Go further.

Helping clients gain an edge with intelligent investment indicators built from differentiated data sources.

The Search for New Inputs

Every day, professional investors face the daunting task of identifying investment opportunities from huge volumes of information coming at the speed of light.

New Discoveries

Behavioral economists have long advocated that investor perceptions affect markets in predictable ways. What if we could measure market sentiment in real-time? What if we could detect patterns as they evolve dynamically—rather than in hindsight? And we can, today.

State Street Global Exchange® has partnered with MKT MediaStats to transform media coverage of individual companies, industry sectors, country equity indices, foreign exchange rates, and bellwether topics into quantitative investment signals.

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curated sources
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articles per day
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words per second

The Media Indicators

Anticipate price fluctuations with daily scores that reflect media intensity, sentiment, and disagreement.

Linkages

Rethink the impact of inter-company relationships.

EPTech

Project earnings surprises with digital patterns that measure real-life consumer intent.

The State Street MediaStats Product Suite

US Broad Equity Indices
Intensity Disagreement Sentiment
~ 3,000 US All Cap Stocks
Daily
Z-score
May 2011
Country Equity Indices
Intensity Disagreement Sentiment
44 Countries
Daily
Intensity: log of number of articles
Sentiment: difference between average daily sentiment and expected sentiment
Disagreement: standard deviation of sentiment
Mar 2013
FX Indices
Intensity Disagreement Sentiment
33 Foreign Currencies
Daily
Intensity: log of article number
Sentiment: difference between average daily sentiment and expected sentiment
Disagreement: standard deviation of sentiment
Mar 2013
Linkages Connection
Company's Cohort
~ 500 US Large Caps
Daily
Percentage weight
May 2011
Linkages
Intensity Disagreement Sentiment
~ 500 US Large Caps
Daily
Weighted average z-score
May 2011
EPTech Component Indices
Web Brand Instore
Over 340 US-listed stocks
Monthly
Three-month growth rate
Instore & Brand: Mar 2009
Web: Apr 2014

Shift the Odds of Successful Exploration

Our approach is based on fundamental financial theory and our own rigorous analysis of the capital markets.
The result? A perspective that puts the investor first, technology second.

Our Team

Mixing industry and academic knowledge to give you new investment insights.

  • Gideon Ozik, CFA, PhD

    Founding Partner

  • Professor Ronnie Sadka

    Founding Partner

  • Hadar Shezifi

    Founding Partner, CTO

  • Professor Ken Froot

    Founding Partner

  • Will Kinlaw, CFA

    Research and Product Head,
    State Street Associates®

  • Michael Guidi, CFA

    Quantitative Research Lead, FX,
    State Street Associates®

  • Jana Minn

    Quantitative Research Lead, Equity,
    State Street Associates®

You can't see the North Star from the South Pole.

Change your perspective. Contact us for a trial today.

    • State Street Global Exchange®
    • 1 Lincoln Street
    • Boston, MA 02111
    • MKT MediaStats, LLC
    • 140 Mount Auburn Street
    • Cambridge, MA 02138