Introducing TMI Data Science: Delivering Alpha With Custom NLP-Based Leading Indicators

Managing Director

Elan Gore

TMI Data Science

TMI Data Science utilizes Natural Language Processing to build custom leading indicators using unstructured data sourced from the global financial, trade & traditional media.  Our proprietary software, TMI Machine, is a text-mining platform designed with the buy-side & capital markets professional in mind, text-mining the global media to discern and quantify nuanced qualitative shifts in press coverage as they apply to macroeconomics, equity indexes/ETFs, commodities, currencies, fixed income & individual equities.  TMI provides custom leading indicators and systematic trading strategies, operating at the nexus of linguistics & statistics drawing on vast experience in investment banking and hedge fund settings in senior quantitative and fundamental roles.  

TMI Data Science was founded by Elan Gore, an award-winning Senior Global Basic Materials Equity Analyst & China Economist with 15 years of experience in North American hedge funds & institutional managers; and Alessandro Porrino, Ph.D., an Algorithmic Trading Analyst and Programmer with 10 years of front-office experience ranging from complex FX option pricing to auto-hedging strategies at Bank of America Merrill Lynch and Standard Chartered.  Mr. Gore holds an MBA in Finance from New York University Stern School of Business, and Mr. Porrino holds a Ph.D. in Systems Engineering from Brunel University London.

Commodities

<p>Our September cyclical commodity sentiment review highlights notable divergence in the commodity space, with potential over-exuberance seen in copper and platinum; early signs of positive change seen in corn via US farmer sentiment; an accelerating slide for crude oil sentiment towards negative territory; and weak showings for uranium and mineral sands.  We discuss recent catalysts picked up via text mining for our core cyclical commodity sentiment indicators below.</p>
<p>For an introduction to TMI's methodology &amp; use cases, please take a look at <a href="https://www.smartkarma.com/insights/introducing-tmi-data-science-delivering-alpha-with-custom-nlp-based-leading-indicators" target="_blank" data-smartkarma-citation="insights:42826" rel="noopener">Introducing TMI Data Science: Delivering Alpha With Custom NLP-Based Leading Indicators</a></p>

Our September cyclical commodity sentiment review highlights notable divergence in the commodity space, with potential over-exuberance seen in copper and platinum; early signs of positive change seen in corn via US farmer sentiment; an accelerating slide for crude oil sentiment towards negative territory; and weak showings for uranium and mineral sands.  We discuss recent catalysts picked up via text mining for our core cyclical commodity sentiment indicators below.
For an introduction to TMI's methodology &amp; use cases, please take a look at Introducing TMI Data Science: Delivering Alpha With Custom NLP-Based Leading Indicators

TMI Indicators: Cyclical Commodity Sentiment Review

Copper

TMI Indicators: Cyclical Commodity Sentiment Review