September 19, 2017
Watch the highlights video below. Slides and videos of each session are also available lower on the page.
RavenPack’s prestigious annual event has experienced growing interest, with attendance exceeding 260 buy-side professionals. Word on the street is RavenPack’s research symposium is a “must attend event” for quantitative investors and financial professionals that are serious about Big Data.
An excellent set of
senior finance professionals
shared their latest research and experience with big data and machine learning.
To Abstract, Slides & Video
To Abstract & Video
Last Updated: September 12, 2017
Tuesday Sept 19
9:00 am - 5:00 pm EDT
10 On the Park at Time Warner Center
60 Columbus Circle, 10th Floor, NYC
A cocktail reception was held at the conference venue from 5:00 pm.
Please use your business email. If you don't have one, please email us at email@example.com.
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 firstname.lastname@example.org. 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.