Dow Jones News and Archives for Algorithmic Applications

A Comprehensive, Structured News Source for Proprietary Trading Models

You use a proprietary algorithm to mine quantitative data, but have been blind sided one too many times by news events that disrupted trading patterns. You suspect the effects of past news events on securities and markets could be modeled to predict future movements, but you need a way to compile past news and pricing data into a database and build on it going forward. You need Dow Jones – a trusted global news and information provider that tailors solutions to your business objectives.

Dow Jones News & Archives for Algorithmic Applications enables the development of trading models that combine archival news and pricing data with real-time news and information. It can be used to create algorithms for a range of applications such as risk management, arbitrage, and pre- and post-trade analysis.

Comprehensive and Well-Organized Resource

The historical news and data available through Dow Jones News & Archives for Algorithmic Applications is organized with the same content and metadata fields as the information you get in real-time feeds from Dow Jones Newswires, so you can easily map breaking news to archival data on an ongoing basis. This solution includes:

+ 20-plus-year archive of Dow Jones data files going back to January 1986.
+ Market-moving news sources:
- Dow Jones Newswires - Coverage of all asset classes worldwide
- The Wall Street Journal – Select content from U.S., Europe and Asia editions
- Barron’s – Select stories and features
+ Metadata - Time, Headline, Story, Ticker Symbol, and Dow Jones Codes
+ Continuous Updates - 24/7 from real-time text feed

The archives is available in three delivery formats:

+ Dow Jones News Mark-up Language
+ Dow Jones Composite Feed (text-based)
+ NewsML/NITF (an XML industry standard)

Dow Jones will deliver the archive via CD, DVD or hard drive, depending on the amount of data required.

Create a Test Model

To assist you in evaluating how this solution can be used in developing proprietary trading models, Dow Jones will provide the following sample archive content:

+ All Dow Jones Newswires real-time content for the week of October 3, 2005
- Flash, stand-alone headlines
- Complete stories with headlines
- Dow Jones Newswires coverage of all asset classes reported from around the globe

+ All stand-alone headlines and full stories with headlines over a 12-month period
(September 2004 - September 2005) for three U.S. economic indicators:
- Initial Jobless Claims (weekly)
- PPI (monthly)
- Durable Goods (monthly)

+ Document Type Definition (DTD)

When Speed and Depth Count Most – You Need Dow Jones

Dow Jones News & Archives for Algorithmic Applications allows you to harness the respected intellectual capital that is the hallmark of Dow Jones. Clients who need an objective, real-time source of quality news and information - and need it ahead of the crowd - consistently choose Dow Jones, a trusted global leader that delivers timely information you can use to trade with confidence.

For more information on Dow Jones News & Archives for Algorithmic Applications, please call us at 877-339-0352 or email algo@dowjones.com.

Fact Sheet

Fact Sheet A4