A common question we are asked is how stable are thematic Hivemind exposures? The answer, of course, depends on how our customizable exposure pipeline is tuned. For this article, we'll restrict the pipeline to annual data inputs only, and analyze changes year over year for an R3 proxy universe. We'll

Table of Contents 1. Why 2025 Has Been Challenging For Quantitative PMs 2. Creating Macro and Subindustry Hivemind Factors 3. How We Measured Out-of-Sample Explained Variance (R²) 4. Results: Hivemind Factors Explain Incremental Out-of-Sample Variance 5. Email Us: [email protected] 💡Hivemind is ForecastOS' solution for distilling insight from unstructured

Table of Contents: 1. ForecastOS Hivemind 2. Emergent Themes; Top Sources of Risk & Return Since 2020 3. Closing Thoughts Now, more than ever, the stock market is driven by emergent themes: * The rise of generative AI * Rapidly evolving inflation environments * Wars, both trade and actual * Rapidly shifting political agendas A

If you ran a large book through 2025’s volatility, you probably spent more time on the phone than in the market. “Are you down? We’re off 3%.” Most of those calls were really a fishing expedition for: "what exposure did I miss?" and "does everyone have it, or

How does public sentiment toward Elon Musk affect Tesla’s stock price? At ForecastOS, we built exactly the tool to determine this; enter ForecastOS Hivemind. In this blog post, we use Hivemind to create a time series factor based on changes in aggregate sentiment about whether Elon Musk is a

When a U.S. hedge fund asked us to help with research to dampen volatility from shifting tariff rhetoric in the Trump era, the first road-block was obvious: no comprehensive dataset captured which of the most active ~3,000 U.S. equities were truly exposed to tariffs, let alone gave

Is Elon Musk still considered a genius by the public? Not anymore—at least, not according to +70,000 mentions we analyzed using cutting-edge LLMs. Once hailed as a visionary, untouchable in the tech world, Musk’s genius reputation is slipping fast. And it’s not just Elon. In a

This post explores creating custom ForecastOS Hivemind factors to forecast 10-(trading)-day changes to VIX. By the end of this post, we'll have a model that predicts 10-trading-day forward changes to VIX during our test period (last ~2 years) with: * 63.8% hit rate (directional accuracy), * 13.2% R²