AbleMarkets News AI Index

Daily Artificial Intelligence (AI) analysis of U.S. news: major agencies, social media and much more.

Providing detailed public analysis of the entire news corpus across and their impact on the markets as a whole and for each individual traded entity.



Benefits

  • Daily analysis of news saves you time (and improves your productivity!)
  • The results are distributed as a word cloud that you can bring to a meeting or weave into a story AND, separately, a daily buy/hold/sell recommendation generally valid for 2-7 days.
  • Unique and original data scource: developed using novel techniques discussed in the Big Data Science in Finance (Aldridge and Avellaneda, 2021, Wiley).
  • Includes both long and short signals -- can be used to optimize exits in long-only portfolios.
  • Covers Russell 3,000 + for as wide or as narrow coverage as you like.
  • History from February 2020 to present for your backtesting needs.

Process

  1. Determine your universe: AbleMarkets News AI index is distributed per financial instrument name.
  2. Sign up for daily or weekly updates for the financial instruments of your choice.
  3. Receive your data in any or all of the following ways:
    • Visual online dashboard
    • AWS S3
    • Text alerts for all or selected filings only (for example, filings that result in the buy or sell ratings)
    • Email alerts for all or selected filings.
  4. Capture the benefits and improve your bottom line.

How to Use AbleMarkets News AI Index?

The index is delivered in a convenient and familiar research format: every equity name is classified as a Buy/Hold/Sell.

IN ADDITION: Receive a word cloud summary of the most impactful topics separated by color: red topics have a negative impact on the markets or your chosen instrument(s), green topics have a positive impact.

The index can be combined with other AbleMarkets indices and any other research for an even more targeted forecast in a portable alpha-style framework.

The forecasts are highly predictive on a week-ahead basis.

Supported Asset Classes

AbleMarkets News AI Index is available for most of the U.S. equities, futures, foreign exchange, and other asset classes.

The history goes back to February 2020.


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Data Description

The AbleMarkets News AI Index is based on 50+ years of data science research documented in Big Data Science in Finance (Aldridge and Avellaneda, 2021)


Data Distribution

The index data is distributed on trading days every morning before 2:30 AM ET to satisfy our European clients.


Sample Daily Data

Please click here to log in to download the data.

Data Dictionary:

The intraday data distributed in a table via AWS S3 or FTP contains the following fields:

  1. Date (YYYYMMDD): the last news date, NOT the data distribution date
  2. Symbol (e.g., ULTA)
  3. Recommendation: 1 (Buy), 0 (Hold), -1 (Sell)

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Contact

We love to hear from you.

There are bold new tools available for your transition to a process-driven approach with our data and other alternative data sources. AbleMarkets has developed processes and roadmaps which can guide your journey and cut time to value from years to hours.
We look forward to the discussion.

New York, US

Phone: +1 646.233.3513