SZ-NLP APRIL UPDATE: A FEW OF THE RECENT THEMES
Market Comments: The fear of inflation together with the potentially fabricated exaggeration of this fear, had created a strong momentum […]
Alpha
SZ-NLP MARCH UPDATE: A FEW OF THE RECENT THEMES
[dividend_yield], [post_pandemic], [supply_shock], [home_cooking], [crossborder_trade] Even though the bears on long duration have lost some momentum, [inflation expectation] has continued […]
SZ-NLP FEBRUARY UPDATE: A FEW OF THE RECENT THEMES
[blockchain], [defi], [dlt], [hash_rate], [digital_currency] Fear of inflation was also translated into cryptocurrencies’ rally. SZ-NLP engine, identified the causality between […]
Few Examples of NLP Captured Themes – January 2021
[post_pandemic], [economic_productivity] The COVID-19 pandemic has changed the way consumers buy, learn, work and bank hence has stimulated an acceleration […]
NLP beyond sentiment: the new source of Alpha
The boundaries of true alpha have been pushed further since the last 10 years with the development of a large variety of alternative risk premia (ARP) strategies as a new layer between passive/beta investing and active alpha generation. Today, in order to go beyond risk premia strategies, alpha generators need to use not only current market observables (prices of assets, implied volatilities, …) but also some true fundamental forward-looking information as well as exogeneous variables directly rooted in macroeconomics, socioeconomics and geopolitics. Natural Language Processing (NLP) technology can be used today to identify stable causal and predictive relationships…