5min chapter

The Quant / Financial Engineering Podcast cover image

NLP & Quantamental Investing

The Quant / Financial Engineering Podcast

CHAPTER

Data Sensing for Asset Management Firms

Vincent: For the data sensing for our team, we actually spent a lot of time trying to make the data correct for the future analysis. And as you are talking about looking at NLP said, there's many different ways of looking at sentiment. You can use either traditional dictionary based on positive words or traditional financial dictionary that gives like metrics on top using those dictionary. But also the second type of calculation is based on sentiment labels and then you can have the machine trained on those sentiments. So I think briefly alternative data is just type of data that wasn't a focus. Let's say, back in 10 years ago, people where people focused only on the financials or the traditional type

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