Introducing Fed-watching data as part of the inaugural, contributing factors to the Nasdaq Analytics Hub. The Analytics Hub combines third-party and Nasdaq datasets with our machine intelligence engine, creating new and unique market signals. All third-party data partners must pass a rigorous Nasdaq vetting process, including survivor-bias-free back-testing—confirming the validity and effectiveness of the data.
A quantitative score for every speech, press release, testimony, and set of meeting minutes based on the individual profile of that central banker:
Evaluating the G-10 central banks around the world
Outputs are scored and indexed
Scores are normalized and categorized into Hawkish/Dovish paradigms
Trading signals across asset classes
Easily integrated into existing models
History: 1998 onwards
End-of-day data delivered via SFTP
Additional Nasdaq machine learning, derived value-added data and analytics fields
Raw data provided by Prattle. Prattle quantifies market-moving language from central bank and corporate communications via advanced analytics and machine learning. Prattle's central bank sentiment includes the G-10 currencies: the United States Federal Reserve, Swiss National Bank, Bank of Canada, Reserve Bank of New Zealand, Swedish Riksbank, Norges Bank, European Central Bank, Bank of Japan, Bank of England, and Reserve Bank of Australia.
Back-tested results demonstrate signals from the Hub outperformed their benchmarks over multi-year periods: