Most experts try their best to enhance investment performance of multifactor strategy by appending new useful factors or by optimizing existing factors. However, few people take the supply chain into consideration during multifactor strategy designing. Indeed, supply and demand relationships in...

In business and finance sector, traditional datasets such as financial statements, SEC filings, etc., are generally distributed officially to statement what an enterprise operating is about. Whereas, alternative data are different, which are gathered from non-traditional sources, generated...