Goldman's asset management arm is making the case that inefficient corners of the market—where information asymmetries persist—are exactly where data-powered models earn their keep. For alt-data vendors, this is another signal that large asset managers are formalizing how proprietary datasets get folded into systematic and quant strategies, not just used as a discretionary overlay.
Worth watching whether GSAM names specific data categories (positioning, sentiment, alternative pricing) as follow-up, since that's where sourcing teams will find the real signal on demand.
Unlocking Alpha Potential in Inefficient Markets With Data-Powered Models
