Is the VIX Volatility Index broken? Why real-time sentiment is the new signal for market risk
This article examines the limitations of the VIX volatility index in modern markets and demonstrates how real-time sentiment analysis provides superior risk signals for institutional investors. It is written for institutional investors, systematic traders, risk managers, and portfolio managers seeking advanced market intelligence and risk assessment tools. For decades, institutional investors have turned to the
Macro research: 7 strategic use cases of our market sentiment intelligence
This article provides a comprehensive exploration of use cases around structured data and AI-driven intelligence macro research for institutional investors, providing actionable insights for enhanced decision-making and risk management. It is written for asset managers, hedge funds, commodity traders, and macro portfolio strategists seeking to leverage advanced data analytics and real-time intelligence to gain competitive
Geopolitical news and analysis: Leveraging political intelligence for strategic investment advantage
This article explores how sophisticated geopolitical news and analysis capabilities enable institutional investors to convert political uncertainty into strategic advantage through AI-powered intelligence platforms. It is aimed at institutional investors, risk managers, portfolio strategists, and financial professionals seeking to enhance their geopolitical risk assessment and investment decision-making capabilities. The landscape of institutional investing has fundamentally shifted,
Founder insight: Event trading in an age of uncertainty and the strategic value of real-time intelligence
The current market climate is increasingly being shaped by event trading and in this high-stakes environment where volatility is driven by rapidly evolving geopolitical and macroeconomic events, traders and portfolio managers face mounting pressure to act fast and act smart. Over the past six months, we’ve seen a surge in geopolitical tensions, international policy shifts, and
FAQ about our alternative data for institutional investing
Alternative data has been changing the landscape of institutional investment strategies, transforming how hedge funds, asset managers, and systematic traders identify alpha opportunities in increasingly competitive markets. As traditional data sources become commoditised, sophisticated investors are turning to alternative data streams to gain decisive informational advantages. This comprehensive guide addresses some of the most common
What is multi entity sentiment code and do we use it to decode complex market narratives?
In today’s interconnected financial landscape, events rarely impact a single entity in isolation. Headlines often bundle together multiple assets, economies, and companies, each influenced in different ways and to varying degrees. Traditional sentiment analysis tools, while useful, tend to fall short in these nuanced scenarios – typically tagging sentiment to one main entity per text