Tap into a unique source
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.
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:
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.
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.
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?
15+ years of snapshot data and 3+ years of Point-In-Time data allows for confident backtests and time-series analyses.
We identify public companies with FIGI codes that can be easily mapped to tickers, ISINs, and SEDOLS.
Our “about” predicate, supervised by the editorial newsroom, delivers a high level of confidence in article annotations.
Articles about M&A deals are tagged with “Mergers & Acquisitions” topic annotation (2.9% of articles).