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Global Macro Hedge Fund

A Global Macro Hedge Fund Needed Unique Data to Feed New Strategies

A move to fixed income trading needed unique data to support new investment models

Patricia Warrick
By Patricia WarrickMay 25, 2023

The client:  

A large global macro hedge fund

Users:

In an increasingly data-driven landscape, finding the right data to truly underpin your investment decisions and refine investment strategies, is one of the biggest challenges facing companies across the buyside landscape. So when one of our clients, a large U.S. based hedge fund, realised they needed to expand their enhanced market insights they came to us.

The client’s goal:

As one of the earliest adopters of a systematic, data-driven investment model, this hedge fund was set up with the aim of consistently generating alpha in liquid global markets, using a scientific approach.

Looking to the future, our client realised they would need a significant Foundational Fixed Income dataset to better support expanded macro and rates-based strategies. They went out to canvas the universe of OTC and alternative data providers to identify the highest value data based on their criteria of breadth of coverage, depth of history and data frequency.

The solution:

Working through the proposal we were able to collaborate with the client, identifying all of the available datasets that we could build into their foundational fixed income dataset.

We were able to curate a selection that precisely aligned with the client's criteria by putting together a bespoke package for them combining real-time data and a significant historical data cut. Once the products were determined we initiated a trial in Snowflake, this delivery mechanism allowed fast access to the data throughout the trial. Delivering through the cloud enabled the client to seamlessly integrate the data into their systems and models.

Partnering with the client in this way helped us to get to the real pain points they were solving for and enabled the client to see the value of the data and the delivery, in action.

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