AI-Driven Financial Foresight

We'd love to see you at our next webinar:Harnessing NLP tools to escape AI disillusionmentwith partners LSEG Data & Analytics and Yahoo Finance  https://solutions.lseg.com/NLPWebinar?utm_campaign=3005847_QuantsDataWebinarH2&elqCampaignId=26679&utm_source=Other&utm_medium=Speaker&utm_content=&utm_term=&referredBy= Wednesday Oct 8th at 10am ET / 3pm BST -- recording will be available afterwards.

Understanding signals from media sentiment. https://lseg.group/3JRfmGB

A short clip on the power of CEO Optimism measured in earnings conference call transcripts. https://lseg.group/47KuEqT

Finding signal in the noise of market narratives - join Ronan Leonard and Dr. Richard Peterson live on September 17th or via the recording. 👉 Join the conversation - register today: https://lseg.group/45UARxL

Our AI tools are changing wealth management. 🎥 Watch the full interview: https://lseg.group/4mF3TJ1

Our latest blog on tracking market themes and sentiment for alpha signals. https://lseg.group/457OASE

Some of the excellent feedback on using sentiment in FX modeling at LSEG Data & Analytics' recent China Hackathon:  💡"By incorporating sentiment indicators, we achieved nearly 70% prediction accuracy on EUR pairs, which is quite impressive given the noisy and regime-shifting nature of FX markets.” ➡️ Mr. Hai Lan Head of FX, Financial Markets Department, China CITIC Bank  💡"LSEG’s [MarketPsych] sentiment factor data is both innovative and practical. It transforms traditional qualitative insights into quantifiable features, allowing our models to shift from purely numerical inputs to emotion-driven dimensions. That’s a game-changer—it really impressed me.” ➡️ Dr. Yifeng Shi Executive Director of Quantitative Analysis, Standard Chartered Bank  💡"For our strategy, we leveraged LSEG’s data, including government bond futures and MarketPsych sentiment factors. By integrating these into a deep learning model—specifically CNN-LSTM—we improved our timing accuracy. One of our key innovations was using sentiment data to determine whether the market was trending or range-bound ... sentiment data offers a new path to uncover alpha.” ➡️ Mr. Zhen Song Head of Bond Quant Trading, SPD Bank  💡 "LSEG’s data has proven to be incredibly valuable in building quantitative trading strategies. Especially when we combine MarketPsych’s sentiment factors with market data, it not only enhances model performance but also deepens our understanding of market behavior."  ➡️ Dr. Qiqi Shuai Senior Quantitative Trader, Global Markets, Bank of China (Hong Kong)

A recent academic study tracks the global transmission of fear in the treasury markets: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4950235 Fear in the "Fearless" Treasury Market (2025) ➡️ "Fear" predicts U.S. Treasury bond risk premia with strong statistical support after controlling for traditional yield curve, macroeconomic, and sentiment predictors.➡️ The paper shows that the fear index explains 22.42% to 25.62% of in-sample variation in bond risk premia, and achieves out-of-sample R² values ranging from 22.05% to 30.24% across bond maturities.