Recently, the financial sector has made use of various alternative data, such as textual information, supply chain networks, shipping, and satellite images. In particular, numerous quantitative researchers and practitioners have used supply chain network data in their investigations.
Although customer momentum has been demonstrated to be effective in the U.S. and Japanese stock markets, it has not been examined using a large global supply chain network.
In an article within the Journal of Portfolio Management, FactSet's Hiroki Miyhara and two other authors:
Download the article, Momentum Information Propagation through Global Supply Chain Networks, to learn more.