MarketPsych FX Sentiment Data Boosts Alpha in LSEG's China Quant Hackathon

Some of the excellent feedback on using sentiment in FX modeling at LSEG Data & Analytics' recent China Hackathon:

 💡"By incorporating sentiment indicators, we achieved nearly 70% prediction accuracy on EUR pairs, which is quite impressive given the noisy and regime-shifting nature of FX markets.”
 ➡️ Mr. Hai Lan
 Head of FX, Financial Markets Department, China CITIC Bank
 
 💡"LSEG’s [MarketPsych] sentiment factor data is both innovative and practical. It transforms traditional qualitative insights into quantifiable features, allowing our models to shift from purely numerical inputs to emotion-driven dimensions. That’s a game-changer—it really impressed me.”
 ➡️ Dr. Yifeng Shi
 Executive Director of Quantitative Analysis, Standard Chartered Bank
 
 💡"For our strategy, we leveraged LSEG’s data, including government bond futures and MarketPsych sentiment factors. By integrating these into a deep learning model—specifically CNN-LSTM—we improved our timing accuracy. One of our key innovations was using sentiment data to determine whether the market was trending or range-bound ... sentiment data offers a new path to uncover alpha.”
 ➡️ Mr. Zhen Song
 Head of Bond Quant Trading, SPD Bank
 
 💡 "LSEG’s data has proven to be incredibly valuable in building quantitative trading strategies. Especially when we combine MarketPsych’s sentiment factors with market data, it not only enhances model performance but also deepens our understanding of market behavior." 
 ➡️ Dr. Qiqi Shuai
 Senior Quantitative Trader, Global Markets, Bank of China (Hong Kong)