As an equity quantitative analyst, you have recurring positioning analysis tasks. Your most effective approach is to model your object of study (usually stocks, portfolios or indexes) and decompose its behavior into common risk factors. You can leverage the FF-5 equity factor model, which we will reproduce here, to use in real time!
Alternative data has become a key element to enhance financial databases. Especially, news flows are one of the most spread alternative types of data. Here we will visualize sentiment on some newspapers headlines.
