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.
This post explores the trend in corporate breakups. Breakups were a theme last year: in November alone, Toshiba, General Electric and Johnson & Johnson announced that they were demerging their businesses.
The International Sustainability Standards Board is planning to unify sustainability disclosure standards. A consultation is to be held this spring which will be a test of whether companies can decide on a single framework.
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.