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Latest news, insight and academic research

NEW November 6th

Academic Research Paper

Read the paper “Key Performance Indicators: The Incremental News in Their Disclosures and the Properties of Their Analyst Forecasts s” by Dan Givoly, Yifan Li, Ben Lourie and Alexander Nekrasov.

September 10th

Watch the video: Evidence for Tilting Portfolios Toward Quality During Market Downturns

In this video Tim Gaumer, Director of Fundamental Research at Thomson Reuters, introduces his new research paper where he explores in more detail the validity of the adage “flight to quality”.

September 10th

Download Report: Evidence for Tilting Portfolios Toward Quality During Market Downturns

In this Research Note, we’ll explore in more detail the validity of the adage “flight to quality.” The hypothesis is that during times of fear or uncertainty in the markets, institutional investors typically have to maintain market exposure as part of their mandate, but may shift their holdings toward lower-risk securities. In this paper, we’ll examine if this behavior actually occurred during several market sell-offs.

August 2nd

Academic Research Paper

Read the paper “Sentiment-Conditional Risk Premium in Financial Markets” by Roland Füss and Christian Koeppel where they introduce a new approach in asset pricing based on quantified news and social media search-based sentiment indicators.

June 28th

Download Report: Forecasting Earnings Misses

In this paper, we describe how StarMine® SmartEstimates® can be used to help predict and avoid securities of the companies that miss earnings expectations or experience downward analyst revisions.

June 28th

Watch the video: Forecasting Earnings Misses

In this video, Tim Gaumer, Director of Fundamental Research at Thomson Reuters, introduces StarMine Research Note “Forecasting Earnings Misses”

June 5th

Join Our Webinar: The Future of Investment Research

During this webinar we will discuss the results of the global survey of senior investment professionals.

May 30th

Webinar Recording: Identifying Global Market Inefficiencies

Sohnke Bartram, Professor Of Finance, Warwick Business School, presents the results from his study of equity market efficiency.

May 22nd

Read Our Blog: Analyst Performance Measurement and Improving Equity Valuations

How do you account for the differences in analysts’ estimating capabilities and correct for their biases to ensure accurate valuations?

May 14th

Investing and Advisory Content Catalogue

Explore the data you need to make informed decisions: coverage, differentiators, delivery platforms, update frequencies and available history for Thomson Reuters Investing and Advisory Datafeeds.

May 1st

Watch the video: Using Thomson Reuters StarMine Signals for Country Selection

In this video, Tim Gaumer, Director of Fundamental Research at Thomson Reuters, introduces StarMine Research Note, and explains why the aggregated StarMine signals demonstrate strong predictive power and consistent ability to sort country proxies and outperform their benchmark on quintile spread.

May 1st

Download Report: Using Thomson Reuters StarMine Signals for Country Selection

The StarMine® quantitative alpha models provide robust stock selection factors. In this research note, we examine the performance of StarMine signals when aggregating market capitalization-weighted average StarMine signals on country indices and exchange-traded funds (ETFs).

April 10th

Explore our new data: Bitcoin Sentiment Data Feed

Thomson Reuters launched Bitcoin Sentiment Data Feed for Trading and Risk Management. Thomson Reuters MarketPsych Indices v3.0 also includes one of the broadest fixed income and sovereign debt coverage in the marketplace.

March 14th

Webinar: Sector Sentiment Indicators with Thomson Reuters MarketPsych Indices

Learn how to build sector sentiment indicators and how these indicators relate to the prices, volatility and trading volumes of sector ETFs.

March 13th

Global Market Inefficiencies

Read the academic research paper by Söhnke M. Bartram and Mark Grinblatt where they use point-in-time accounting data to estimate monthly fair values of more than 25,000 stocks from 36 countries over more than two decades. Authors find out that trading on deviations from fair value yields statistically and economically significant risk-adjusted returns in most regions.

March 13th

New I/B/E/S Point In Time helps reduce forward-looking and survivorship bias

Forward-looking and survivorship biases are issues that you face when performing the backtesting of your investment strategies. We recreate daily snapshots of a historical database using an array of dates and timestamps alongside the original and revised data. We provide an ongoing company coverage database that never expires, even if the company has been delisted. The new addition to our market leading and oldest estimates database joins our Point In Time series for both economics and fundamentals data allowing you to backtest with confidence.

March 13th

“Sector News Sentiment Indices”

In their new white paper Dr. Svetlana Borovkova and Philip Lammers present the sector-based news sentiment indices, which track the current media sentiment about particular sectors. The sentiment index for a selected sector has a natural relationship to the basket of stocks of publicly traded companies operating in this sector or the corresponding sector’s ETF. Authors demonstrate the added value of such sentiment indices in sector-rotation investment strategies.


Improving investment strategies with sentiment analysis <test>

Building sector and country sentiment indicators with Thomson Reuters MarketPsych Indices
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Leveraging Predictive Analytics To Generate Alpha And Manage Risk

Identifying Global Market Inefficiencies
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Webinar Archive

Improving investment strategies with sentiment analysis

Sentiment-based commodity trading
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Navigating liquidity by harnessing the tides of sentiment
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Touchy traders, information impact and patterns in prices
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Mr Market's sentimental reflections on trading equities
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Systematically exploiting trends in commodities, forex, and global equity indexes using media sentiment analysis
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The role of news in commodity markets
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Trading on breaking events, exploiting the inefficiencies of the market

Benefit from advanced ultra-fast text analysis in the energy market
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Making money while you sleep? Anomalies in international day and night returns
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Understanding the market impact of news sentiment signals: from high-frequency event-driven signals to low-frequency macro-sentiment Indicators
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Volatility in the agriculture markets: employing real-time weather and satellite imagery to monetize major price moves
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Systematic News Trading: incorporate news & textual analysis into your automated trading
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Leveraging predictive analysis to generate alpha and manage risks

Innovations in credit risk modeling
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Profiting from accurate economic and FX forecasts
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Generating alpha from momentum and valuation models
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