Estimation | Jotup

Bloomberg Launches Point-in-Time Data Solution that Gives Quants a Competitive Edge

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火曜日, 4月 9, 2024

Consensus, Research, Data, Bias, Estimation, Forward price, Cryptocurrency

NEW YORK, April 9, 2024 /PRNewswire/ -- Bloomberg today announced the launch of Company Financials, Estimates and Pricing Point-in-Time, a new offering that connects and integrates a broad, diverse range of datasets from multiple sources, provides historical point-in-time data and will enable linking traditional company data to more esoteric data like alternative data. The offering aims to reduce challenges associated with going to multiple data providers for the best research data and equipping investors with the data and insights they need to get a competitive edge.

Key Points:

The offering aims to reduce challenges associated with going to multiple data providers for the best research data and equipping investors with the data and insights they need to get a competitive edge.
Managing the amount of data that is available today — and gleaning insights not already discovered by the market — has become a massive undertaking," said Tony McManus, Global Head of Enterprise Data at Bloomberg.
He added: "By pre-ingesting, mapping and linking many different data sources together, Bloomberg allows customers to significantly reduce the time needed to generate signals or insights.
"A critical component of Bloomberg's offering is its inclusion of true, historical point-in-time data, which is essential for accurate backtesting," said Angana Jacob, Head of Research Data, Enterprise Data.

Oligonucleotides Global Markets Report 2024: Historical Market Revenue Data from 2020 to 2022, Estimates for 2023, and CAGR Projections through 2028 - ResearchAndMarkets.com

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水曜日, 4月 3, 2024

The Global Oligonucleotides Market was valued at USD 7 Billion in 2023, and is expected to reach USD 11.7 Billion by 2028, rising at a CAGR of 11.00%.

Key Points:

The Global Oligonucleotides Market was valued at USD 7 Billion in 2023, and is expected to reach USD 11.7 Billion by 2028, rising at a CAGR of 11.00%.
This report covers the worldwide market for oligonucleotide synthesis, which consists of four main product types: oligonucleotide drugs, synthesized oligos, equipment and reagents, and services.
Based on application, the market for oligonucleotide synthesis is divided into research diagnostics and therapeutics.
The report also covers approved drugs, the oligonucleotide synthesis process, innovative research, opportunities within the market and profiles of leading companies in the oligonucleotide synthesis industry.

Global IoT Chips Market 2022-2023 and 2024-2028 - Growing Demand for IoT-based Vehicles and Connected Wearable Devices Drives Market Growth - A $375.5 Billion Market in 2028 - ResearchAndMarkets.com

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火曜日, 4月 2, 2024

Technology, Hardware, IOT (Internet of Things), Wearables, Mobile Technology, Benchmarking, Growth, ESG, Tablet, Estimation, Electronics, Investment, Cloud computing, Geography, Government, Video game

The key factors driving the growth of the IoT chips market include growing demand for IoT based vehicles, incorporation of government policies and initiatives towards smart city projects, and growing demand of connected wearable among customers.

Key Points:

The key factors driving the growth of the IoT chips market include growing demand for IoT based vehicles, incorporation of government policies and initiatives towards smart city projects, and growing demand of connected wearable among customers.
By the end of 2028, the consumer electronics segment will continue to dominate the global IoT chips market.
North America holds the highest market share in the global IoT chips market.
The report provides an overview of the global IoT chips market size analysis and a detailed analysis of the market player's products and strategies.

EnPowered Launches AI-Powered Tool to Connect Clean Energy Professionals with Best-Fit Funding Partners

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水曜日, 3月 27, 2024

Environment, Technology, Finance, Professional Services, Sustainability, Alternative Energy, Green Technology, Energy, Hardware, Artificial Intelligence, Estimation, Documentation, Sale, Frustration, Cryptocurrency

EnPowered, a leader in providing access to financing for commercial clean energy hardware projects, today launched Apply, which makes it easier for clean energy professionals to manage complex, often cumbersome documentation requirements between customers and funders.

Key Points:

EnPowered, a leader in providing access to financing for commercial clean energy hardware projects, today launched Apply, which makes it easier for clean energy professionals to manage complex, often cumbersome documentation requirements between customers and funders.
“Financing Accelerator’s Apply replaces time-consuming manual checks and follow-ups with automated, AI-powered capabilities to reduce process frustration and improve the chances of signing a best-fit funding partner.”
Unifying the financing process between clean energy professionals, customers, and funders
Launched in August 2023, Financing Accelerator provides clean energy professionals with tools that simplify and streamline access to EnPowered’s network of commercial clean energy funders.
"This launch further integrates our clean energy funder network into Financing Accelerator,” says Tomas van Stee, CEO of EnPowered.
This latest expansion of Financing Accelerator brings commercial clean energy financing to the fingertips of clean energy professionals, permanently raising the bar for offering commercial financing at the point of sale.

US monetary policy is more powerful in low economic growth regimes

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火曜日, 4月 2, 2024

Tao, Research Papers in Economics, Excess, American Economic Journal, Doan, Policy, RT, Interpolation, Economic growth, Absorption, Business, E32, Low, Browning, European Economic Review, UST, NBER, Forecasting, Macroeconomics, European Economic Association, Journal of Monetary Economics, Journal of Applied Econometrics, TVAR, Oxford University Press, Time series, Economic Inquiry, Paper, Linearity, Joshua Angrist, Nobuhiro, Environment, Political economy, Journal of Financial Economics, Rated R, R2, Website, Emi, Energy economics, Probability, Medical classification, Eurozone, Sigismund, Quarterly Journal of Economics, Zero lower bound, History, Nature, Chapter, ZT, Journal of Political Economy, Bocconi University, OLS, Statistics, University of California, Irvine, PDF, Classification, ECB, XS, ITP, Impact, Estimation, DGP, Mark Thoma, Social science, Elsevier, JEL, Cambridge University Press, Real, M1, Research, Textbook, Private sector, FED, Credit, UTT, Literature, Federal Reserve, Knotek, Evelyn Regner, Table, European Central Bank, Chow, FRED, Monetary economics, Wald, Ben Bernanke, Premium, P500, BIS, EWMA, International Economic Review, Federal funds rate, Money, Treasury, C32, The Economic Journal, Federal Reserve Economic Data, Employment, Risk, FFR, Suggestion, FOMC, Monte Carlo method, Sigmoid, VAR, Database, Projection, Ascari, The Journal of Finance, Yield curve, United States Treasury security, Economy, Fed, Figure, NFCI, Financial economics, EXP, Freedom, Central bank, PCE, Monetary policy, American Economic Review, Exercise, Interest, Samuel, URR, Rigidity, Business cycle, XT, Landing slot, Chap, Daron Acemoglu, Markov, Blue chip, Kuttner, Response, Quarterly Journal, YT, Channel, GDP, Standard, Effect, Federal, Cost, Christian Social Union (UK), Journal of Econometrics, Comm, Mark Gertler, Use, Economic statistics, IW, Bank for International Settlements, Finance Secretary (India), UC, Bank, Reproduction, Section, News, Housing, Data, Food industry

Key Points:

Coterra Energy Reports Fourth-Quarter and Full-Year 2023 Results, Provides 2024 Outlook, and Announces Dividend Increase

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木曜日, 2月 22, 2024

Coterra Energy Inc. (NYSE: CTRA) (“Coterra” or the “Company”) today reported fourth-quarter and full-year 2023 results, provided first-quarter and full-year 2024 guidance and released a new three-year outlook for 2024 through 2026.

Key Points:

Coterra Energy Inc. (NYSE: CTRA) (“Coterra” or the “Company”) today reported fourth-quarter and full-year 2023 results, provided first-quarter and full-year 2024 guidance and released a new three-year outlook for 2024 through 2026.
As we look ahead, our 2024 capital plan underscores Coterra’s ability to pivot capital as fundamentals in the commodity markets dictate.
Common Dividend: On February 22, 2024, Coterra's Board of Directors (the "Board") approved a quarterly base dividend of $0.21 per share, which is a 5% increase year-over-year.
The dividend will be paid on March 28, 2024 to holders of record on March 14, 2024.

Global Plastics in Electrical and Electronics Market Size, Share & Trends Analysis Report 2024-2030, by Polymer (ABS, PP), Application (Wires & Cables, Electrical Insulation), Region and Segment

Retrieved on:

水曜日, 2月 21, 2024

DUBLIN, Feb. 21, 2024 /PRNewswire/ -- The "Global Plastics in Electrical and Electronics Market Size, Share & Trends Analysis Report by Polymer (ABS, PP), Application (Wires & Cables, Electrical Insulation), Region, and Segment Forecasts, 2024-2030" report has been added to ResearchAndMarkets.com's offering.

Key Points:

DUBLIN, Feb. 21, 2024 /PRNewswire/ -- The "Global Plastics in Electrical and Electronics Market Size, Share & Trends Analysis Report by Polymer (ABS, PP), Application (Wires & Cables, Electrical Insulation), Region, and Segment Forecasts, 2024-2030" report has been added to ResearchAndMarkets.com's offering.
Surging disposable income and increasing demand for energy efficiency are factors contributing to the growth of electrical & electronics market worldwide.
An expansion of electronics industry, driven by the emergence of 5G, IoT, and AI technologies, has driven the demand for plastics in electrical & electronics market.
Moreover, increasing demand from building & construction industry globally is anticipated to boost demand for plastics across electrical & electronics industry.

Measuring market-based core inflation expectations

Retrieved on:

木曜日, 2月 15, 2024

Abstract

Key Points:

Abstract
We build a novel term structure model for pricing synthetic euro area core inflation-linked
swaps, a hypothetical swap contract indexed to core inflation.
The model provides estimates of market-based expectations for core inflation, as
well as core inflation risk premia, at daily frequency, whereas core inflation expectations from
surveys or macroeconomic projections are typically only available monthly or quarterly.
We
find that core inflation-linked swap rates are generally less volatile than headline inflationlinked swap rates and that market participants expected core inflation to be substantially
more persistent than headline inflation following the 2022 energy price spike.
In this paper, we aim to infer market-based core inflation expectations, which are otherwise
not directly observable because no financial asset directly tied to core inflation exists.
We deem this second assumption reasonable because HICP inflation itself is a linear combination
of core as well as energy and food inflation.
The level of 2 percent and relatively low volatility of
long-term inflation expectations suggests that inflation expectations are firmly anchored at the
ECB?s 2 percent inflation target.
This assumption appears reasonably uncontroversial,
as core inflation is a sub-component of headline inflation, which the observable headline ILS
rates are tied to.
Our estimates of core ILS rates reflect both market participants? genuine core
inflation expectations and a core inflation risk premium, but our model explicitly allows for
this decomposition.
The model-implied estimates of core ILS rates appear reasonable along several dimensions:
(i) like realized core inflation is less volatile than headline inflation, the core ILS rates are less
volatile than headline ILS rates, (ii) core ILS rates comove less with oil prices than headline
ILS rates, (iii) the core inflation expectations, as reflected in core ILS rates, typically evolve
similarly as the core inflation projections by Eurosystem staff, and (iv) consistent with market
commentary at the time, core ILS rates suggest that market participants expected core inflation
to be substantially more persistent than headline inflation following the 2022 energy price spike.
To the best of our knowledge, we are the first to price core ILS rates and decompose them into
market-based expectations for and risks around the core inflation outlook.
Our approach to inferring core ILS
rates from headline ILS rates, realized headline and core inflation as well as survey expectations
for headline and core inflation is also related to Ang et al.
Relative
to their study, we separately measure core inflation expectations and risk premia, we provide
core inflation expectations at a higher-frequency, and we provide evidence on the causal effects
ECB Working Paper Series No 2908

6

of monetary policy shocks on core inflation expectations and risk premia.
Specifically, we decompose the synthetic core ILS rates
into average expected core inflation over the lifetime of the swap contract and a core inflation
risk premium that compensates investors for core inflation risk.
In
our model below, this term is constant over time and relatively small, so we will simply refer
to the core inflation risk premium as the difference between the core ILS rate and the average
expected core inflation over the lifetime of the swap contract.
3.2
Core ILS rates

To have a joint model for headline and core ILS rates, we need one further assumption on the
dynamics of realized core inflation.
The assumption that core inflation is driven by the same set of factors as headline inflation
should be relatively uncontroversial: since headline inflation is a weighted average of core and
food and energy inflation, it should reflect any factors driving core inflation.
If there are factors
driving food and energy inflation, which do not show up in core inflation, then those factors
should still show up in headline inflation.
In step two, to be able to infer the factor
loadings of core inflation, we would regress realized core inflation onto the estimated latent
factors to identify the additional parameters in equation (12).
Before the fourth
quarter of 2016, the SPF did not ask respondents for their core inflation expectations, so we
are not able to use survey-based information about core inflation before then.
Before
2016, the fitted core inflation series is somewhat above the realized one, potentially reflecting
that the model has limited information about core inflation over this early period due to the
lack of information about core inflation from surveys.
This could have been the
case if one of the factors moved core inflation and energy and food inflation in exactly offsetting
direction, so the overall impact on headline inflation was exactly zero.
During 2021, for example, there were
ECB Working Paper Series No 2908

25

Figure 7: Decomposition of synthetic core ILS rates
2y core ILS

5y core ILS

5
4

5
ILS

premia

exp

4

ILS

premia

exp

3

3

2

2

1

1

0

0

-1

-1

-2
2017 2018 2019 2020 2021 2022 2023

-2
2017 2018 2019 2020 2021 2022 2023

10y core ILS

5y5y core ILS

5
4

5
ILS

premia

exp

4

ILS

premia

exp

3

3

2

2

1

1

0

0

-1

-1

-2
2017 2018 2019 2020 2021 2022 2023

-2
2017 2018 2019 2020 2021 2022 2023

Note: Synthetic core ILS rates decomposed into genuine core inflation expectations and core inflation risk
premia.
ECB Working Paper Series No 2908
26

Figure 8: Decomposition of ILS rates
2y ILS

5y ILS

5
4

5
ILS

premia

exp

4

3

3

2

2

1

1

0

0

-1

-1

-2
2006

2010

2014

2018

2022

-2
2006

ILS

2010

10y ILS

2018

2022

5
ILS

premia

exp

4

3

3

2

2

1

1

0

0

-1

-1

-2
2006

2014

exp

5y5y ILS

5
4

premia

2010

2014

2018

2022

-2
2006

ILS

2010

premia

2014

2018

exp

2022

Note: ILS rates decomposed into genuine core inflation expectations and core inflation risk premia.
We find that the headline inflation risk premium
indeed does responds more strongly than the core inflation risk premium.
The key
assumption underlying our approach is that traded headline ILS rates span core inflation, which
ECB Working Paper Series No 2908

35

should be reasonably uncontroversial as core inflation is a sub-component of headline inflation.
We fit the model to euro area headline ILS rates, realized headline and core inflation, and
both headline and core inflation expectations reported in the SPF.
Decomposing our core ILS rates into genuine core inflation expectations and core
inflation risk premia shows that shorter maturities mainly reflect core inflation expectations,
while the core inflation risk premium matters relatively more for longer maturities.
Our results suggest that a monetary policy tightening surprise significantly lowers
near-term core inflation expectations, although less so than it lowers headline inflation expectations.

NxGen Brands Inc. Ramps Up for 2024 by Finalizing Its Acquisition of Mad House Innovations, Launches Two New Innovative Products along with Bullish Q1 Sales Forecasts

Retrieved on:

火曜日, 1月 30, 2024

Storm, OTC Markets Group, Estimation, Acquisition, Health

The acquisition of Mad House Innovations continues a period of transparent updates that NxGen Brands has made and is designed to produce immediate revenues and give it a foothold in its target market.

Key Points:

The acquisition of Mad House Innovations continues a period of transparent updates that NxGen Brands has made and is designed to produce immediate revenues and give it a foothold in its target market.
Lawanson highlighted the following important updates for shareholders:
NxGen Brands, Inc. successfully closes its "Mad House Innovations" acquisition.
Releases Bullish Q1 Sales Forecasts for Mad House Supps with Estimated 105% Growth Year on Year, Stretching for $1.6M for 2024.
I have been clear with the team that transparency with shareholders is a crucial part of our strategy for success."

CoreLogic and Artigem Align to Launch Contents Estimation Capabilities for Seamless Insurance Claims Management

Retrieved on:

月曜日, 1月 22, 2024

Workspace, Jewellery, Insurance, Estimation, Software as a service, CoreLogic, Electronics, Content, Depreciation

AUSTIN, Calif., Jan. 22, 2024 /PRNewswire-PRWeb/ -- CoreLogic®, a leader in global property information, analytics and data-enabled solutions, is working with Artigem on the launch of new contents estimation capabilities within the CoreLogic® Claims | Workspace™ platform, delivering a seamless contents estimation experience that benefits insurance claims adjusters and estimators. With these new capabilities, insurance claims professionals can access all tools needed to provide homeowners with accurate estimates in a timely manner following a property loss – streamlining the previously disjointed and time-consuming process.

Key Points:

AUSTIN, Calif., Jan. 22, 2024 /PRNewswire-PRWeb/ -- CoreLogic®, a leader in global property information, analytics and data-enabled solutions, is working with Artigem on the launch of new contents estimation capabilities within the CoreLogic® Claims | Workspace™ platform, delivering a seamless contents estimation experience that benefits insurance claims adjusters and estimators.
"Claims professionals are under more strain with rising catastrophic events impacting millions of homeowners across the country," said Jake Labrie, Executive Vice President, Insurance Solutions at CoreLogic.
With CoreLogic's Contents Estimation™ solution powered by Artigem, the claims process is now more streamlined so that property estimation can be achieved in one place with improved accuracy and increased carrier efficiency.
Contents Estimation within CoreLogic Claims | Workspace was announced at CoreLogic's second annual INTRCONNECT event.