What are we missing?
We believe that data as it is used today for data-driven investment is incomplete and should be improved. There is an abundance of data out there but these data are fragmented and fail to provide a big picture of what's going on in the financial markets. In other words, given this patchy data, it is hard to connect the dots and reason about the direction that the financial markets are taking.
Furthermore the prevalently used data and techniques are too focused on price-related information and ignore a lot of important factors regarding assets. Factors like the relation between assets (in the form of supply-chain, clients and competitors) are missing. So are relationships between assets and other entities such as their investors, political figures and central banks to name a few. Relationships between assets and events are also partially ignored as most of the solutions out there are solely reactive to events rather than being able to reason about their implications.
What about historical data?
This is not to say that we should completely ignore price-related data (like return, earnings, market capitalization etc). Rather, we should combine these with aforementioned relations in order to see the big picture in the financial market.
A New Analytics Paradigm
In Atlas 4.0, we see market entities as living organisms. This is because these entities exhibit a large number of behaviour which are
common to social beings. Not only they leave a quantifiable trace every day, they interact with one another too. A change in one entity
affects explicitly related entities and to a lesser degree implicitly related ones. To know the dynamic of these interactions is to understand
the entire financial market. This is precisely what Atlas 4.0 offers.
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