The Program for Economic Research (PER), in collaboration with Capital Fund Management (CFM) – an investment management firm whose strategies are based on a quantitative and scientific approach to financial markets – has launched the CFM- Columbia PER Data Initiative. The CFM- ColumbiaPER Data Initiative will allow students to use unique datasets hosted by CFM for their academic research.
Among these datasets are:
Consumer Edge tracks credit card transactions at a store level, including 30M credit cards and over 4B transactions. Each transaction includes the card information, amount, and demographics when the swipe takes place. The dataset is updated daily.
FactSet Revere Supply Chain Relationships data is built to expose business relationship interconnections among companies globally. This feed provides access to the complex networks of companies’ key customers, suppliers, competitors, and strategic partners, collected from annual filings, investor presentations, and press releases.
Mobile Phone Data – Thasos and Advan
Thasos data is derived from volunteered mobile phone location data that has been anonymized, aggregated and vetted to ensure compliance with the highest legal, quality and ethical standards. Advan provides mobile phone location, truck and weather data for hedge funds, real estate investors and asset managers.
Linkup provides data offerings on US companies, by scraping their corporate websites. The database starts in 2008 and includes job descriptions.
The director of this initiative is Harrison Hong.