April 08, 2020
In Episode 4 of our Webinar Series, Peter Hafez, RavenPack and Yin Luo, Wolfe Research, discussed coronavirus impacts on financial markets, and insights derived from news sentiment data, including stock prices. Access the webcast and slides.
How are stocks being affected?
What can news sentiment data tell us about the impact of the coronavirus shock on specific sectors and financial markets in general?
Investors are more than ever turning to alternative data to ask such questions in real-time as traditional sources struggle to provide the answers.
Yin Luo, Vice Chairman at Wolfe Research and Peter Hafez, Chief Data Scientist at RavenPack, discussed current research and how they have turned coronavirus insights, gleaned from the global media content, into actionable use-cases.
Wednesday, April 8, 2020
10:00 AM - 10:45 AM EDT
Online, on the GoToWebinar Platform
The webinar is free to attend.
Computer Audio (VoIP) works best in most settings. Dial-in options are not provided.
Yin Luo joined Wolfe Research, LLC in September 2016, as a Vice Chairman to lead the coverage of quantitative research, economics, and portfolio strategy (QES). Prior to Wolfe Research, Yin was a Managing Director and Global Head of Quantitative Strategy at Deutsche Bank
Yin started at Deutsche Bank in New York in October 2009 and in seven years, he built a world-class quantitative and macro research franchise. Yin has been ranked #1 in Institutional Investor magazine’s II-All America equity research survey in Quantitative Research for eight of the past ten years and is currently ranked #2 in 2019, in addition, the team is currently ranked #2 in Portfolio Strategy and #4 in Economics.
Peter is a pioneer in the field of applied news analytics, bringing alternative data to banks and hedge funds.
He has more than 15 years of experience in
quantitative finance with companies such as Standard & Poor's, Credit Suisse
First Boston, and Saxo Bank.
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