Ant IPO/ Imports/ Plenum/ US-China/ Census

TMI Snapshot: Synchronized Asian Macro Upturn Vs. Chinese Credit Jitters, Via Text Mining

China-Taiwan Tensions: TMI Lead Indicators Point To Escalating Risk Of Taiwan Vol Spike

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.

Cross Asset Strategy

<ul>
<li>Our text mining has seen a dramatic shift in tone as articles discussing US-China tensions in the global media have turned notably optimistic</li>
<li>Sentiment on US-China tensions has been 67% correlated with the <a href="https://www.smartkarma.com/entities/ishares-china-large-cap-etf" target="_blank" data-smartkarma-citation="entities:766:1" rel="noopener">IShares China Large-Cap (FXI US)</a> in the past year</li>
<li>Although the shock suspension of Ant Group's IPO has affected sentiment on China's overall regulatory environment, our readings are within recent ranges, as the broader credit clampdown and late-August "Three Red Lines" framework elicited far greater levels of concern</li>
<li>Predictably, China macro sentiment indicators have recovered, with property continuing to lag (though back to positive territory) &amp; auto sentiment surging in recent weeks</li>
</ul><div class="content-highlight"><p>TMI Data Science utilizes Natural Language Processing to build custom leading indicators using unstructured data sourced from the global financial, trade &amp; traditional media. Our proprietary software text-mines 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 &amp; individual equities. </p></div>


Our text mining has seen a dramatic shift in tone as articles discussing US-China tensions in the global media have turned notably optimistic
Sentiment on US-China tensions has been 67% correlated with the IShares China Large-Cap (FXI US) in the past year
Although the shock suspension of Ant Group's IPO has affected sentiment on China's overall regulatory environment, our readings are within recent ranges, as the broader credit clampdown and late-August "Three Red Lines" framework elicited far greater levels of concern
Predictably, China macro sentiment indicators have recovered, with property continuing to lag (though back to positive territory) &amp; auto sentiment surging in recent weeks
TMI Data Science utilizes Natural Language Processing to build custom leading indicators using unstructured data sourced from the global financial, trade &amp; traditional media. Our proprietary software text-mines 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 &amp; individual equities. 

Hang Seng China Enterprises Index (HSCEI INDEX)

TMI Snapshot: Optimism Surge on US-China Tensions View, China Macro Indicators, Limited Ant Impact