Transcripts Model - Japan
Use this signal to predict future stock returns for more than 1,000 Asia Pacific equities.
The signal uses a dataset that includes full local language transcripts, English translations, and event metadata. Coverage includes:
- 1,000+ Japan equities
- 8,000+ events
- 10,000+ transcripts
Performance results: A tercile long-short portfolio generates 11.0% annual returns and a 1.08 Sharpe ratio between 2019 and 2022, with low turnover.
SCRIPTS Asia
ExtractAlpha has partnered with SCRIPTS Asia to provide earnings call transcripts from Asia Pacific. They have unique access to attend 1,000s of restricted in-person events across the region, and are the *only* source of this coverage.
Built by Quants for Quants
Founded in 2013 by Vinesh Jha, the quantitative lead who helped found and develop StarMine, former prop trader at Merrill Lynch and Morgan Stanley, former executive director at Morgan Stanley PDT, patent holder, and published author in quantitative finance.
“ExtractAlpha has been an invaluable resource in all facets of the research and development of our quantitative strategies, from expanding our suite of alphas, to broadening our capabilities in risk modeling and backtesting as well.”
- Senior Quantitative Researcher, top 5 hedge fund
“ExtractAlpha offers a great product suite. The fact that you can trust their research and easily recreate it lends itself nicely to practitioners. Add to the fact that Vinesh makes himself available to walk you through the research and provide guidance on implementation is what sets him and his company apart."
- Portfolio Manager at top 5 U.S. hedge fund
"We like testing your data because it's clean, and we don't have to go back and forth like we do with most other providers."
- Portfolio Manager, London
"With every new research product, ExtractAlpha can be counted on to provide new, differentiated, usable alpha. Can't wait to see what comes next."
- CIO, quant hedge fund, New York
Why ExtractAlpha?
We source, evaluate, clean, analyze and productize datasets for you.
What You Get
You’ll receive institutional grade data feeds and predictive models.
How It Works
Research, white papers, and backtesting provided with trial.