Market & Alt Data Insight Historical, Fundamental & Index Data The latest content from across the platform
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…
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…
Why Data Quality Isn’t Always What the Textbook Says It Is
The standard taxonomy for data quality – accuracy, completeness, consistency, timeliness, point-in-time integrity, lineage – is easy to find in any vendor deck or industry guide. It is also increasingly beside the point. What the institutional buy side actually measures, and what it cares about when money is on the line, diverges sharply from that…
The Case for Multimodal Macro: Toward a New Standard for Economic Measurement
Institutional investors still anchor macro trading decisions to government economic releases. But the data infrastructure behind those releases is eroding. For example, the US Bureau of Labor Statistics, which runs the surveys underpinning some of the most market-moving numbers in the world, has seen the response rate on its Job-openings and Labor Turnover (JOLTS survey)…
BMLL Historical Data Launches on Databricks Marketplace
BMLL, the independent provider of historical market data and analytics, has made its datasets available via the Databricks platform. This move is part of the firm’s broader strategy to offer flexible delivery mechanisms, complementing its existing API, SFTP, and S3 options. The collaboration was driven by customer demand and guidance from the BMLL Client Product…
Alt Data’s New Competitive Edge: From Discovery to Synthesis
Has the alternative data industry crossed a maturity threshold? The competitive advantage has migrated from simply having access to novel datasets to building superior frameworks for combining them, and AI is the engine driving that shift. But as a panel of senior practitioners made clear at the recent A-Team/Eagle Alpha Alternative Data Conference in New…
Why Good Data Still Doesn’t Get Licensed: What Breaks Trials and What Fixes Them
The alternative data industry has a conversion problem. Vendors offer trials expecting them to sell themselves. Buy-side firms accept trials with genuine intent but competing priorities. The result is a gap between a promising evaluation and a signed contract where deals routinely die, often for reasons that have nothing to do with the quality of…
When AI Meets SEC Filings: Where LLMs Deliver, Where They Don’t, and Why the Plumbing Matters
Can LLMs reliably do what financial analysts do? Compare peers, track firms over time, and spot what’s changed? A panel at the recent A-Team Group/Eagle Alpha Alternative Data Conference New York explored the question, and new research from Goldman Sachs and Yale suggests the answer is more nuanced than the industry assumes. The panel session…
S&P Global Bets on Agent-Native Architecture as Capital IQ Pro Consolidation Accelerates
S&P Global’s March announcement of enhancements to its Capital IQ Pro platform covers a lot of ground: new datasets across fixed income, biopharma and private markets, the integration of two AI acquisitions, and expanded generative AI capabilities. Taken individually, each is a solid incremental update. But taken together, they point to something more structurally significant,…
SimCorp Opens Axioma Factor Research Library to Quant Investors
SimCorp has introduced the Axioma Factor Library Suite, giving quantitative investors access to a broad set of proprietary equity and macro factors derived from the research underpinning its Axioma risk models. The dataset is aimed at hedge funds, systematic investors and asset managers seeking to expand the signal universe available for portfolio construction and strategy…