Handbook of Alternative Data in Finance, Volume I

1. Alternative Data: Overview. Part I. Alternative Data: Processing and Impact. 2. Contemplation and Reflection on Using Alternative Data for Trading and Fund Management. 3. Global Economy and Markets Sentiment Model. Part II. Coupling Models with Alternative Data for Financial Analytics. 4. Enhanced Corporate Bond Yield Modelling Incorporating Macroeconomic News Sentiment. 5. AI, Machine Learning and Quantitative Models. Part III. Handling Different Alternative Datasets. 6. Asset Allocation Strategies: Enhanced by Micro-Blog. 7. Asset Allocation Strategies: Enhanced by News. 8. Extracting Structured Datasets from Textual Sources: Some Examples. 9. Comparative Analysis of NLP Approaches for Earnings Calls. 10. Sensors Data. Part IV. Alternative Data Use Cases in Finance. Part IV.A. Application in Trading and Fund Management (Finding New Alpha). 11. Media Sentiment Momentum. 12. Defining Market States with Media Sentiment. Part IV.B. Application in Risk Control. 13. A Quantitative Metric for Corporate Sustainability. 14. Hot off the Press: Predicting Intraday Risk and Liquidity with News Analytics. 15. Exogenous Risks Alternative Data Implications for Strategic Asset Allocation: Multi-Subordination Levy Processes Approach. Part IV.C. Case Studies on ESG. 16. ESG Controversies and Stock Returns. 17. Oil and Gas Drilling Waste: A Material Externality. 18: ESG Scores and Price Momentum Are Compatible: Revisited. Part V. Directory of Alternative Data Vendors.