Financial Econometrics with Alternative Data: NLP, Sentiment, and Beyond - Softcover

Thatch, Oliver J.; Schwartz, Alice

9798185097472: Financial Econometrics with Alternative Data: NLP, Sentiment, and Beyond

Softcover

ISBN 13: 9798185097472

Publisher: Independently published, 2026

View all copies of this ISBN edition

0 Used

2 New

From US$ 42.00

Reactive Publishing

Financial Econometrics with Alternative Data: NLP, Sentiment, and Beyond by Oliver J. Thatch offers a cutting-edge guide to integrating non-traditional data sources into modern financial modeling and analysis.

In today's data-rich environment, traditional financial datasets are no longer enough. This book equips quantitative analysts, data scientists, portfolio managers, and researchers with practical tools to harness alternative data, from satellite imagery and credit card transactions to social media feeds and web scraping, while applying rigorous econometric techniques.

What You'll Discover:

Foundations of Alternative Data in Finance: Learn how to source, clean, and validate high-frequency, unstructured datasets and integrate them with conventional time-series econometrics.
NLP and Sentiment Analysis: Master natural language processing techniques to extract actionable insights from news articles, earnings calls, analyst reports, and social media. Includes hands-on implementations for sentiment scoring, topic modeling, and event detection using Python libraries.
Advanced Methods: Explore machine learning-enhanced econometric models, causal inference with alternative signals, nowcasting, risk forecasting, and alpha generation strategies.
Practical Python Implementations: Step-by-step code examples, reproducible workflows, and real-world case studies (equity markets, fixed income, commodities, and crypto) that bridge theory and practice.
Beyond Sentiment: Dive into multimodal data fusion, geospatial analytics, textual embeddings, transformer models, and ethical considerations around data privacy and bias.

Written in the clear, practitioner-focused style of Thatch’s Quantitative Economics & Python Series, this book balances technical depth with accessible explanations. Whether you're building predictive models for trading, improving macroeconomic forecasts, or enhancing risk management frameworks, you'll gain the skills to stay ahead in an increasingly competitive landscape.

Ideal for: Professionals and students with a background in econometrics, finance, or data science who want to leverage the full power of alternative data and NLP.

"synopsis" may belong to another edition of this title.