Data
Partners

MediaStats offers a broad array of media sentiment indicators covering companies, countries and currencies and themes. MKT MediaStats was founded by Gideon Ozik, an affiliate professor and research associate at EDHEC Business School, and Ronnie Sadka, Chairperson of the Finance Department at the Boston College Carroll School of Management. Ken Froot is also a founding partner of MKT MediaStats.

The media indicators deliver media-based measures for over 3,000 US companies, US sectors and industry aggregates, 12 Central Banks and over 120 themes, in addition to 44 global equity indices and 33 foreign currencies.

PriceStats povides high-frequency inflation indices that offer insights into key macroeconomic trends. Under the leadership of pioneer and co-founder Alberto Cavallo, the Edgerley Family Associate Professor at Harvard Business School, and CEO Pilar Iglesias, PriceStats® tracks daily online price fluctuations of millions of items sold by hundreds of retailers worldwide.

With the rising influence of political and geopolitical risk on market dynamics and economic trends, a systematic approach to measuring and monitoring political risk can help investors improve risk-adjusted performance. To better capture trends in political risk, State Street has partnered with GeoQuant, a Fitch Solutions company, to offer political risk indices tailored to the foreign exchange markets.

GeoQuant produces high-frequency quantitative measures of country-level political risk that quantify over 40 political risks across 127 countries. GeoQuant systematically fuses structural industry data with media, quantifying country-level political risk on a real-time basis using natural language processing, machine learning algorithms and a team of PhD-trained political economists. We examine GeoQuant's set of indicators and how political risk indices may be implemented in cross-sectional currency strategies.