Risklio Event-Aware Trading Insights | US Stock Sentiment & Equity Market Insights

Data specifically designed to be used in data analytics and algorithmic applications. Knowledge of post-event effects provides opportunities for discrete investing activities designed to capture alpha while at the same time limiting exposure to systematic risk. Data description: -Security-specific static data are available for different levels of effect aggregation. -Named entity recognition and topic modelling is used to extract topical relevance. -Topical relevance is quantified and individual keys extracted. Results for other related securities / entities are compared for overlay effects (e.g. market-wide event) Existing event date information is used to extract non-surprising, announced events (e.g. earnings call). -Associated effects are measured with respect to time and price impact -Effect indicators provide insights into the duration and severity of individual events -Risklio event-driven insights is the high-resolution smart data featured on www.risk.finance. Data Includes: - Russell 1000 - Flexible event classification based on AI to deal with previously unseen events - information is used for mapping: Figi, CompositeFigi, LEI, permid, ISIN, sic Data Criteria: - Metadata - Event causes - Event effects Methodology: Risklio designed a NLP- based classification methodology for surprise events. Utilising a conflicting value framework in a Bayesian setting allows topic categories to be specified flexibly in a quantitatively robust approach. You can use Risklio Data for: - predicting the effect of jumps on asset prices for alpha generation and risk management - designing tactical and event-driven trading strategies - improving equity market research - designing dynamic bottom-up stress test scenarios