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 Alternative Data Initiative. The CFM-PER Alternative 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.

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Capital Fund Management (CFM), along with the Journal of Investment Strategies (JOIS) is inviting original, previously unpublished manuscripts on the topic of ESG and alternative investment strategies.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.

 

 

 

 


Events (Past and Upcoming)

Nowcasting Inflation, March 25, 2021
Nowcasting Inflation
Thursday, March 25, 2021, 11:00AM – 12:30PM

This event will take place a Zoom conference on Thursday, March 25th from 11:00AM – 12:30PM (EST). Nowcasting Inflation is part of the ongoing CFM-PER Alternative Data Initiative.

About:
Trillions of dollars of stimulus by both monetary and fiscal authorities are leading to renewed concerns of inflation. The goal of this event is to explore the use of big data to generate high-frequency inflation forecasts. This panel is part of a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Program for Economic Research (PER) at Columbia University’s Department of Economics. The panel will feature a talk by Alberto F. Cavallo, Edgerley Family Associate Professor of Business Administration at the Harvard Business School, and one of the preeminent researchers on this topic.

Download Event Program

Geolocation Economics, May 4, 2020
Geolocation Economics
Geolocation Economics
Monday, May 4, 2020, 4:00 pm – 7:00 pm

This event will take place a Zoom conference on Monday, May 4th from 11:00AM to 1:00PM (EST). Geolocation Economics is part of the ongoing CFM-PER Alternative Data Initiative.

About:
Geolocation data from mobile phones and other digital platforms including payment are becoming increasingly available. The goal of the event is to explore the possible uses of this data for both industry and academic purposes. This panel is part of a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Program for Economic Research (PER) at Columbia University’s Department of Economics. The panel will feature experts from leading geolocation data vendors and academic speakers that have leveraged such data to answer important questions such as modeling the dynamics of COVID-19, assessing spatial and social frictions, and evaluating the impact of rent control.

Download Event Program

Leveraging Big Data to Manage Extreme Weather Risks?, November 12, 2019
Leveraging Big Data to Manage Extreme Weather Risks?
Tuesday, November 12, 2019, 5:00 pm – 7:00 pm

Leveraging Big Data to Manage Extreme Weather Risks? is part of the ongoing CFM-PER Alternative Data Initiative.

About:

Extreme weather episodes such as Hurricane Sandy of 2012 and California Wildfires of 2018 led to significant human displacement and billions of dollars of economic damage spread across utility, real estate and other commercial sectors. Scientists predict that climate change will lead to more frequent and extreme weather risks.  This evening panel is the first in a series of events on the economic and financial applications of alternative data sponsored by Capital Fund Management (CFM) and Columbia University’s Program for Economic Research (PER).  A number of distinguished speakers and panelists will explore whether we can leverage big data from satellite images and machine learning algorithms to manage these risks in real time?  The evening will consist of talks on recent improvements in remote sensing, the use of machine learning algorithms and applications for insurance and asset management.

 

 

 

 

 

1022 International Affairs Building (IAB)
Mail Code 3308  
420 West 118th Street
New York, NY 10027
Ph: (212) 854-3680
Fax: (212) 854-0749
Business Hours:
Mon–Fri, 9:00 a.m.–5:00 p.m.

1022 International Affairs Building (IAB)

Mail Code 3308

420 West 118th Street

New York, NY 10027

Ph: (212) 854-3680
Fax: (212) 854-0749
Business Hours:
Mon–Fri, 9:00 a.m.–5:00 p.m.
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