Alpha,
MADE by DATA
How

Unlocking Alpha

From Data

Alternative Outsight

  • Derived from (mostly) public sources like news and social media
  • Extremely valuable to investment decision making

Deep Insight

  • Complex information transformed into intuitive indices
  • Relationship Discovery
  • Trend Detection

Clear Foresight

Reliable signals to predict market and price movements

See wider

With Alternative Outsight

  • Emerging markets

    Alternative data (local news, social media, blogs) in emerging markets, e.g. China

  • Sentiment

    Investor sentiment, Key Opinion Leader (KOL) sentiment, Public sentiment ...

  • ESG

    Environmental, Social, and Governance (ESG) data to understand a company’s operational and product related ESG risks and opportunities.

  • Fund position

    Estimated open positions of funds and investment banks on certain assets (before disclosure)

  • Company KPIs

    Sales, P&L, active users, etc. estimated from social media, web traffic and credit card transaction data (before disclosure)

  • Workforce data

    Headcounts, hires, churn, etc.

Dig Deeper

With Powerful Insight

Intuitive indices

Relationship Discovery

Trend Detection

Look further

With Clear Foresight

Trade Signals

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)

Outstanding Peformance

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.

About MADE by DATA

Delivering Alpha to Investment Managers

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.

Research Partners

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