Datayes: More High-quality Datasets Are Available

2023-11-23 15:17:58

Datayes has released series of new data recently, including but not limited to Business Data, Convertible Bond Data, Stock Event Library, Fund Factor Library, Thematic Data and so on.

In the era of big data and large language models, high-quality data is becoming more and more scarce and important. Relying on the profound understanding of finance, deep accumulation of technology, and deep insight into market demand, Datayes keeps providing more and more high-quality data that can be utilized to better serve research, investment, and robo-advisor.

Test data show that the new batch of data is characterized by extensive application scenarios and significant alpha qualities.

Datayes Business Data

Datayes business Data contains general business data, detailed business data, indicators and indicator data.

General business data covers all A-share companies that disclose key information about their operation; business indicators and item names are standardized to facilitate horizontal and vertical comparisons; the release date of announcements is accurate to the second, which is helpful for studying the trends of time-series data; unlike the traditional classification method directly based the classification of a company’s business items on that of the industry in which it is classified, the general buisiness data is classified according to the industry in which the business items are classified; the data is classified by industry; the data can be traced back locating the original text of the announcement and the page number, which is convenient for verification; the buisiness items are aggregated according to their attributes, and are currently classified into a total of 8 categories of item labels.

Datayes Convertible Bond Data

Datayes convertible bond data set the terms of redemption, amendment and resale when convertible bonds are issued.

Currently, most of the relevant data in the market records the progress of convertible bonds according to the initially announced terms. However, in the actual survival of convertible bonds, there are cases in which the company announces that it will not redeem or amend within the specified period. In view of this, Datayes keeps updating the redemption, amendment and resale algorithms and records alerts for imminent triggering of redemptions and downward amendments by optimizing the algorithms.

Datayes convertible bond data comes from Shanghai and Shenzhen Exchanges, real time, double-checked and timely parsed.

Datayes Stock Event Data

Datayes Stock Event Data is a collection of events built by comprehensively considering the validity and attention of the events, and the availability of the data, which provides investors with quick access to global information and more perspectives on the fluctuation of stock prices.

Datayes stock event data contains not only traditional company announcement events, but also adds market sentiment, institutional behavior events, and will continue to add events to cover a wide range of types. The data relies on the richness of the datasets of and the experience and expertise of Datayes to guarantee PIT. The highly operable data retains the event details and can be further screened and filtered according to the demand.

Datayes Fund Factor Library

The underlying data of Datayes Fund Factor Library is from market data, financial data, fund information, etc. The fund factors are generated mainly based on published positions and fund performance, their own characteristics and more, and they are updated daily.

By using Datayes Fund Factor Data, investors can select high quality fund products of various styles to form a fund pool for fund screening; construct FOF portfolios using corresponding factor sets according to the needs of different strategies; and adjust the applicable factors when the environment changes to carry out tactical timing.

Datayes Thematic Data

Datayes Thematic Data includes 1000+ theme concepts refined by AI+HI, and theme-derived data, such as theme popularity, popular themes, theme-associated stocks and news, theme indices and sentiment.

Datayes Thematic Data has a wide range of application scenarios, such as stock picking, thematic rotation strategy, thematic index enhancement, thematic style factor, thematic style attribution, thematic risk control, thematic monitoring and tracking, and so on.

Datayes has formed a three-dimensional data system consisting of fundamental, high-frequency and alternative data, and keeps updating according to the market demand, in order to better serve research, investment, and robo-advisor.

For more information, please feel free to contact your Datayes account manager or call at 400 082 0386, email at info@datayes.com.