Charlie Reese

Our narrative factor attempts to capture performance drivers similar to the momentum factor, but instead of chasing a symptom, it chases the root cause - growing market-relevant narratives driving changes in expectations and prices. We are excited to share preliminary results from our narrative factor alpha benchmark. Applying a naive,

Hivemind is our trend identification and company exposure engine. It measures discussion to discover market relevant trends and scores trend impact, with direction and magnitude, for every company in your universe. All processes and outputs are customizable and point-in-time. Built for institutional quants. Market-moving themes like GenAI, geopolitical conflict, inflation,

Military escalation with Venezuela / Maduro has been the #4 market relevant Hivemind trend since Sep 25, 2025; surpassed only by GenAI, Trump, and Middle Eastern conflict. Given Maduro's capture on Jan 3, 2026, we wanted to share how our associated Hivemind exposure performed in excess of market and industry for

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

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

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

Hivemind leverages advanced AI to process content from top podcasts and other media sources, identifying and analyzing tens of thousands of emerging trends. While Hivemind is available to ForecastOS clients only, we’re making weekly research summaries available to all readers for the next several weeks. Five noteworthy Hivemind trends