Investment Research Analytics

Investment Research using Data Warehouse.

What is FSB ? Fund’s Sentiment Beta.

Recent advances in Behavioural finance have shown that stock prices are affected by “Sentiment”.

When investor sentiment is high, the low-sentiment-beta stocks (i.e the stocks with negative loading on sentiment) are undervalued and their subsequent returns are higher. As per the white paper by Massimo Massa & Vijay Yadav, the low-sentiment-beta stocks significantly outperform the high-sentiment-beta stocks. This also suggest that an ideal trading strategy for asset manager interested in maximizing performance is to invest mostly in low-sentiment-beta stocks.

This strategy would definitely be more efficient if asset managers were not only able to identify the degree of sentiment loading of the stocks (i.e whether they are high- or low-sentiment-beta stocks) but also predict the degree of market sentiment.

News about the financial market can be found on news websites, social media, blogs, and forums. Automating the extraction of relevant data using web scrapers provides businesses with constant updates about the general population’s sentiment about specific products or brands, and enables financial leaders to predict the success or failure of certain stocks or ETFs in the market.

Additionally, some web scrapers integrate IP proxies to extract web data about specific geographical regions. This can be useful for businesses to analyze the financial market in a targeted region and optimize their financial strategies accordingly.

Journey to Peak

 Data Architect

Visionary in the D company. Its the data world. And to see it from a architect's perspective is dreamy as well as sad. 

When you design something, you want it to be perfect. But we know sometimes it takes a lot of effort to even build a sand castle. Now imagine creating a castle out of all the data which is generated by so many events in real world.

A single button click creates atleast 3 data points, ip, hyperlink, response time.

So designing a Mutual fund data Warehouse is an enormous Job. 

We have to think from the business perspective. Now one of the case is driving the Achievements of the sales team. 

Scenario: An AMC has different schemes and products. They also have different channels to make 

was thinking about brokerage.

Trade monopoly is a disaster in growing stage. Brokerage is another. Although i understand that brokering is a healthy process for certain regions and profession.
For example brokers in trading. They seem to have a legit process and worthy of brokerage cuz of there knowledge regarding the market. But in case of renting a home. They take too much for just the information.

Telangana bill not coming in monsoon session - The Hindu

Telangana bill not coming in monsoon session - The Hindu


Shinde thinks its some kind of crop. Will grow in 6 months. Sucker. Ruining my country. And shame on me for sitting here and typing instead of doing something to undo this.

Was thinking abt a complete desi industry oriented country

May be seems like a misplled idea. But imagine even the smileys with indian scent. What i am trying to say is when i looked for appropriate smiley to ping my friend asking him abt the plan. I didnt find one. I should. I wud have if these computers had slight Indian touch in there invention or modificaion.

learnt about Prunes

Prunes are used in cooking both sweet and savory dishes. Stewed prunes, a compote, are a dessert. Prunes are a frequent ingredient in North African tagines. Perhaps the best-known gastronomic prunes are those of Agen (pruneaux d'Agen). Prunes are used frequently in Tzimmes, a traditional Jewish dish in which the principal ingredient is diced or sliced carrots; in the Nordic prune kisel, eaten with rice pudding in the Christmas dinner; and in the traditional Norwegian dessert fruit soup. Prunes have also been included in other holiday dishes, such as stuffing, cake, and to make sugar plums. Prune filled Danish pastries are popular primarily in New York and other parts of the U.S. East Coast. Prune ice cream is popular in the Dominican Republic. Prunes are also used to make juice.

want to write a lot.

Today i have discovered a app for posting blogs. Previously to post a blog i had to wait till i got back home. Open my laptop and check if internet is connected and then write and post. By that time i used to forget what i want to write. But now all it takes is to think. And then write and post. Anywhere about anything.
I love this smart phones. Read or write anything from anywhere.
I have also stayed back in office today to finish installation so that i can catch up wid other important stuff in obiee and project.
Sanjeev is showing off about his knowledge in obiee and project. I want to excel in obiee so much that he will give up competing wid me. Cuz i hate competitions. Gives me nasty feeling. Makes me sweat and gives me headache when i am high. And i am afraid of losing. Although i have lost so many times and so many things i am still afraid to lose. The reason might be the knowledge that i rarely lose when i am interested in stuff. But i know the world doesnt care abt my interest, all it looks at is the result. Likr my project manager told me once, "i dnt care what u did. Tell me whether u have completed or not?". To which i didn't reply positively. Its a different thing that work i was supposed to complete was never completed cuz it was not the best of approaches. But she did not listen when i told that.
It seems i have too many complains in my life. But tell me, who hasn't?
Basically, people who are misunderstood because of there distinctive thought process tend to write blogs or books or diary. I might not be right at all but it seems a gud justification.
I wanted to leave office, realised i had bike. Can leave anytime i want. Awesome. Isn,t it?
Enough for now i presume.
At the end of the day, whenever i think and eventually dream of something. I end up being a hero or a poet or something great in my thoughts and dreams. But i have no deeds to support my dreams. So now the question is should i stop dreaming or start acting?

Well acting upon dreams is not my thing. So i will stop dreaming.