Dataset Name: shipfix_live_commodity_macro_tradeflows
Data Starts at: 2015-01-01 00:00:00
Asset Class: Equity,ADRs,ETFs,Fixed Income,Options,FX,Futures,Crypto
Data Update Frequency: day
Shipfix Live Commodity/Macro Tradeflows
Shipfix extracts, anonymises and aggregates billions of data points from the dry shipping industry's un-centralised emails exchange to provide predictive signals that can be applied to macro, commodity, equity and FFA trading strategies.
Our unique ability to capture market sentiment at the earliest stage of the supply chain by capturing tonnage and orders intentions prior to the physical trade flow occurring provides an early advantage in volatile markets.
For the past 20 years, maritime & trade industries have also relied on the same datasets such as customs data, bills of lading and AIS data. We are disrupting that.
Shipfix stands out to measure market lead time and trading signals
Unique source - Unprecedented raw data from dry cargo shipping and trading. Leading edge vs. other existing data sources
Direct source - Unprocessed/raw insights straight from the market
Granularity - 460 types of products/commodities
Daily Frequency - Live/Daily aggregate volumes
Independent/Unconflicted - Shipfix is an independent data company, not a market player
Broad industry coverage and modeling applications - The cargoes we cover impact many sectors : energy, steel & heavy manufacturing, food & agriculture, construction, automotive, etc.
Complementary to other traditional data sources - Our data can be plotted against other traditional sources: satellite, market prices, economic releases, central banks, Eurostat, PMI, NFP