPack Sentiment Data
      • SMA Sentiment data from 2011-12-01 to the current date

      Sample Scripts - Sample scripts for accessing these data sources are available in public scripts.

      CQ Elite only - Sentiment data is not available on CQ Lite. To upgrade to CQ Elite complete this form.

      RavenPack Sentiment Data

      RavenPack Analytics transforms large unstructured datasets, such as traditional news and social media, into structured granular data and indicators to help financial services firms improve their performance. The product serves to overcome the challenges posed by the characteristics of Big Data - volume, variety, veracity, and velocity - by converting unstructured content into a format that can be more effectively analyzed, manipulated. and deployed in financial applications. Whether your objective is generating more alpha, managing risk more effectively, cutting false positives in market surveillance or generating trading ideas, RavenPack Analytics can improve your performance. 

      Instructions

      Field Values

      StockTwits

      StockTwits is a social media website where members comment on financial investments.

      They have discovered that their users' sentiment prior to Earnings is consistent with the publicly available sentiment at the time of the Earnings announcements (that divergence/convergence of opinion is associated with higher/lower earnings announcement returns).

      SMA Social Market Analytics Inc

      SMA Provide a current and averaged sentiment score for symbols based on Twitter Tweets and StockTwits Tweets. The main field is their trademarked S-Score but there is also Volume Indication (Buzz), 15 minute Deltas and Diversity (are all the tweets coming from the same people or from all over) and more.