December 2011

Conference: News Analytics Applied to Trading, Fund Management and Risk Control
Wednesday 7th December 2011 to Thursday 8th December 2011, London, UK

Use of market sentiment in trading, fund management and risk control is a growing research topic. Many leading Hedge Funds, Fund of Funds and Alternative Investment Managers are using quantified news sentiment analysis in their trading strategies (High frequency trading as well as low frequency fund rebalancing). Two of the major providers of News Analytics contents (includes data, meta data and sentiment classifiers), namely Thomson Reuters and RavenPack, are sponsoring the workshop and will present their recent R&D work.

This workshop is delivered by subject experts and provides valuable tools and fresh thinking that can be applied immediately to automated trading, fund management and risk control projects. The program includes hands on sessions, where attendees will have the opportunity to use modelling concepts and news analytics tools to investigate experimental strategies.

Key features comprise:

• The methods and models by which news sentiment is measured and quantified
• Combining news data with market data
• Structure and nature of news data
• Models which employ quantified news sentiments
• News analysis driven investment strategies
• Enhanced investment models with RavenPack News Analytics

For further information you can download the brochure from this link.
http://www.optirisk-systems.com/events/news-analytics-applied-to-trading.asp

November 2011

RavenPack and Data Explorers webinar:
Produce High Risk-Adjusted Returns with Quantified News Sentiment and Daily Stock Loan Data
Wed, Nov 9, 2011 10:30 AM - 11:30 AM EST

Join Data Explorers and RavenPack for a presentation by Knightsbridge's Dr. John Kittrell, who will present his analysis of news sentiment and stock lending signals in the US Equity market between 2007 - 2010.

This study uses news data from RavenPack News Analytics and U.S. Equities short selling data from Data Explorers. Samuel Pierson, Quantitative Product Specialist at Data Explorers will join Dr. John Kittrell to discuss the key findings from his research paper, Behavioral Trends and Market Neutrality, to include:

• How news sentiment signals can be used to outperform the equity market
• How to combine this data with diversifying stock lending metrics for enhanced risk adjusted returns
• How signals from both of these sources can be used to construct low turnover portfolios

Register Now - Wed, Nov 9, 2011 10:30 AM - 11:30 AM EST

Once registered you will receive an email confirming your registration with information you need to join the Webinar.

July 2011

RavenPack and TMX Datalinx™ Collaborate to Provide News and Sentiment Analytics Focused on Canadian Content
Tuesday, July 12, 2011, New York, NY

TSX/CP Equities News™ to be included in RavenPack's News Analytics Products

RavenPack, the leader in real-time news analysis services, and TMX Datalinx™, the leading source for Canadian market data, today announced they will collaborate to help clients detect trends in Canadian equity markets. TMX Datalinx is the information services division of TMX Group Inc., which owns and operates Toronto Stock Exchange and TSX Venture Exchange.

TSX/CP Equities NewsTM is now available as a source in RavenPack's News Analytics products, giving analysts and traders key information to make faster and better trading decisions on Canadian equities. TSX/CP Equities News combines the market information of TMX Datalinx with authoritative reporting from The Canadian Press, a leading national news agency.

"TSX/CP Equities News is a comprehensive source of Canadian equity news," said Eric Sinclair, President of TMX Datalinx and Group Head of Information Services. "Using RavenPack's unique automated news analysis and sentiment engine, traders can now receive news analytics on Canadian securities for use in their models."

Currently, financial institutions use RavenPack services to generate better returns by systematically incorporating the effects of news in their investment process. The company's clients include some of the best performing quantitative and algorithmic trading firms in the world.

"We have worked hard to attract the most credible and authoritative sources of news," said Armando Gonzalez, CEO of RavenPack. "TSX/CP Equities News delivers the focus on Canadian capital markets content our clients have been looking for."

For more information, visit: http://www.ravenpack.com/services/rpna_wired.htm.

About RavenPack
RavenPack is a leading provider of real-time news analysis services. Financial professionals rely on RavenPack for its speed and accuracy in analyzing large amounts of news content on more than 28,000 publicly traded companies across 80 countries. Financial institutions use RavenPack's news analysis services to generate better returns by systematically incorporating the effects of news in their investment process.

About TMX Group (TSX-X)
TMX Group's key subsidiaries operate cash and derivative markets for multiple asset classes including equities, fixed income and energy. Toronto Stock Exchange, TSX Venture Exchange, TMX Select, Montreal Exchange, Canadian Derivatives Clearing Corporation, Natural Gas Exchange, Boston Options Exchange (BOX), Shorcan, Shorcan Energy, Equicom and other TMX Group companies provide listing markets, trading markets, clearing facilities, data products and other services to the global financial community. TMX Group is headquartered in Toronto and operates offices across Canada (Montreal, Calgary and Vancouver), in key U.S. markets (Houston, Boston and Chicago) as well as in London. For more information about TMX Group, visit our website at www.tmx.com.

Contacts:
Don Williams
dwilliams@ravenpack.com
+1 (646) 216-2140

Catherine Kee
Manager, Corporate Communications
TMX Group
416-814-8834
catherine.kee@tmx.com

June 2011

Sentiment Analysis of Earnings Announcements Reaches New Level as RavenPack and Wall Street Horizon Team Up
Tuesday, June 14, 2011, New York, NY

NEW YORK--(BUSINESS WIRE)--RavenPack, the leader in real-time news analysis services, and Wall Street Horizon, the most accurate and comprehensive primary source of corporate earnings data, today announced they will collaborate to help clients detect and analyze earnings events in real-time.

Wall Street Horizon corporate earnings and event data is now available as a source of RavenPack's News Analytics product offering, giving analysts and traders key information to make faster and better trading decisions. This information is gathered directly by Wall Street Horizon analysts who speak directly with the companies they track multiple times per quarter. In addition, they monitor corporate web sites for daily omissions, deletions, and changes.

"Clients use our database of corporate earnings events to keep tabs on the companies they care about, " said Barry L. Star, CEO of Wall Street Horizon. "By processing this data through RavenPack's automated news analysis and sentiment engine, users get an information advantage not found elsewhere."

Currently, financial institutions use RavenPack services to generate better returns by systematically incorporating the effects of news in their investment process. The company's clients include some of the best performing quantitative and algorithmic trading firms in the world.

"This new relationship will result in better analysis of fundamental data for investors and traders," said Armando Gonzalez, CEO of RavenPack. "Our clients are looking for reliable and trusted sources of information and Wall Street Horizon certainly delivers on these expectations."

For more information, visit: http://www.ravenpack.com/services/rpna_wired.htm

About RavenPack
RavenPack is a leading provider of real-time news analysis services. Financial professionals rely on RavenPack for its speed and accuracy in analyzing large amounts of news content on more than 28,000 publicly traded companies across 80 countries. Financial institutions use RavenPack's news analysis services to generate better returns by systematically incorporating the effects of news in their investment process.

About Wall Street Horizon
Wall Street Horizon, Inc. delivers the most accurate and comprehensive corporate earnings data that have direct impact on stock prices. WSH, "The Earnings Calendar Company", has created proprietary business processes to collect, store, analyze, verify, and deliver real-time global corporate information. Headquartered in Boston, Massachusetts, WSH clients include some of the largest firms on Wall Street.

Battle of the Quants - London
Thursday, June 16th, 2011, May Fair Hotel

Where Quantitative Investors and Managers meet to discuss Cutting Edge Quantitative Strategies.The Battle of the Quants is a full day event focused on comparing and contrasting the various quantitative solutions which are increasingly influencing hedge funds. Discussions, presentations and networking sessions are carefully crafted to define the direction of quantitative finance and explore the impact of quantitative strategies on the global financial system. From Artificial Intelligence to High Frequency Trading, this event is unique in providing the attendee with such a fascinating and wide ranging understanding of why quantitative finance is becoming increasingly relevant to everyday trading. The events draw the leading minds in quantitative analysis to debate the influence and integration of quantitative tools into today's global hedge fund sector.

Join RavenPack at this remarkable quantitative event and register now at http://www.battleofthequants.com/london_register.html

April 2011

Leading Publishers Join RavenPack News Analytics - Wired Edition
New Product Delivers Tradable News Analytics to the Investment Community
April 5th, New York, NY

RavenPack, the leading provider of real-time news analytics, today announced a new service that provides hedge funds, banks, and asset managers with news and sentiment analysis. The new service enables financial professionals to power investment and trading decisions with analytics derived from thousands of unstructured news stories, from a variety of authoritative media sources.

RavenPack News Analytics "Wired Edition" is the company's latest financial news analysis offering. The service is underpinned by a diverse set of content from leading news organizations including The Associated Press, one of the largest and most trusted sources of independent newsgathering.

"On any given day, more than half the world's population sees news from The Associated Press" said Claire Wachter, Development Manager for Financial Products, The Associated Press. "The AP's Lead unmatched depth of content across multiple platforms combined with RavenPack's cutting-edge analytics is an essential tool for any business and financial professional."

RavenPack analyzes thousands of news items per day in real-time from some of the most respected news publishers, combining more than 5,000 reporters located in over 100 news bureaus around the world.

By extracting and tagging key information from unstructured news stories, RavenPack News Analytics provides a way to capture not only the key events but also the relevance, novelty, and sentiment of any story - in a matter of milliseconds. Extensive research shows that this information can add value both in high frequency trading and longer-term investing, including stock selection and risk management.

RavenPack provides the fastest way to capture over 300 market-moving company events such as unexpected corporate releases, critical financial developments, product and legal issues, rumors or leaks and many others. Thousands of critical and reliable market-moving events and scores are published on a daily basis as part of the RavenPack News Analytics feed.

"Leading financial institutions use RavenPack News Analytics in their investment and trading programs," said Armando Gonzalez, President and CEO of RavenPack. "With key publishers powering our service with fast, trusted, and value-adding content, our clients gain more insight and perspective of what's really going on in financial markets."

The RavenPack News Analytics "Wired Edition" builds on the success of the company's existing products, attracting customers who value RavenPack as a trusted provider and innovator in the market for tradable news analytics. Structured to be competitively priced, the new product caters to financial firms of all sizes.

For more information, visit: http://www.ravenpack.com/services/rpna_wired.htm

About RavenPack
RavenPack specializes in developing solutions for analyzing, interpreting and delivering actionable information from real-time news media. Using the most advanced techniques in linguistic analysis, RavenPack provides real-time alerts, indicators, and other analytics derived from global news providers. The company delivers value-added content within milliseconds of news publishing.

For subscriptions information, contact: Don Williams, (203) 545-6329 dwilliams@ravenpack.com
or visit: www.ravenpack.com

RavenPack CEO to Present at Sentiment Symposium in New York City
April 12th, New York, NY

The Sentiment Analysis Symposium will take place on April 12th in New York, NY. The event bridges technology and business in one of the most exciting applications to emerge in recent years: software that discovers business value in opinions and attitudes in social media, news, and enterprise feedback. Armando Gonzalez, President and CEO of RavenPack will be a speaker at this event, talking about computers that trade off news including some real world applications.

For more information, please visit http://sentimentsymposium.com/index.html.

October 2010

CFA Event: Profiting from Extremes in Market Sentiment: Gauging Sentiment with News Analytics. London
Tue 05 Oct 10 at Capital IQ, London

The great value investors have long elucidated on the irrational swings in market sentiment and have successfully profited from buying stocks when sentiment is extremely negative. But how do we as investors decide if sentiment is a result of the irrational mood swings of Mr Market or a rational assessment of the future investment landscape?

Now is your chance to understand just how you can gauge market sentiment through the evolving field of news analytics. Hear three news flow analytic experts provide an illuminating account of their research. Professor Mitra, Chairman and MD of Opti-risk systems, Armando Gonzalez, CEO at RavenPack and Peter Ager Hafez, Director of Quantitative Research at RavenPack will provide you with answers to three key questions:

• How can news flow be used to gauge sentiment?
• How can market sentiment be used to predict investment returns?
• How can I use news flow analytics to make better investment decisions?

Professor Mitra, Armando and Peter will provide you with an overview of news analytics and how it is influencing financial analytics. They will detail the technologies that enable automatic or semi-automatic news collection, extraction, aggregation and categorisation that are emerging. They will also explain how machine learning techniques are used to process the textual input of news stories to determine quantitative sentiment scores. They consider the various types of news available and how these are processed to form inputs to financial models. Further, they will report applications of news, for prediction of abnormal returns, for trading strategies, for diagnostic applications as well as the use of news for risk control.

For more information, please visit https://secure.cfauk.org/events/events-details.html?article=ODE2.

August 2010

Northfield's 23rd Annual Research Conference in Colorado - RavenPack to Discuss the Advantages of News Data for More Timely Risk Estimates.

RavenPack is pleased to announce that Peter Hafez will be presenting at Northfield's 23rd Annual Research Conference. The event will be held at The BROADMOOR Resort in Colorado Springs, Colorado on Monday, August 30th - Wednesday, September 1st, 2010.

Peter will discuss how quantitative analysts are continuously looking to identify new data sources to maintain their edge in the alpha-generation process and how the availability of news sentiment data provides a unique opportunity to generate alpha in a space, which has not yet been over-crowded.

July 2010

Macquarie Global Quant Conference 2010 in Hong Kong - RavenPack to Present Latest Research on Sentiment Indexes.

RavenPack is proud to present at this year's Macquarie Global Quant Conference in Hong Kong. The event is titled "Thinking Outside the Black Box" and will bring speakers from across the globe including RavenPack's Head of Quantitative Research, Peter Hafez.

Peter's presentation titled "Getting an Information Edge with News Flow" will discuss some of the applications of news analytics in finance, particularly the use of sentiment indexes and indicators.

The event will take place on July 29, 2010 at the Mandarin Oriental Hotel - Connaught Room, Level 1 in Hong Kong.

May 2010

RavenPack CTO to Speak at European Lisp Symposium
New York (April 28, 2010)

RavenPack, a leading global provider of news analytics technology and content, today announced that the company's CTO, Jason Cornez will be a key note speaker at the European Lisp Symposium 2010 in Lisbon, Portugal (ELS 2010, http://www.european-lisp-symposium.org). The Symposium will be held at the Fundação Calouste Gulbenkian, in Lisbon, Portugal between Thursday, May 6th through Friday, May 7th, 2010.

The presentation entitled "Reading the News with Common Lisp" will describe the RavenPack software architecture with a special focus on how Lisp plays a critical role in the technology platform, as well as the challenges and rewards of using Lisp at RavenPack.

Jason leads a core team that has developed a system to read and analyze real-time news feeds and archives of historical news. He has directed technology innovations his entire career and is a veteran of successful Silicon Valley start-ups. He holds a Masters degree in Computer Science from the Massachusetts Institute of Technology.

February 2010

RavenPack to Present at the CARISMA News Analytics Event in London
London (January 13, 2010)

RavenPack International, a leading global provider of news analytics technology and content, today announced that the company will present at the CARISMA workshop on "News Analytics Applied to Trading, Fund Management and Risk Control." The workshop will be held on February 1st, 2010 at 09h15 (local time) at MWB located at Canada Square, Canary Wharf, in London.

The workshop will bring together leading experts in the analysis of news and will explore the current knowledge and applications. Attendees will receive a unique opportunity to gain insight into this new area from news providers, financial analysts and technology experts.

Presenting at the workshop will be Peter Hafez, RavenPack's Senior Quantitative Analyst. The presentation entitled "The Role of News in Financial Markets" will provide an overview of how news analytics may be implemented into ones trading or investment environment considering aspects such sentiment and the impact news may have in formulating and constructing trading strategies.

Mr. Hafez is recognized as an expert in the field of news analytics research and the application of structured content in algorithmic trading and quantitative analysis. Some of his research findings are often published at http://www.sentimentnews.com.

The News Analytics workshop is a precursor to the 5th Annual CARISMA Conference being held on February 2nd through February 3rd, 2010 at MWB located at Canada Square, Canary Wharf, in London. This conference provides a platform for some of the leading thinkers and practitioners in this field to demonstrate the fascinating discoveries at the interface of behavioural and quantitative finance and the useful and practical applications which have been developed from them.

For more information about the CARISMA News Analytics Workshop or Conference, please visit: http://www.optirisk-systems.com/events/carisma2010.asp.

November 2009

RavenPack Joins RTS at "Alpha Generation Seminar" in Madrid
Madrid (November 4, 2009)

RavenPack, a leading global provider of news analytics technology and content, today announced that the company will join its partner RTS Real-time Systems at the "Alpha Generation Platform" seminar presented by the Spanish Official Exchange for Financial Futures and Options (MEFF). Presentations at the seminar will include Algorithmic Trading from an exchange perspective and strategy control. The event is hosted by RTS and will be held at the MEFF Building in Madrid on November 10, 2009 from 6pm-8pm (local time).

To register for this free event or for more information, please email events@rtsgroup.net.

RavenPack CEO to Present at Forum on News Analytics
London (07 October 2009)

RavenPack International, a leading global provider of news analytics technology and content, today announced that the company will present at the Forum on News Analytics Applied to Trading, Fund Management and Risk Control. The forum will be held on November 9th at 16h00 (local time) at MWB located at Canada Square, Canary Wharf, in London.

The forum will bring together leading experts in the analysis of news and will explore the current knowledge and applications. Attendees will receive a unique opportunity to gain insight into this new area from news providers, financial analysts and technology experts.

Presenting at the forum will be Armando Gonzalez, RavenPack's CEO. Mr. Gonzalez is recognized as an expert in the field of news analytics and the application of structured content in algorithmic trading and quantitative analysis. He is a frequent speaker and panelist at industry events around the world.

The forum attendance is by invitation only. Pre-registration is available via email at forumNA@optirisk-systems.com.

The forum is also the pre launch event for the book titled "News Analytics in Finance" (John Wiley & Sons).

September 2009

Webinar: "How to Capitalize on Event Based Trading"
Join us at the RTS Webinar for a lively discussion where you will:

* Understand what event based trading really is
* Hear how traders are able to capitalize on expected and unexpected events
* Understand how technology plays a role in event based trading
* Learn about the different types of event-based strategies being deployed across all asset classes worldwide

Space is limited. REGISTER HERE.

After registering, you will receive a confirmation email from RTS with information about joining the webinar.

RTS Introduces RavenPack Real-Time Data and News Feeds to Algorithmic Traders
CHICAGO, Sept. 22 /PRNewswire/ --

RTS Realtime Systems Group, a leading global trading solutions provider, announced that it is now offering algorithmic trading clients low latency data and news feeds from RavenPack's product, News Scores. The move further strengthens the RTS offering for clients interested in event-based trading opportunities, with RavenPack's computer-readable news analytics directly integrated into the RTD Tango algorithmic trading solution. The analytics are delivered within milliseconds of a news event.

Based in New York, RavenPack specializes in the area of "news analytics," and turns news into numbers that can be easily manipulated and consumed by quantitative models and trading programs. The firm's high performance news ticker plant processes close to 100,000 stories per day and generates analytics indicating sentiment and relevance of news items to 30,000 global stocks. In addition, RavenPack's technology filters news feeds based on the sentiment of more than 100 equity events such as bankruptcies, executive changes, mergers and acquisitions. RavenPack News Analytics are used to power a number of applications ranging from high frequency trading programs requiring low latency inputs, to risk and asset management models requiring factors whose time resolution may be daily, weekly and monthly.

Don Williams, Managing Director of RavenPack, said: "We have seen a maturing of the marketplace for news analytics with more firms gaining an understanding of this rich source of alpha generating content. Once convinced of the value of the information, traders are looking for efficient ways to bring new algos and new content into production and to efficiently evolve and adapt their trading programs. We have been very impressed with the speed and flexibility of the RTD Tango platform and are looking forward to working with RTS to make it easier for our mutual clients to get the full benefit of RavenPack News Scores in their trading."

Said Rohan Bedarkar, RTS Product Manager, Algorithmic Trading: "RavenPack has an excellent technical team, which worked closely with us to build and install a gateway that enabled us to seamlessly integrate its offering via our RTD Tango Feed API. The extensive mathematical research augments the significant functionality we offer on Tango."

RTS offers connectivity to more than 100 securities, futures and options marketplaces globally.

RTS will host a free webinar on event-based trading on Wednesday, September 23, at 11 a.m. Central time. A representative from RavenPack will participate in the webinar. To participate, contact e.samuels@rtsgroup.net.

About RTS Realtime Systems Group

About RavenPack

RavenPack Expands Sentiment Analysis to 27,000 Companies Worldwide
New York (21 September 2009).

RavenPack, a leading provider of news analytics technology and content, today announced the expanded coverage of RavenPack News Scores, a real-time news sentiment analysis service for improved risk management and trading. Over 16,000 new firms have been added to the universe of tracked companies. RavenPack News Scores now covers more than 27,000 companies worldwide.

"We are delighted to provide nearly triple the coverage for our customers," said Mr. Armando Gonzalez, President and CEO of RavenPack. "We are constantly committed to expand our company coverage in conjunction with accurate, reliable news analytics."

RavenPack News Scores gauges the health of global companies by weighing the balance of sentiment in articles published online by thousands of financial sites, newspapers, and blogs.

RavenPack News Scores is also available in partner platforms including Aleri's CEP 3.0, Alphacet Discovery, Aqumin's AlphaVision, OptiRisk Systems, and Xenomorph TimeScape, among others.

For more information about RavenPack News Scores, visit: RavenPack News Scores.

About RavenPack

Aqumin and RavenPack Launch 3D Sentiment Landscape in AlphaVision™
SAN DIEGO, September 15, 2009 (BUSINESS WIRE) --

Aqumin LLC will unveil today at Charles Schwab's IMPACT Conference the integration of RavenPack News Scores in Aqumin's release of AlphaVision™ 2.0. Aqumin is a financial services company specializing in the integration of large scale complex financial data into a single easy to interpret visual environment. RavenPack is a leading global provider of news analytics technology and content. The RavenPack News Scores service gauges the health of global companies by weighing the balance of sentiment in articles published by professional newswires and thousands of financial sites, online newspapers, and blogs.

"The integration of RavenPack News Scores into AlphaVision's 3D interactive landscape creates an unprecedented quantitative view of news sentiment impacting equities across an entire market. This is affordable, real–time market insight that is easy to use and integrated with AlphaVision's other data feeds. AlphaVision™ with RavenPack helps market professionals turn news they need to know about into trades, helping our customers See Everything and Miss Nothing." said Michael Zeitlin, CEO, Aqumin.

The US debut of this integration follows RavenPack's European debut at the AON conference in Italy last week.

"We are very pleased to be entering into this strategic partnership with Aqumin," says Armando Gonzalez, President & CEO, RavenPack. "We believe this is a great opportunity to provide professional investors with powerful sentiment analysis in a rich and intuitive way."

About Aqumin

About RavenPack

RavenPack CEO to Speak at Aon Risk Conference on News Analytics
Armando Gonzalez to discuss new sources of information for risk models.

New York (13 July 2009). RavenPack, a leading global provider of news analytics technology and content, today announced that the company's CEO, Armando Gonzalez will be a key note speaker at the Aon Global Risk Consulting Annual Conference 2009 in Rome, Italy (AGRC, http://www.agrcconference.com). The conference is being held at the Westin Excelsior Hotel from Sunday, September 6th through Wednesday, September 9th 2009.

The presentation entitled "New Sources of Information Provide More Accurate and Timely Factors For Risk Models" will discuss how to mine news flows for new risk measures. Risk factors derived from news analytics are timelier, forward looking and uncorrelated with traditional factors. This session will review current tools and techniques for extracting risk factors from news flows and discuss their application. Processing news flows from global media sources provides important new risk factors that are both timely and uncorrelated with traditional factors.

Mr. Gonzalez is recognized as an expert in the field of linguistic analysis and the application of news analytics in automated trade and quantitative analysis. RavenPack is the leading provider of news analytics for quantitative and algorithmic trading. With more than a decade of experience in financial technology, Armando is a frequent speaker and panelist at industry events around the world.

RavenPack Joins Macquarie In News Sentiment Seminar
Event to Address Incorporating News Sentiment into Financial Trading Models.

New York (13 July 2009). RavenPack, a leading global provider of news analytics technology and content (http://www.ravenpack.com), today announced that the company's Managing Director, Don Williams, and Product Specialist, Peter Hafez, will present at the seminar on Wednesday, July 15th, 2009 at 12.00pm - 2:30pm in New York. The seminar is being held on the second floor at the Benoit, 60 West 55th Street in Manhattan.

Mr. Williams will discuss "New Sources of Information Provide Benefits for Alpha and Risk Models.", a presentation how to mine news flows for new trading signals and risk measures. This session will review current tools and techniques for creating news analytics from news flows and discuss their application.

The presentation entitled "The Impact of News Sentiment on Intra-day Abnormal Stock Returns" given by Mr. Hafez will provide an overview of his results found concerning the relationship between sentiment-based news events and the abnormal stock returns in the hours following an event. Furthermore, the presentation will provide ideas and inspiration on how news sentiment can be applied in intra-day trading models.

Those interested in registering for the seminar may do so by contacting the Macquarie US Quant Team at MacQuantNewYork@macquarie.com

About RavenPack

About The Macquarie Group

June 2009

RavenPack to Exhibit with Aleri at the SIFMA 2009 Conference in New York

RavenPack International, a leading global provider of news analytics technology and content (http://www.ravenpack.com), announced that the company will be exhibiting at SIFMA's Technology Management Conference & Exhibit at the Hilton in New York from June 23rd to 25th 2009. Attending the conference will be Armando Gonzalez, RavenPack's CEO along with Don William, RavenPack's SVP of Sales and Marketing.

The firm will be providing live demos at the event in conjunction with Aleri to showcase RavenPack News Scores within the Aleri CEP Platform. The demonstration will display a news-aware signal model from a recent RavenPack research study: "Impact of News Sentiment on (Intra-day) Abnormal Stock Return." Conference attendees are invited to drop by the Aleri booth (#2511) to discuss the application of news analytics in their trading and risk management programs.

May 2009

RavenPack Enables Trading Programs With Sentiment On 10,000 Global Equities

New York (28 May 2009). RavenPack, a leading provider of news analytics technology and content, today announced a new real-time news sentiment analysis service that improves risk management and trading.

RavenPack News Scores gauges the health of global companies by weighing the balance of sentiment in articles published online by thousands of financial sites, newspapers, and blogs.

Powered by a proprietary text analysis platform, RavenPack analyzes stories published in all major news sources to look for key events, topics, and opinions that indicate changes in sentiment around a specific company. Sampled news sources represented the most reliable and authoritative publishers of news.

A RavenPack news score is an indicator derived through a complex algorithm incorporating multiple series of words and phrases, topics, concepts, and events that are typically associated with subsequent positive and negative stock price movements. The result is a numerical expression between 0 and 100, where 50 is neutral. A study conducted between 2005 and 2008 showed that 90% of all signals generated demonstrated profitable returns in the hours immediately following a news score event.

Published as discrete data elements, RavenPack news scores are considered to be the timeliest company sentiment indicators in the marketplace. All indicators are calculated in real-time, monitoring the sentiment in articles immediately after news is published.

Announcing the availability of the new service, Armando Gonzalez CEO of RavenPack said, "RavenPack News Scores harnesses many years of experience processing vast quantities of news from thousands of media sources. We do not believe that when it comes to sentiment, one size fits all, and endeavor to provide the most comprehensive set of analytics with minimal latency."

News Scores lets financial professionals utilize more than a decade of proprietary research and development in text analytics and finance, while providing a unique look into the health of more than 10,000 publicly traded companies worldwide.

RavenPack News Scores is also available in partner platforms including Aleri�s CEP 3.0, Alphacet Discovery, OptiRisk Systems, and Xenomorph TimeScape, among others.

About RavenPack

RavenPack turns news into metrics that can be easily consumed by quantitative models and trading programs. The firm processes content from thousands of sources with low latency and classifies news stories with multiple sophisticated sentiment detection and entity recognition algorithms. Today, RavenPack's sentiment data is used as an important factor in trading models operated by many of the world's top investment firms.

For more information about RavenPack News Scores, visit http://www.ravenpack.com/services/newsscores.htm.

Aleri and RavenPack Partner to Create Advanced News-Based Signal Generation Machine for Trading

CHICAGO -- (BUSINESS WIRE)--RavenPack, an independent provider of News Analytics, today announced that they have partnered with Aleri, a leading provider of enterprise-class complex event processing (CEP) technology and CEP-based solutions, to develop the first news-based signal generation machine.

"News Analytics are a rich source of trading signals to the largest and most successful quantitative fund managers," said Don Williams, Managing Director of RavenPack. "Until recently, this source of market information has only been accessible to the largest players. Together Aleri and RavenPack have developed a news-based signal generation solution that is affordable and easy to implement."

RavenPack's cutting-edge computational linguistics and analytics platform, delivers news as data, allowing users to easily and quantitatively analyze news events and their correlation with financial instruments. Within milliseconds, RavenPack processes news stories from thousands of global media sources and turns the news into numbers that are automatically delivered as news-derived factors into Aleri CEP-based trading models. Aleri CEP provides immediate response to shifts in public sentiment based on news, enabling the immediate creation of orders or changes to prices.

"We have seen a lot of interest from customers in factoring news into trading algorithms, but the challenge has been the automated analysis of news - which is exactly what RavenPack has addressed." said Jeff Wootton, VP of Product Development. "Clients can use the advanced data modeling capabilities of the Aleri CEP technology to rapidly test and launch new trading and risk applications that are driven by the RavenPack news analytics in a fraction of the time required when using traditional systems and techniques."

By integrating with Aleri's CEP engine, RavenPack has created a library of turnkey news factor models that can be used out of the box or as a starting point for further customization of a clients' proprietary trading approach. The joint RavenPack/Aleri integrated platform includes real-time analysis of key news events that are likely to impact market prices, allowing clients to more easily incorporate news into their trading and risk management strategies.

To demo the integrated solution please contact info@ravenpack.com.

About RavenPack

About Aleri

January 2009

RavenPack to Exhibit at the Money:Tech 2009 Conference in New York - (Postponed)
Company's news analytics data products are key inputs to trading and risk management programs

Note: O'Reilly Media has announced the postponement of the O'Reilly Money:Tech Conference. O'Reilly will continue to explore the possibility of a future version of the February conference.

New York (15 January 2009). RavenPack International, a leading global provider of news analytics technology and content (http://www.ravenpack.com), today announced that the company will be an exhibitor at the Money:Tech 2009 conference to be held in New York City on February 4th through 6th. The conference is being held at the New York Marriott Marquis Times Square located at 1535 Broadway in mid-town Manhattan (http://en.oreilly.com/money2009).

RavenPack's Managing Director, Don Williams commented, "The theme of this year's Money:Tech conference is 'After the Goldrush: Financial Tools for New Times' which seems an appropriate theme for RavenPack's structured data products. Clients are discovering new trading and risk management applications for our news analytics all the time; we seem to be a company in the right place at the right time."

RavenPack has a strategic relationship with Dow Jones to produce Dow Jones News Analytics (DJNA). Dow Jones News Analytics empowers algorithmic traders and quantitative analysts to enhance their quantitative models and trading strategies by transforming Dow Jones news and archives into numerical data. Dow Jones executive Alan Slomowitz, Director of Algorithmic and Trading Products, will present at the conference. His presentation, entitled "News Alpha: Ripped from the Headlines", will focus on the impact news has on the markets and how to factor these triggers into complex event processing models. Mr. Slomowitz's presentation is scheduled for Thursday February 5th at 1:30pm (http://en.oreilly.com/money2009/public/schedule/detail/5148)

Also attending the conference will be Armando Gonzalez, RavenPack's CEO. Mr. Gonzalez is recognized as an expert in the field of news analytics and the application of structured content in automated trading and quantitative analysis and is a frequent speaker and panelist at industry events around the world. Conference attendees are invited to drop by the exhibition hall, meet Mr. Williams and Mr. Gonzalez, and discuss the application of news analytics in their trading and risk management programs.

December 2008

Join Sybase, Dow Jones, and RavenPack at seminar on news for
trading strategies
Transform News for Trading Strategies

Wednesday, December 10, 2008
9:30 a.m. - Registration and Breakfast
10:00 a.m. - 12:00 p.m. - Seminar Presentation
12:00 p.m. - 1:30 p.m. - Q&A / Lunch

Sybase Global Financial Solutions Center
Grace Building
1114 Ave. of Americas, 32nd floor
New York, New York 10036
(Midtown Manhattan, near 42nd and 6th)

Register Now

Electronic traders and quantitative analysts can now discover new ways to
create profitable market opportunities with Dow Jones News Analytics, a
flexible solution suite that combines a unique content set of news analytics
with powerful interface tools. Dow Jones, a leader in financial news,
partnered with RavenPack, an innovator of advanced news analytics for
algorithmic trading, to develop Dow Jones News Analytics. This pioneering
solution, available as a direct feed into proprietary models, gives buy- and
sell-side firms an information edge in developing models and improving
trade execution. Capture and presentation of new information and
integration with deep, historical trend data is critical for improving insight
and actionable market intelligence to the trading community and Sybase
RAP - The Trading Edition provides the technology platform to manage
the flow, storage, and presentation of the complete view of the markets to
decision makers.

Unique Synergy - Dow Jones' Deepest News Source & RavenPack
Sentiment Data

Dow Jones Newswires - Real-time news feed covering all asset classes;
includes all editions of the Wall Street Journal and Barron's

Dow Jones 20-year Archives - More than eight years of historical news and
metadata of over 10,000 company symbols and over 2,000 news category
codes

RavenPack Advanced Analysis Capabilities - Advanced news analytics and
other quantitative data based on RavenPack's proprietary computational
linguistics technology

Cornerstone of Fast, Actionable News - Robust News Analytics

- News is transformed into enhanced news data such as sentiment, novelty
and relevance

- News analytics are exposed as time series data

- Data can be integrated into trading applications and statistical packages,
simplifying the transition from historical to current data analysis

Sybase RAP - The Trading Edition can transform Dow Jones real-time news
feed with Sybase data management technology into actionable data for algo
and quant trading models. Sybase RAP allows one to perform sophisticated
quantitative analytics on days, months, or decades of news and market
analytic data in a high-performance in-memory database and historic
database.

Please join Sybase, Dow Jones and RavenPack to learn more about a
complete solution centered around news analytics, machine-readable
content and a tightly integrated robust data storage architecture.

Register Now

For those who attend, you will be entered in our raffle for a free i-Pod!

December 2008

RavenPack CEO to speak at Boston Security Analysts Society event
on news analytics
Company CEO to discuss role of news analytics in Quantitative Modeling

New York (6 November 2008). RavenPack International, a leading global
provider of news analytics technology and content, today announced that
the company's CEO, Armando Gonzalez will be the key note speaker at the
December 18, 2008 luncheon meeting of the Boston Security Analysts
Society (BSAS, http://www.bsas.org). The luncheon is being held at the
Harvard Club of Boston, One Federal Street, 38th floor from 12:30-2:00pm.
Registration information is available here.

Mr. Gonzalez presentation entitled "The Role of News Analytics in
Quantitative Modeling" will discuss the evolution of automated news analysis
in quantitative modeling and review the currently available technologies for
converting the written word into fast and reliable numeric inputs actionable
by algorithmic trading programs and quantitative models.

"Market returns during periods of extreme volatility cannot be explained by
fundamentals alone" said Mr. Gonzalez, "I really welcome the opportunity to
meet groups such as the BSAS and share insights into how news analytics
can provide an important new source of inputs into trading strategies".

Mr. Gonzalez is recognized as an expert in the field of linguistic analysis and
the application of news analytics in automated trade and quantitative
analysis and is a frequent speaker and panelist at industry events around
the world.

November 2008

RavenPack appointment bolsters leading edge text analytics platform

A pioneer in the field of text analytics, RavenPack announced that Jason Cornez has been appointed Chief Technology Officer. In this new role, Cornez will focus on rolling-out and extending RavenPack's real-time text analytics platform to maintain leadership in the emerging market for news- based intelligence.

Mr. Cornez previously held the position of Director of Technology at RavenPack, where he was instrumental in bringing to life robust technology solutions that deliver real-time news analytics on high-volume news feeds and instant access to analytics archives spanning decades.

In announcing the appointment, RavenPack CEO Armando Gonzalez said, "Jason is a proven innovator. He not only develops break-through technologies that solve real problems, but he knows how to turn these technologies into solid products which serve as the foundation of our business."

Mr. Cornez is leading a core team of capable engineers that are building the most sophisticated and reliable text analytics and tools available. "I'm very proud of the technology we've developed. I think RavenPack is well- positioned to meet the demands for intelligent, machine-readable content," said Cornez.

Mr. Cornez has lead technology innovations his entire career and is a veteran of successful Silicon Valley start-ups. He holds a Masters degree in Computer Science from the Massachusetts Institute of Technology.

November 2008

RavenPack to participate in upcoming Harvard Cyberposium Conference
Company's Managing Director will panel emerging financial technology
session

New York (10 November 2008). RavenPack International, a leading provider of news analytics technology and content, today announced that the company's Managing Director and Senior Vice President of Sales and Marketing, Don Williams, will be a panelist at the Harvard Business School's annual Cyberposium Conference to be held on Saturday, November 15, 2008. The conference is being held at the Harvard Business School's campus in Boston from 9:00am to 5:00pm. Registration information is available
here.

The panel entitled "Financial Technology: Next-Generation Finance" will focus on how the internet has impacted the world of financial services as the volume and rate of news and information drive increasing levels of activities in the markets. Joining RavenPack on the panel will be executives from UpDown, Lab90, PredictWallStreet and Contour Ventures. Mr. Williams has held senior executive positions with electronic publishers Reuters and McGraw-Hill/Standard and Poor's and has been a key member of the management team of several internet initiatives and helped those firms raise more than $50 million in venture capital.

October 2008

RavenPack strengthens management team with new appointment

New York (14 October 2008). RavenPack International, a leading global
provider of news analytics technology and content, today announced the
appointment of Don Williams as Managing Director, Senior Vice President
of Sales and Marketing.

Welcoming Mr. Williams to RavenPack, Armando Gonzalez CEO and
President of RavenPack said, "We are pleased to have Don on board with
us to drive our sales and marketing initiatives forward. The addition of Don
strengthens the leadership team at RavenPack and we are looking forward
to tapping his broad experience in providing technology and content
solutions to financial markets."

Mr. Williams has held senior executive positions with Reuters and
McGraw-Hill / Standard and Poor's, two of the world's largest electronic 
publishers. In addition to his publishing experience, Don has also held key
executive management positions with several venture backed technology
and content companies and helped raise over $50 million in venture
capital.

"Don is an agile manager whose direct experience with our partners and
target markets will really help take RavenPack to its next level of growth.
With a strong core of experienced executives, I am really looking forward
to executing on our plans over the coming months", said Mr. Gonzalez.

RavenPack's target markets include quantitative portfolio managers
executing on algorithmic trading programs and risk managers. RavenPack's
business partners include the world's largest electronic publishers, and a
number of select technology providers delivering modeling solutions,
trading visualizations and low latency trading workflow applications.

"RavenPack is uniquely positioned to provide greater clarity in extremely
volatile markets. Current market performance is clearly dislocated from
underlying fundamentals. News analytics provide valuable signals that
bridge that gap", said Mr. Williams.

Mr. Williams has been working in US financial markets for over a decade
and holds a degree in Mathematics and Computing Science from Simon
Fraser University in Canada. He will be based out of New York.

ABOUT RAVENPACK
RavenPack is a leading provider of news analytics and machine-readable
content. The company specializes in linguistic analysis of high volume,
real-time news from high-end newswire services. In finance, RavenPack
provides dynamically tagged news feeds and analytics that meet the
accuracy and low latency requirements of today's markets.

June/July 2008

RavenPack co-sponsors the 4th Annual Carisma Conference on
Risk Control Strategies for Hedge Funds and Program Trading

This unique conference brings together research knowledge from the
fields of Hedge Funds and Program Trading, providing an excellent
opportunity for practitioners and academics working at the forefront of
financial planning, optimisation and risk modelling to discuss problems
and challenges and to suggest fruitful directions for future research
which focus on the emerging requirement of the finance industry.

Armando Gonzalez, CEO of RavenPack International, will direct the workshop
on News Analytics and Financial Modelling on July 3, 2008, 1:00-4:30pm.
The workshop will cover basic properties of time series data and
quantitative models, which are based on news. Applications to financial
models will be presented.

  • Frequency, auto-correlation, error rates, and scaling of news-based
     series
  • Techniques used to extract numerical factual and sentiment data
  • Long and short horizon effects of news volume and sentiment on
     price and volatility
  • Incorporating news into portfolio management and strategy trading
  • Various measures of information content in news, with advantages
     and disadvantages of each
  • Case study of 2007's CDO underperforming mortgage scenario
  • Accessing news analytics with R/S+, MATLAB, Java, C++: an
     introduction & handout.

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For more details to this workshop, visit the Optirisk Web Site