We introduce DataTales, a novel benchmark designed to assess the proficiency of language models in data narration, a task crucial for transforming complex tabular data into accessible narratives. Existing benchmarks often fall short in capturing the requisite analytical complexity for practical applications. DataTales addresses this gap by offering 4.9k financial reports paired with corresponding market data, showcasing the demand for models to create clear narratives and analyze large datasets while understanding specialized terminology in the field. Our findings highlights the significant challenge that language models face in achieving the necessary precision and analytical depth for proficient data narration, suggesting promising avenues for future model development and evaluation methodologies.

This study examines the weak form of the efficient market hypothesis for Bitcoin using a feedforward neural network. Due to the increasing popularity of cryptocurrencies in recent years, the question has arisen, as to whether market inefficiencies could be exploited in Bitcoin. Several studies we refer to here discuss this topic in the context of Bitcoin using either statistical tests or machine learning methods, mostly relying exclusively on data from Bitcoin itself. Results regarding market efficiency vary from study to study. In this study, however, the focus is on applying various asset-related input features in a neural network. The aim is to investigate whether the prediction accuracy improves when adding equity stock indices (S&P 500, Russell 2000), currencies (EURUSD), 10 Year US Treasury Note Yield as well as Gold&Silver producers index (XAU), in addition to using Bitcoin returns as input feature. As expected, the results show that more features lead to higher training performance from 54.6% prediction accuracy with one feature to 61% with six features. On the test set, we observe that with our neural network methodology, adding additional asset classes, no increase in prediction accuracy is achieved. One feature set is able to partially outperform a buy-and-hold strategy, but the performance drops again as soon as another feature is added. This leads us to the partial conclusion that weak market inefficiencies for Bitcoin cannot be detected using neural networks and the given asset classes as input. Therefore, based on this study, we find evidence that the Bitcoin market is efficient in the sense of the efficient market hypothesis during the sample period. We encourage further research in this area, as much depends on the sample period chosen, the input features, the model architecture, and the hyperparameters.

Quantum Corporation, a global leader and pioneer in video and unstructured data solutions, today announced it was added to the Russell 2000 Index, Russell 3000 Index and the Russell Microcap Index when the indexes reconstituted on June 26, 2020. Quantum Chairman and CEO Jamie Lerner says inclusion in the Russell 2000 and Russell Microcap Indexes is further validation of the significant progress the Company has made to turnaround the business. "These Indexes comprise the most recognizable listed companies and serve as a benchmark for the micro- and small-cap markets. Our inclusion speaks to the substantial advancements we have made over the past year and will increase our exposure to the investment community. This will facilitate our continuing path to growth and advance our vision and strategy as the leader in video and unstructured data solutions."