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With traders increasingly struggling to deal with crowded trades resulting from price and volume based models often chasing the same trade, model developers have been looking earlier into the event sequence to news, fundamental data and other, non-price data inputs.  News analytics is without doubt one of the most exciting developing arts currently taking place in quantitative finance, and the process of deriving market sentiment from disparate and often quite obscure sources has fuelled imaginations and driven a thirst for information on the subject. 

We now regularly field calls and emails from readers looking for more information. So, we were therefore pleased when earlier this year, Professor Gautam Mitra contacted us to give us a preview of his new book, 'The Handbook of News Analytics in Finance'.  We were impressed.  It is the most comprehensive collection of information on the subject that we've seen to date, and what's more it deals not just with theory, but also the practicalities of implementing news driven strategies.  It's accessible, and here's the really good bit - it's free.  From now until the end of July, we're giving away a free copy of the book (List Price $130/£80) with every Platinum subscription to Automated Trader -  but just in case you've already got a copy, don't worry, there's a cash discount on offer too.

The Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control.

The content of the handbook is organised to provide a rapid yet comprehensive understanding of this topic. Chapter 1 sets out an overview of News Analytics (NA) with an explanation of the technology and applications. The rest of the chapters are presented in four parts. Part 1 contains an explanation of methods and models which are used to measure and quantify news sentiment. In Part 2 the relationship between news events and discovery of abnormal returns (the elusive alpha) is discussed in detail by the leading researchers and industry experts. The material in this part also covers potential application of NA to trading and fund management. Part 3 covers the use of quantified news for the purpose of monitoring, early diagnostics and risk control. Part 4 is entirely industry focused; it contains insights of experts from leading technology (content) vendors. It also contains a discussion of technologies and finally a compact directory of content vendor and financial analytics companies in the marketplace of NA.

The book will appeal to decision makers in the banking, finance and insurance services industry. In particular: asset managers; quantitative fund managers; hedge fund managers; algorithmic traders; proprietary (program) trading desks; sell-side firms; brokerage houses; risk managers and research departments will benefit from the unique insights into this new and pertinent area of financial modelling.

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