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.
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RavenPack is introducing a multidimensional approach to news analytics that captures the evolving complexity of news, enabling traders to build more dynamic and transparent strategies.
New research using RavenPack Job Analytics to quantify tech adoption in hiring posts proves that companies hiring for novel tech skills outperform peers from an investment perspective.
Our multi-asset allocation strategy based on inflation nowcasts and RavenPack sentiment analytics outperforms the S&P 500 and stabilizes volatility. With real Sharpe ratios of up to 1.25 and a risk control approach, it delivers a compelling inflation hedge for investors.