Category: Data

Listen to the alt data album

It has been years since I picked up a CD from my shelf, let alone played one. It seems so much more convenient to use iTunes or Spotify. Any track is a few clicks away, playing from their vast archives. Despite that, I somehow miss the whole ritual involved with CDs. Flicking through CDs in…

Getting buy in for alt data

When I buy a steak, the motivation is relatively simple: I’d like to eat it. The same goes for a burger. Or indeed, some cheesecake. I suppose I could derive some value from snapping a photo of it and putting it on Instagram, without eating it, but that frankly seems like an utter waste. Ultimately,…

Political market making

It is challenging to understand how to model external shocks when trading financial markets. However, in recent years, it has become particularly notable that these risks, such as Brexit, the election of Trump, or coronavirus can greatly impact markets. Hence, we need to have a way to model them. In this paper we investigate the…