Managing Director

Elan Gore

TMI Data Science

TMI Data Science utilizes Natural Language Processing to build custom leading indicators using unstructured data sourced from the global financial, trade & traditional media.  Our proprietary software, TMI Machine, is a text-mining platform designed with the buy-side & capital markets professional in mind, text-mining the global media to discern and quantify nuanced qualitative shifts in press coverage as they apply to macroeconomics, equity indexes/ETFs, commodities, currencies, fixed income & individual equities.  TMI provides custom leading indicators and systematic trading strategies, operating at the nexus of linguistics & statistics drawing on vast experience in investment banking and hedge fund settings in senior quantitative and fundamental roles.  

TMI Data Science was founded by Elan Gore, an award-winning Senior Global Basic Materials Equity Analyst & China Economist with 15 years of experience in North American hedge funds & institutional managers; and Alessandro Porrino, Ph.D., an Algorithmic Trading Analyst and Programmer with 10 years of front-office experience ranging from complex FX option pricing to auto-hedging strategies at Bank of America Merrill Lynch and Standard Chartered.  Mr. Gore holds an MBA in Finance from New York University Stern School of Business, and Mr. Porrino holds a Ph.D. in Systems Engineering from Brunel University London.

Quantitative Analysis

<p>New to the Smartkarma community, TMI Data Science is an alternative data provider utilizing Natural Language Processing to build custom indicators &amp; forecasts via unstructured data sourced from the global financial, trade &amp; traditional media.  Our proprietary software, TMI Machine, is a text-mining platform designed with the buy-side &amp; capital markets professional in mind, text-mining the global media to discern and quantify nuanced qualitative shifts in press coverage as they apply to macroeconomics, equity indexes/ETFs, commodities, currencies, fixed income &amp; individual equities.  TMI provides custom leading indicators and systematic trading strategies, operating at the nexus of linguistics &amp; statistics drawing on vast experience in investment banking and hedge fund settings in senior quantitative and fundamental roles.  </p>
<p>Our mission is to build actionable leading indicators generating sustainable trading signals with demonstrable alpha generation; provide unbiased alternative measures of sentiment across a wide array of assets with direct trading &amp; screening implications; and to quantify and assess the lifecycle of qualitative investment themes.  Furthermore, we will look to confirm or challenge generic market, macro, political and geopolitical beliefs &amp; hypotheses using our NLP tools.  Our pledge is to provide our research with a high degree of transparency, as we do not believe in quantitative "black boxes"; we have built attribution tools within our software precisely to address this perennial source of concern clouding quantitative strategies.</p>
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<div>In this mini-white paper, we discuss TMI's methodology, types of indicators and use cases for enhanced alpha capture using NLP/text mining in capital markets.</div>

New to the Smartkarma community, TMI Data Science is an alternative data provider utilizing Natural Language Processing to build custom indicators &amp; forecasts via unstructured data sourced from the global financial, trade &amp; traditional media.  Our proprietary software, TMI Machine, is a text-mining platform designed with the buy-side &amp; capital markets professional in mind, text-mining the global media to discern and quantify nuanced qualitative shifts in press coverage as they apply to macroeconomics, equity indexes/ETFs, commodities, currencies, fixed income &amp; individual equities.  TMI provides custom leading indicators and systematic trading strategies, operating at the nexus of linguistics &amp; statistics drawing on vast experience in investment banking and hedge fund settings in senior quantitative and fundamental roles.  
Our mission is to build actionable leading indicators generating sustainable trading signals with demonstrable alpha generation; provide unbiased alternative measures of sentiment across a wide array of assets with direct trading &amp; screening implications; and to quantify and assess the lifecycle of qualitative investment themes.  Furthermore, we will look to confirm or challenge generic market, macro, political and geopolitical beliefs &amp; hypotheses using our NLP tools.  Our pledge is to provide our research with a high degree of transparency, as we do not believe in quantitative "black boxes"; we have built attribution tools within our software precisely to address this perennial source of concern clouding quantitative strategies.

In this mini-white paper, we discuss TMI's methodology, types of indicators and use cases for enhanced alpha capture using NLP/text mining in capital markets.

Introducing TMI Data Science: Delivering Alpha With Custom NLP-Based Leading Indicators