Market & Alt Data Insight Blogs The latest content from across the platform
From Quiet Practice to Explicit Disclosure: How the Fed’s Alt-Data Use is Reshaping the Macro Stack
At the October 2025 FOMC press conference, during the federal government shutdown that had interrupted the flow of official statistics, Chair Jerome Powell did something the Federal Reserve has rarely done in public: he cited the alternative datasets from PriceStats, Adobe and ADP that the central bank was leaning on. For many observers of the…
Bloomberg’s Macro Point-in-Time Launch Highlights Importance of Consensus Evolution
Vendor announcements about point-in-time macro data tend to compete on the same three axes: how many indicators, how many countries, how far back. Bloomberg’s launch this week of its Economic Releases and Surveys Point-in-Time dataset hits all three credibly – more than 3,000 indicators, over 100 economies, history to 1997 – and ties the dataset…
The Gap Technographics Leaves for Investment Firms – And What Comes Next
Try to track the technologies Microsoft uses, and the first thing that becomes clear is how scattered the question really is. Microsoft is microsoft.com, but it is also azure.com, github.com, linkedin.com, xbox.com, office.com, and hundreds of country and product subdomains. None of those addresses carry a built-in label saying this belongs to Microsoft, ticker MSFT….
Now the MCP Layer is Commoditised, Are Entitlements the Next Challenge?
LSEG today added Amazon Quick to the growing list of AI-enabled workspaces in which its licensed data and analytics are exposed via a Model Context Protocol (MCP) server, with customers gaining access through natural-language and agentic queries to pricing, fundamentals, estimates, ownership data, macroeconomic indicators, ESG and analytical models. The move is the latest step…
Alternative Data Grows Up: ADC London 2026 Turns to Operational Reality
For most of the past decade, alternative data conferences have asked the same underlying question in slightly different language: does this stuff actually produce alpha? The answer, settled some time ago for institutional buyers willing to do the work, has shifted the conversation. The questions on the agenda for the London edition of the Eagle…
Inside Bloomberg’s ASKB Roadmap: the Data Moat Behind the AI
When Bloomberg unveiled its 2026 roadmap for ASKB on 16 April, the headline framing was the evolution of the conversational AI interface – now in beta – from a discovery tool into “a deeply integrated engine for institutional intelligence.” Beneath that framing sits a substantial set of integrations: ASKB will work directly with Portfolio &…
When Everyone Has LLMs, Who do Quants Still Hire?
The democratisation of alternative data has been a recurring theme at industry conferences for several years. The arrival of capable large language models has accelerated it. Datasets that once required specialist teams to ingest and structure can now be parsed by anyone with a reasonable prompt; signals that once took weeks to extract can be…
xyt Layers Natural-Language AI onto Trading Data Platform as Race for AI-Ready Analytics Intensifies
xyt, the independent trading data intelligence platform formerly known as big xyt, has introduced a set of AI-powered capabilities designed to let clients query its datasets in natural language, integrate its data into their own AI environments, and generate executable analytical outputs from a prompt. The announcement positions the firm in an increasingly crowded field…
Private Market GPs Unhappy with Data Availability, Unsure About AI Value
General partners (GPs) within the private equity space are dissatisfied with the quality of data available to them at a time when technology is rapidly transforming the sector. Despite being upbeat about the prospects for deals in the coming year, fund allocators are more pessimistic about their operations amid a shortage of digital operational and…
Beyond the Benchmark: Bloomberg Extends BCOM for a Fragmented Commodity Market
When the Bloomberg Commodity Index (BCOM) was launched in 1998, the architecture made sense for its time. Liquidity in commodity futures was concentrated in North American contracts denominated in US dollars, and the methodology was built accordingly. Twenty-eight years later the way global commodity markets operate and the way institutional investors want to access them…