Alternative data (local news, social media, blogs) in emerging markets, e.g. China
Investor sentiment, Key Opinion Leader (KOL) sentiment, Public sentiment ...
Environmental, Social, and Governance (ESG) data to understand a company’s operational and product related ESG risks and opportunities.
Estimated open positions of funds and investment banks on certain assets (before disclosure)
Sales, P&L, active users, etc. estimated from social media, web traffic and credit card transaction data (before disclosure)
Headcounts, hires, churn, etc.
Buy/sell signals for all major indices
- Derived from multiple data sources: alternative data, trading data, foundamental data, macro data …
- Multiple ML feature extractors (Regression, CNN, LSTM, VAE, Transformer etc.) + reinforcement learning
- Trade signals generated on multiple frequencies (0.1s to daily)
Rigorously tested and trusted by institutions
- Basic Buy/Sell trading strategies based on our signals are able to achieve a Sharpe Ratio over 3
- Our algos are being used to drive three hedge/prop funds continuously for 2yrs+, all of which outperform baseline indices both in terms of return and max drawdown by a significant margin
We cover all major markets (Dow, Nasdaq, S&P500, DAX, FTSE, HANGSENG, NIKKEI, Xinhua A50), US bonds, commodities, major FX pairs as well as US and UK stocks.
At MADE by DATA, we use the latest and the most advanced machine learning technologies to solve the most challenging yet rewarding problem in the investment industry - to deliver alpha. Our natural language processing (NLP) capabilities enable us to digist vast amount of news, blogs, social media information in real time, extracting the most intricate insight. This insight, along with trading and financial data, is then fed into various deep learning and reinforcement learning models to infer and to predict.
Our founding team includes PhDs from top universities with 15yrs+ experience in general machine learning, NLP, Computational Optimisation as well as bankers from leading investment firms. Our clients include multiple UK banks, hedge funds and one of the largest sovereign funds in the world.