From natural gas and nuclear to geothermal, solar, and wind, tickerized notional volume, volatility, and momentum (NOT sentiment) metrics generated using the award-winning, patented PolicyScope process deliver precision tools for your ML/AI and factor analysis processes that support forecasting and risk measurement/pricing across a range of asset classes and investment strategies.  Go beyond overly broad country risk variables with precision time series data and analytical signals that illuminate the causal relationships between public policy, journalism, and market reaction functions.

Designed for capital market usage, the dataset extends back 20 years (to 2006) with standard tickerization to the Russell 3000.  Coverage includes most advanced economies that move the needle at the global level in English.