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November 2017
Confidential – Non contractual document
Massive Big Data Analytics
for Strategic Intelligence
Confidential – Non contractual documentNovember 17 2
VolumeFundamentals
PricesOld Market DataStructured data
Big DataAlternative Data
Social NetworksTwitter, Tumblr, Weibo, YouTube, ….
Professional NetworksLinkedIn, Monster, …
OnLine RetailersWalmart, Best Buy, Amazon, …
BlogsYahoo Finance, StockTwits, …
E-CommerceAmazon, Ebay, LeBonCoin, …
Meteorological data
Satellite Data
Air, Marine & Road Traffic Data
New Opportunities are in New Data TerritoriesBig Data : Inconceivable Level of Granularity for Predictive Analytics
Confidential – Non contractual documentNovember 17 3
Artirficial Intelligence Modeling
Logistics
Social Media
Telecoms
Meteo
Ocean
Satellite
Hotel Prices
Strategic Intelligence
Fundamentals Proxy in Real-Time• Immaterial Assets
• Human Capital
• Accounting Quality
• Governance
Business Cycles in Real-Time
• Real-Time Economic Growth
• Real-Time Inflation
• Real-Time Job Market
• Reat-Time Logistics
Geopolitics in Real-Time
• Country Stability
• Sentiment Index
Data Sources Sample
From Big Data Sources to Strategic Intelligence
Applications : Economics and Financial Predictions from Short Term to Long Term Horizons
Confidential – Non contractual documentNovember 17 4
PRODUCTS
GLOBAL MACRO SMART DATA
SECTOR SMART DATA
CONSUMER SMART DATA
ARTIFICIAL INTELLIGENCE
QUANTCUBEDATALAKE
Social Media Professional
Networks
Satellite
ImageryBlogs Transportation
Data
Real Estate
HospitalityConsumer
Reviews
Natural LanguageProcessing
for Text Analytics
Deep Learning
for PicturesAnalytics
Consumer Profile Analytics
GLOBAL MACRO SMART DATA for STRATEGIC INVESTMENTS
Shipping Smart Data
TelecomsSmart Data
EnergySmart Data …
HospitalitySmart Data
RetailSmart Data
Actionable Smart Data for Investments
Winning the Game in a Data-Driven World
SINGLE SMART DATA for AUTOMATED INVESTMENT STRATEGIES
Graph Theory
for Network Modeling
AgricultureSmart Data
Geopolitics Smart Data
Confidential – Non contractual documentNovember 17 6
Predict Political Elections for Strategic Decisions89% Success out of 19 political elections since May 2013
Le Pen / Macron predictionPublished two weeks before poll
Brexit PredictionOne-month before poll
Trump PredictionPublished one week before poll
Confidential – Non contractual documentNovember 17 7
Political Stability in Saudi ArabiaSentiment Index of Mohammed Bin Salmane
High Profile Arrests
Translation: #Saudi_People_celebrate_with_MBS
Succession shake-up
Translation : We will obey you for best and for worst. We are optimistic of further progress.#Obey_to_MBS
Confidential – Non contractual documentNovember 17 8
Most probable scenario for summer 2017 :
Neutral ENSO
Oceanographicdata
Predict Natural Catastrophes and Political Crisis
Cyclonic Energy Detection to predict El Nino / La Nina
Global Macro Smart Data
Confidential – Non contractual documentNovember 17 10
Predict Sector Economic Growth from the Job Market
Aggregation of Job Openings to Anticipate the US Economic Activity by Sector
Job Openings Index on US Job Market
Strategic Information for Asset Allocation and Corporates
Confidential – Non contractual documentNovember 17 11
Inflation Index Estimation : A Big Data ApproachFruits and Vegetables subcomponent
…
Vegetables
BasketPrice
Confidential – Non contractual documentNovember 17 12
Predict Regional Economic Growth from Commodity FlowsExample of the Port of Singapore
Anticipate the import & export activity by tracking more than 60 000 ships
Confidential – Non contractual documentNovember 17 13
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avr.-15 juil.-15 oct.-15 janv.-16 mai-16 août-16 nov.-16 mars-17 juin-17
Collaboration with Central Bank: Predict Hotel Prices and Occupancy Rates
8 real-time indicators for each region of France. Out-of-Sample correlation: 85% to 95%
Confidential – Non contractual documentNovember 17 14
Anticipate Urban Economic Growth for Long-Term Investments
Predict Regional Economic Growth from the Manufacturing ActivityDetecting Commodity Consumptions, Waste Disposals and Infrastructure Project Developments
Infrastructure ActivityManufacturing ActivityCommodity Port Activity
Energy Smart Data
Confidential – Non contractual document 16
Real-Time Estimation of Energy Factors with Alternative Data
Identification of Major Factors Impacting Oil Prices
EconomicGrowth
GDP’s OilIntensity
Alternative Energies
US Dollar variation
Meterologicalfactors
Oil ProductionInternational
TensionInventories OPEC’s quota Weather
Demand Factors
Supply Factors
November 17
Confidential – Non contractual documentNovember 17 17
Predict Energy TrendsSupply and Demand Proxy Factors
Supply: Inventory
ENERGY
New Supply
Supply: Job OpeningsDemand : Commodity Flows
Supply: OPEC Meetings
Confidential – Non contractual documentNovember 17 18
Predict Short-Term Energy Trends with Arabic Social Media Analytics
Getting Relevant News in Advance
Anticipating Crude Oil Trends during OPEC Meetings
We Predicted the Crude Oil Rally triggered by OPEC decision several hours before Bloomberg
Confidential – Non contractual documentNovember 17 19
Predict Economic Growth in Manufacturing CountriesTracking Manufacturing Business Cycle
ManufacturingJob Openings in
Manufacturing Industry
Imports of Iron Ore& Energy
Occupancy Rate of Hospitality Sector
Change Detection: New Factories
New Infrastructure
Financial Smart Data
Confidential – Non contractual documentNovember 17 21
Social Media for Single Stocks Strategy – Performance
Proxy of the immaterial assets values of a company
QuantCube Sentiment Index
We perform real-time Natural Language ProcessingAnalytics on Social Media comments to quantify the sentiment on a stock
Ex. : QuantCube Sentiment Index on US stocks
USE CASE
Short-term Long/Short US Equity Strategy
BUY stocks with high Sentiment IndexSELL stocks with low Sentiment Index
Ann. Gross Performances : +13.3%
Sharpe Ratio: 1.58
-10%
0%
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Au
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No
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Feb
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No
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Au
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No
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May
-16
Au
g-1
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No
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Social MediaLong/Short
HFRX EquityHedge
Average βsince Inception : 0.00
Confidential – Non contractual documentNovember 17 22
Blogs Long Short Equity Strategy
Proxy of real-time fundamentals
Performing real-time Analytics on comments from specialized Blogs for long term investmentsin US Stocks
Long Term Sentiment Index
on US Stocks
Ann. Gross Performances : +22.9%Sharpe Ratio: 2.58
BUY stocks with highest Blogs sentiment indexSELL stocks with lowest Blogs sentiment index
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-15
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-15
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Feb
-16
Ap
r-1
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BlogsLong/ShortEquity
Characteristics
Market-Neutral Strategy
Universe : S&P 100
1-month holding period
Correlation : -0.11
Confidential – Non contractualdocument
November 17 23
Class Action Investment Strategy – Short Only
USE CASE
US Equity Short-Only Strategy
SELL stocks with a class action against them
Ann. Gross Performances : +13.0%
Sharpe Ratio: 0.83
-50%
0%
50%
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Ap
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Insider Traders
We collect data from the SEC to identify insidertrades and connections between members of the board of directors.
Class Action
We perform Natural Language Processing to detect important class action lawsuits.
Predict Earnings Quality & Fraud Detection
Confidential – Non contractualdocument
November 17 24
Board of Directors – Insider Trades & Gouvernance
Boards Relationships
We collect data from the SEC to identify insidertrades and connections between members of the board of directors for governance quality
Board of Directors Connection graph
Predict Long-Term Companies Performances
Consumer Personae Smart Data
Confidential – Non contractual documentNovember 17 26
Methodology
Defining Individual Smart Features from Social Media Analytics
Individuals
Computing
Computing
Computing
Political Chain
Religion Chain
Salary Chain
Smart Feature 1
Smart Feature 2
Smart Feature N
…
…
SupervisedModel for
Political Opinion
SupervisedModel for Religion
SupervisedModel for
Salary
…
Complete Profile
Political OpinionReligionSalary
Level of Eduation…
PoliticalPrediction
Confidential – Non contractual documentNovember 17 27
Anticipate Customer Demand and Global Trends for 5-star Hotels in China
Use Case 1 : Hospitality Industry
Consumer Preferences from OTA Analytics
Top Destinations by City
Satisfaction Index
Activity Index
Top Term Frequency – Positive
Top Term Frequency – Negative
Traveler Profile
• by nationality • by type of travel
(business/leisure)• by average stay, …
Application : Customer Segmentation for Luxury Hospitality Industry
Confidential – Non contractual documentNovember 17 28
External Data for Customer Acquisition
Use Case 2 : Telecom Industry
Partners
Confidential – Non contractual document 30
Leveraging Technology and R&D with Strategic PartnersNumerous Collaborations to be at the Forefront in Artificial Intelligence
November 17
Technology
Artificial Intelligence Labs
Innovation Clusters
Confidential – Non contractual documentNovember 17 31
Contacts
World Financial Center60 Broad Street, Suite 3502
New York, NY 10004 USA
Tel. : +1 646 400 5068
Le Village55 Rue la Boétie
75008 Paris, FRANCE
Tel. : +33 1 43 58 48 46
Thanh-Long HUYNH, CEO
Mail : [email protected]. : +33 6 34 50 00 04
Offices in :
Paris New York Tokyo (4Q17) Singapore (1Q18)