Central bank communiqué—profiled, analyzed, and scored.
About the Dataset
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
Back-tested results demonstrate signals from the Hub outperformed their benchmarks over multi-year periods: