Using SignalReveal® to Extract Alpha from S&P Global Alternative Data
This paper applies SESAMm's SignalReveal® technology to IHS Markit Maritime & Trade Bill-of-Lading data to create a signal that generates annualized returns of 19.8% with a Sharpe ratio of 1.61 based on past performance.
Download SESAMm and S&P Global Paper
Please complete the form below to receive your complimentary copy of the paper.
{"items" : [
{"name":"share","enabled":true,"desc":"<strong>Share</strong>","mobdesc":"Share","options":[ {"name":"facebook","url":"https://www.facebook.com/sharer.php?u=http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2finfo%2f0521%2fsignalreveal-alternative-data-paper.html","enabled":true},{"name":"twitter","url":"https://twitter.com/intent/tweet?url=http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2finfo%2f0521%2fsignalreveal-alternative-data-paper.html&text=SignalReveal+Alternative+Data+Paper+%7c+S%26P+Global","enabled":true},{"name":"linkedin","url":"https://www.linkedin.com/sharing/share-offsite/?url=http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2finfo%2f0521%2fsignalreveal-alternative-data-paper.html","enabled":true},{"name":"email","url":"?subject=SignalReveal Alternative Data Paper | S&P Global&body=http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2finfo%2f0521%2fsignalreveal-alternative-data-paper.html","enabled":true},{"name":"whatsapp","url":"https://api.whatsapp.com/send?text=SignalReveal+Alternative+Data+Paper+%7c+S%26P+Global http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2finfo%2f0521%2fsignalreveal-alternative-data-paper.html","enabled":true}]}, {"name":"rtt","enabled":true,"mobdesc":"Top"}
]}