The Assets that Matter

Can we replicate the way a discretionary trader reads the news, to harvest alpha from the FT when it's in a machine-readable form? Our latest research looks at how equities specialists can use FT news data to create systematic trading strategies for large-cap US stocks.

Can we get a computer to read news and distill market insights from it? Our recently published research focuses on use cases for macro investors for the FT's machine-readable news.

The 5th Annual News & Finance Conference, organised by Columbia Business School’s Program for Financial Studies, brought together an expert group of interdisciplinary leaders to discuss current research around the relationship between news and the markets.

The FT's recent exclusive revealing that Elliott Management had built a multi-billion pound stake in GlaxoSmithKline prompted a 5% jump in GSK shares. Read how the FT helps organisations leverage the value of scoops.

The earlier risks can be identified, the quicker action can be taken to prevent or minimise losses. We explore how FT content can now be integrated with existing risk monitoring platforms to immediately alert risk professionals to potential red flags.

In this post we determine which types of FT articles are most tradable and suggest ways to monetise this information using FT article metadata.

Read how the FT's dataset overcomes some of the common challenges of using NLP in systematic trading.

The combination of novelty and double sourced information in FT scoops, makes the information instantly tradable. Read on to find out how you can leverage the NotificationsPush API from the Financial Times.