Market Data
125 white papers and resources
New A7® platform offers “analytics as a service”
An interview with Zoltan Vekony, from Data IT, as well as Taras Beletskiy and Aneliya Hristova, from Market Data + Services, on Deutsche Börse’s new cloud-based analytics tool for high precision market data.
Seeking Signals from ESG Data
In this paper, we show that applying Gradient Boosting Trees to Bloomberg's own ESG dataset allows us to create an equity port- folio with higher return and lower volatility than its benchmark Russell 3000 Index. We also investigate the interpretability of our model using SHapley Additive…
Fair valuations - what lies beneath
This whitepaper focuses on the challenges and opportunities facing buy-side and sell-side firms when it comes to determining fair valuations for complex and thinly-traded securities like certain derivatives and fixed income instruments. It highlights the difficulties facing capital markets firms…
Cut the Cord on Market Data: Embrace the Power of the Cloud
This white paper includes research from Greenwich Associates on the current trends in the financial industry regarding market data spending and planned adoption of the cloud for market data management as a replacement for on-premise legacy technology. It also dispels the myth that the cloud cannot…
Centralized Data Hubs: The Key to Cracking the Data Quality Conundrum
This survey report focuses on the extent to which financial services firms suffer from suboptimal data, the degree to which they acknowledge their shortcomings and the steps they have taken or are considering to remedy the situation. It also sheds light on the specific business processes most…
Moving forward with Libor transition and Ibor reform
This report provides a guide to figuring out what is at stake with Libor and other interbank offered rates (Ibors). It addresses the challenges and risks, the development of alternative data or reference rates, and begins the process of replacing Libor well ahead of the expected end-2021 deadline.
Digital Risk Report 2nd Edition
This Risk Report offers important global perspectives from 1,050 organisations on the state of digital risk including top risk management priorities, the changes being implemented to manage risk today and drivers for future investment.
Innovation and the fight against financial crime
Last year’s global report on the true cost of financial crime revealed its impact, not just on companies and governments, but also the human victims exploited by criminal gangs which launder their gains through the financial system. This year we shift our focus onto another critical area,…
Putting Data Analytics to Work in Energy Trading
This whitepaper explores some of the most exciting data analytics solutions out there. If you want to harness machine learning, plug in forecasts to your own systems, or completely overhaul your forward curve management systems, keep reading - we have a solution for you.
Model Risk Management for a Trading Firm’s Calculations - A Data Centric View of Model Risk Management
This white paper appraises four pieces of regulation that directly address the management of risk within models. It further gives an overview of the importance of data lineage in a modeling ecosystem and provides background to some key data lineage concepts.