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-PER Data Initiative. The CFM-PER Data Initiative will allow students to use unique datasets hosted by CFM for their academic research.
Among these datasets are:
Credit Card
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.
Supply Chain
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.
Job Offerings
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.
EVENTS (Past and Upcoming)
Geolocation Economics
Friday, April 24, 2020, 4:00 pm – 7:00 pm
Leveraging Big Data to Manage Extreme Weather Risks?
Tuesday, November 12, 2019, 5:00 pm – 7:00 pm
CALL FOR PAPERS
Capital Fund Management (CFM), along with the Journal of Investment Strategies (JOIS) is inviting original, previously unpublished manuscripts on the topic of ESG and alternative investment strategies. The author(s) of the winning paper will be offered a €10,000 cash prize, along with an invitation to present his/her/their work to the CFM research team in Paris or New York.
Interested authors should submit their manuscript to: esg-investing@cfm.fr no later than 30 April 2020.
