• BCMstrategy, Inc.

Anticipating Market Volatility with PolicyScope Data

Yes, you can. The backtest proves it. Managing down and pricing systematic risk related to public policy is now possible. Our backtest of representative lexicon terms during 2019 and 2020 reveals significant, advance (often, 10-20 days in advance) notice of volatility in the S&P and the VIX. The cryptocurrency term showed similar advance signals of volatility in relation to BitCoin prices during the same period.

Check out our video chartbook:

Portfolio managers seeking to accelerate alpha discovery can use PolicyScope data and our patented process to level the playing field with large institutional investors that still rely on 20th century human intelligence processes to discover under-appreciated risks and opportunities.

Investors can access PolicyScope data in three ways:


Just The Data, All the Data: Direct access to daily data feeds as well as the full historical dataset (mapped to 300+ industry sectors and 8 high-level asset classes) is available immediately and exclusively through the Bloomberg Enterprise Access Point.

Signals and Alerts: Customized signals and alerts from the data are delivered via interactive dashboards and APIs for individual policy sectors (e.g., climate-related risk, digital currency, trade policy, monetary policy).




Coming Soon -- Bloomberg Terminal App: Looking to drill down to the underlying documents to discern directionality? Looking for interoperability with your portfolio and market data through Bloomberg Terminal functions? Looking to share charts and graphs with colleagues? You are in luck. Interactive PolicyScope data charts will soon be available on the Bloomberg Terminal. Sign up for the waiting list today:

Still have questions? Contact us. We will be happy to help you identify the optimal configuration and delivery vehicle for your firm's needs.