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Quantitative Finance · Glosarium

Apa itu Alternative data, panel drift?

Dikenal juga sebagai: alternative data · panel drift

Definition 12.1 Research Craft: Predictors, Backtests, Measurement, Portfolios · Bab 12 — Alternative and Text Data

Alternative data are data about companies, economies or markets from sources other than prices, filings and official statistics: card and bank transactions, receipts, web traffic and prices, app usage, geolocation, satellite and aerial images, shipping and flight records, job postings, text. A dataset built on a panel (of cardholders, devices, stores) suffers panel drift when the panel’s composition or its relation to the quantity it measures changes over time: a provider change, attrition, a new source, a re-weighting.

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