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10 Takeaways from 2022 to Build Resilient Strategies in 2023

January 17, 2023

Stay ahead of inflation and recession. Find new ways to capture more alpha in 2023’s turbulent market.

From the Russian invasion of Ukraine to the energy crisis, from supply chain disruptions to global inflation, 2022 illustrated in compelling ways the importance of managing risk and catching opportunities in real time.

As we begin a new chapter, it is worth looking back to what we learned over the past 12 months. This report compiles 10 data-driven insights from 2022 that better position you for the challenges of the new year.

Anticipating
Macro Trends

1
Inflation Nowcasting Works Better with Sentiment
2
News Analytics Can Deliver Real-Time GDP Indicators
3
Real-Time Job Data Complements Macro Models
4
Listen to Executives to Better Grasp the Macro Landscape
5
Earnings Sentiment Boosts Sector Rebalancing in Indices

Building
Stronger Portfolios

6
Draw Alpha From Workforce Intelligence
7
Maximize Alpha Capture During Earnings Season With NLP
8
Corporate Credit Rebalancing Benefits from Sentiment
9
Account for ESG Risks During Equity Portfolio Construction
10
Stay Ahead of Controversy During Bonds Selection
Data Insights

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December 1, 2022

Using Sentiment Data to Build an Inflation-based Allocation Strategy

High inflation has returned in developed markets after decades of lying low. In our latest paper, we show how to build an inflation-based asset allocation strategy using sentiment data and we illustrate that sentiment-based strategies outperform models that depend merely on past observed inflation values.

RavenPack Key Takeaways image
November 8, 2022

RavenPack Research Symposium 2022 - key takeaways

This year's RavenPack Research Symposium brought two intense days of knowledge sharing in London and New York, from 25 top experts in natural language processing, quantitative investing and machine learning. Together, we explored how firms can leverage new language models to generate alpha, better manage risk and respond to calls for more sustainable investment practices.

October 24, 2022

Alpha Generation with RavenPack Job Analytics

Human capital is at the heart of value creation. Our latest research demonstrates how unprecedented workforce insights, sourced from over 200 million job postings, can generate more alpha.