RelateTheNews market sentiment data continues to demonstrate Alpha

First sample macro strategy demonstrates alpha

January 2017 provided the first look at a sample trading algorithm utilizing RelateTheNews market sentiment data, the Insight Index®, to drive effective alpha. This sample strategy is confirmation of the capability of RelateTheNews' proprietary approach to analyzing sentiment contained within journalistic news sources. Providing these results in a white paper allows quant hedge funds, asset managers and quantamental investment firms to quickly understand what RelateTheNews clients already know - boutique alternative market data is a component in providing alpha to investors. 

Out of sample data confirms alpha capability

Fast forward to December 2017 and RelateTheNews has updated this demonstration to include out of sample market data from the entirety of 2017. The updated results confirm the continued effectiveness of RelateTheNews market sentiment data in a long short macro trading strategy providing 24% annualized alpha over 3.5 years worth of U.S. market data.

Get ahead of the competition in 2018 with RelateTheNews market sentiment data 

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Read the updated "Market Sentiment as a Leading Indicator" paper