Financial Intelligence Hub

Deep research, expert analysis, and practical insights for navigating complex financial landscapes

Industry Research Findings

01

ESG Integration Accelerating

Environmental, social, and governance factors now influence 78% of institutional investment decisions in Australia. This represents a 34% increase from our 2024 survey, suggesting fundamental shifts in how portfolios get constructed and evaluated.

02

Alternative Data Sources Mainstream

Satellite imagery, social sentiment, and supply chain analytics have moved from experimental to essential. Firms using comprehensive alternative datasets report 15% improved alpha generation compared to traditional-only approaches.

03

RegTech Adoption Surge

Regulatory technology solutions saw 89% adoption rate increases throughout 2024. Cost reductions average 31% while compliance accuracy improved substantially, making RegTech essential rather than optional for most operations.

2.4M
Data Points Analyzed

Quarterly Research Highlights

  • Machine learning models incorporating macro sentiment data achieved 18% better prediction accuracy for equity volatility compared to price-only models during Q1 2025 testing.
  • Cross-asset momentum strategies showed significant degradation in emerging markets, with traditional lookback periods requiring adjustment from 12 months to 6-8 months for optimal performance.
  • Credit spread anomalies in investment-grade corporate bonds suggest structural changes in dealer inventory management, affecting liquidity patterns and pricing efficiency.
  • Currency carry trade effectiveness declined 41% year-over-year, primarily due to central bank coordination reducing interest rate differentials across major economies.
  • Energy transition investments created new sector correlation patterns, with utilities and technology showing unprecedented positive correlation during renewable energy adoption phases.

Dr. Sarah Mitchell

Head of Quantitative Research • CFA, FRM

Dr. Mitchell leads our quantitative research team, specializing in alternative risk models and cross-asset correlation analysis. Previously at Goldman Sachs and AQR, she holds a PhD in Financial Economics from Melbourne University and has published extensively on market microstructure and behavioral finance applications.