Signal Processing: Macro and Micro Job Economics
May. 19, 2015
Source: Deutsche Bank
In this novel research piece, Deutsche Bank utilizes the LinkUp job listing dataset in search of new sources of alpha. They find that accounting and quant factors based on the job listing data set provide incremental and uncorrelated alpha. We also find that the textual or word components in job listing descriptions are indicative of current industry trends and fads.
