RavenPack | September 19, 2017
This panel addresses why the investment community should pay attention to this growing industry that is set to disrupt the way we analyze financial markets.
Moderator: Marko Kolanovic, Global Head of Quantitative and Derivatives Strategy, J.P. Morgan
Although asset managers might be distracted by regulatory pressures and the uncertain political climate, alternative data which draws alpha from non-traditional sources beyond market data and fundamentals, is becoming the primary driver of active investment performance.
Investors are using new inputs from sentiment derived from big data, web scraping pricing data to develop real-time economic indicators of inflation to mining online job postings to gauge employment.
RavenPack's 5th Annual Research Symposium
, that took place September 19, 2017 in New York City.
Please use your business email. If you don't have one, please email us at firstname.lastname@example.org.
We will process your personal data with the purpose of managing your personal account on
RavenPack and offering our services. You can exercise your rights of access, rectification,
erasure, restriction of processing, data portability and objection by emailing us at email@example.com. For more information, you can
Your request has been recorded and a team member will be in touch soon.
We consider incorporating sentiment signals from news, earnings call transcripts, and insider transactions to
boost the risk-adjusted returns, and revive factor performance.
We find stronger, more predictable market reactions when the words of company executives agree with their actions.
We have gathered 12 insights from 2021 research that can be leveraged in 2022.