Unlock a unique source

of alpha

The FT’s news dataset is differentiated from other news data sources

by its accuracy, global coverage, and high level of curation.

Start a free trial to try the FT’s news data in a non-commercial

backtest and drive better investment outcomes.

What is unique about

machine-readable FT news?

Consuming news systematically has been practised since the advent of quant investing, but these techniques are only as good as their data inputs.

The availability of digital news can make it difficult to discern between a signal and noise, but the FT’s machine-readable news dataset is unique for 3 key reasons:

  • Exclusivity
    The data is not available through aggregator products and is currently only licensed to a handful of quantitative managers.
  • Limited bias
    Our politically neutral stance and balanced global coverage enables confident understanding of significance and helps to separate hype from fact.
  • Novelty
    The novelty of an article is indicated through our scoop tag. Black box traders can optimise positions relative to proprietary FT breaking news in real-time.
Algorithmic decisions Algorithmic decisions

How can we add value to

your investment strategy?

By making full-text FT articles available in machine readable format (Json) via APIs, quantitative managers can now better integrate critical information in the

search for alpha.

But what is it about the FT dataset that makes it particularly valuable to quants?

Backtest our dataset

Please provide your details to find out more

about FT news data or to sample the dataset.

An FT product specialist will be

in touch with you shortly.