Market & Alt Data Insight Market Data, Feeds & Trading Signals The latest content from across the platform
How Much Hedge Fund Alpha Is Lost Before the Model Even Runs?
How often is a hedge fund’s apparent model failure actually a data failure in disguise? A model that stops working. A backtest that does not replicate. A risk number that needs explaining. How to tell one from the other – before reaching for the model first – was the recurring question of an hour-long discussion…
Recorded Webinar: The Data Foundation for Alpha – How fragmented data is eroding hedge fund performance
Alpha depends on more than models, talent and execution. It depends on the quality, consistency and timeliness of the data behind every investment decision. Many hedge funds still operate with fragmented datasets, inconsistent identifiers and manual reconciliation processes that slow research, distort signals and increase operational risk. As firms scale across strategies, regions and asset…
Are Firms Hunting Alpha Outside While Deleting It at Home?
A trading firm will pay for 15 years of price history from a market data vendor and, on a parallel housekeeping schedule, purge its own order flow, client activity and system logs after five to seven. The vendor history is treated as an asset worth a recurring licence fee. The firm’s own data – generated…
Data Now Front and Centre of Fixed-Income Trading, Bloomberg Forum is Told
As the operations of buy-side traders and their sell-side counterparts increase in complexity, their data needs have surged. Technology that has made it possible to compress the work they do into shorter time scales and with more effective outcomes, requires large volumes of information that is either generated by their own systems or has to…
Prediction Market Data: The Questions Institutional Buyers Still Cannot Answer
Are prediction markets arriving in institutional workflows faster than the industry has worked out what it is buying? The valuations are real. The distribution deals are real. The research interest is real. What is not settled is a set of questions sitting underneath the adoption story – and a closing fireside session at the recent…
Is the Real Value of Intraday Alternative Data in Risk, Not Alpha?
Intraday alternative data has long been the preserve of high-frequency and systematic desks, where speed provides an edge. But ask practitioners what decision it actually changes for a discretionary book, and the answer is rarely about generating a new trade, it is more about testing the one already on. Sizing, conviction and the risk sitting…
Zema Global and Natural Gas Intelligence Enhance North American Energy Data Partnership
Zema Global and Natural Gas Intelligence (NGI) have announced an enhanced data partnership designed to provide energy market participants with expanded natural gas pricing and flow data. Building on an existing seven-year relationship, the collaboration integrates NGI’s extensive datasets into Zema Global’s Decisioning Infrastructure to support curve analytics, portfolio valuation, trading, and risk management in…
Exegy Expands Axiom Market Data Feed to Cover Key Middle Eastern Exchanges
Exegy has expanded its real-time consolidated market data feed, Axiom, to include key Middle Eastern exchanges. The update introduces coverage for markets in Saudi Arabia (TASI), Qatar (QSE), Kuwait (KSE), Abu Dhabi (ADX), and Dubai (DFM). This data is delivered with low latency via Exegy’s London Points of Presence (PoP) at the Equinix LD4 and…
When Correlation Breaks: Why Crowding, Not Macro, Is Testing Quant Models
In February 2025, Goldman Sachs told clients the US equity market had become a stock-picker’s market: 74% of the typical S&P 500 stock’s return was being driven by company-specific factors rather than macro forces, against a 20-year average of 58%, and the bank expected that micro-driven environment to persist. Within weeks, sweeping tariff announcements had…
Kaiko Buys Amberdata as Digital Asset Data Consolidation Picks Up Pace
Kaiko has acquired Amberdata, its fifth acquisition and its second in a fortnight, in a deal that points less to any single transaction than to the speed at which the institutional digital asset data layer is consolidating into a small number of scaled providers. The Paris-headquartered firm announced the purchase of the US-based data and…