macroVS3: Consumption Policy Volatility Signal

Public policy shifts that move markets present first in the form of unstructured, verbal data, but markets price risk in the form of quantitative data. Our award-winning, patented policy risk volume measurements make it possible to anticipate market shifts related to monetary policy. Now you can measure policy volatility, identify trends, and apply data-driven discipline to your monetary policy risk assessment process using data generated by a process that has been crafted by public policy experts with extensive leadership and decision-making experience in public policy on multiple continents since the 1990s. Identify with pinpoint accuracy when Consumption-related monetary policy shifts are on the rise. Generate portfolio and trade execution strategies using the cyclical trends visible in the data over time. Underlying language data (tagged, structured, time stamped) is available upon request for an additional fee). Daily data feeds are delivered with 150+ ticker symbols covering the top digital currencies and reserve currencies, thematic ETFs, a broad range of asset classes (including fixed income), and sectoral market indices. Awards won to date: Finalist, NATO Innovation Hub Challenge (2020); Finalist, G20/BIS TechSprint Challenge (2021) How is the data generally sourced? Every day, our patented process identifies new activity, reads more pages than any human could in week, identifies relevant language, identifies what kind of activity is present, measures commitment levels, and delivers to you a daily multivariate time series. We source our language inputs from publicly available government sources globally as well as fact-checked, highly regarded journalism publishers. Where media publishers require it, we acquire data mining licenses to access their language inputs. What are the primary use-cases or verticals of this Data Product? **Fundamental and Quantamental Analysts/PMs (Alerting): Monetary policy triggers broad, horizontal impacts across entire asset classes. Consumption-related policies have a particular income on the consumer discretionary and consumer durables sector. Alerts using our patented momentum data provide early warning of monetary policy shifts which may prompt a review of how individual issuers are positioned to deal with the change (fundamental analysts) and how much of a portfolio may be skewed to issuers at risk from a monetary policy shift (quantamental PMs). **ETF and Index Investors (Automated Workflows): Because our data is tickerized to sectoral market indices and ETFs, investors with automated workflows can save time to execution by identifying when (and at what magnitude) realized volatility in macroVS3 data may pose risks for the portfolio structure or the anticipated holding period for a specific asset. **Scenario Analysis/Nowcasting: Most asset pricing models currently fail to assess the contribution that monetary policy makes to business models risk (both upside and downside risks). Assumptions and parameter settings are adjusted by hand, idiosyncratically. macroVS3 data provides a mechanism to trigger more efficient data-driven parameterization for portfolios exposed to monetary policy risks. It also supports automated workflows to implement adjustments to these models. How does this Data Product fit into your broader data offering? macroVS3 (Consumption) is one of three data feeds focused on data generated by monetary policy activity. The other feeds are: --macroVS1 (Inflation) --macroVS2 (GDG Growth) These can be combined to generate multi-dimensional analysis. In addition, our monetary policy data feeds pair well with our digital currency policy data feeds (DCVS 4: Digital Euro; DCVS 5: Digital Dollar) as well as our climate finance policy data feeds (CRRM3c: Green Bonds Policy; CRRM3d: Green Transition Policy; CRRM3e: GreenQE Policy) Contact us for volume-based pricing options when acquiring data feeds for multiple keywords. Contact us to configure customized data feeds that include access to the underlying language data, tagged and structured for content as well as policymaker demographics.