Mitra K. Handbook of Alternative Data in Finance Vol 1. 2023

Textbook in PDF format

Handbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance. The book provides a robust and in-depth overview of Alternative Data, including its definition, characteristics, difference from conventional data, categories of Alternative Data, Alternative Data providers, and more. The book also offers a rigorous and detailed exploration of process, application and delivery that should be practically useful to researchers and practitioners alike.
Alternative Data: Overview
Alternative Data: Processing and Impact.
Contemplation and Reflection on Using Alternative Data for Trading and Fund Management
Global Economy and Markets Sentiment Model.
Coupling Models with Alternative Data for Financial Analytics
Enhanced Corporate Bond Yield Modelling Incorporating Macroeconomic News Sentiment
AI, Machine Learning and Quantitative Models.
Handling Different Alternative Datasets.
Asset Allocation Strategies: Enhanced by Micro-Blog.
Asset Allocation Strategies: Enhanced by News.
Extracting Structured Datasets from Textual Sources: Some Examples.
Comparative Analysis of NLP Approaches for Earnings Calls.
Sensors Data.
Alternative Data Use Cases in Finance.
Application in Trading and Fund Management( Finding New Alpha).
Media Sentiment Momentum.
Defining Market States with Media Sentiment.
A Quantitative Metric for Corporate Sustainability.
Application in Risk Control
Hot off the Press: Predicting Intraday Risk and Liquidity with News Analytics.
Exogenous Risks Alternative Data Implications for Strategic Asset Allocation: Multi-Subordination Levy Processes Approach.
Case Studies on ESG.
ESG Controversies and Stock Returns.
Oil and Gas Drilling Waste: A Material Externality.
ESG Scores and Price Momentum Are Compatible: Revisited