Information drives trading decisions and the ultimate performance and behavior of financial markets. Finding which information drives what trading decision, and further cascading decisions, is the holy grail of financial markets. This question exists in other areas too and is referred to as causal relationships or causality.
Synechron’s Granger Causality is a powerful Data Science platform is a research app that analyzes pairs of Daily and Inter-Day returns, news, SEC filings (10-K’s, 10-Q’s, 8-K’s), macroeconomic data (CPI, PPI, employment, Treasury Yields), and company fundamentals to discover causal relationships. This is intended as an ad hoc analysis tool during the research processes of traditional buy-side and sell-side research analysts.