| March 10, 2021
Watch the first Live Chat with the Experts for 2021, where we discuss
the repercussions of the Covid pandemic on financial markets. Materials
are available along with the video.
In our first Chat with the Experts for 2021, RavenPack’s Senior Data
Scientist, Inna Grinis, joined Professor Yong Joo Kang, of Thompson
Rivers University where they discussed how the professor has been using
news analytics data, downloaded from RavenPack’s Covid Media Monitor, to
broach new ground in research.
No stranger to experimenting with alternative data, in one previous
research study Yong Joo Kang used luxury good consumption as a novel
means of measuring equity premium in South Korea’s borse. Here we will
get his take on our bespoke Coronavirus data and how academics and
business professionals can leverage it in their studies and models.
Key talking points covered:
Related RavenPack Research
Yong Joo Kang is currently an Assistant
Professor at the School of Business and
Economics, Thompson Rivers University. He has a
PhD in Business Administration with a major in
Finance and minor in Economics at Yonsei
University, a MBA in Finance at New York
University, a MS in Engineering-Economic Systems
and Operations Research at Stanford University,
and a BS in Chemical Engineering at UC Berkeley.
Previously, he was a Visiting Professor and
Lecturer at Yonsei where he has taught
undergraduate and graduate finance courses.
Prior to pursuing his PhD he worked for over 10
years in investment banking at Credit Suisse,
Goldman Sachs, and Barclays. Yong Joo conducts
research in Asset Pricing, Derivatives,
Portfolio Allocation and Monetary Policy. He has
published in SSCI and KCI journals.
Inna is a Senior Data Scientist and Quantitative
Researcher at RavenPack, specialised in global
macro investment strategies and macroeconomics.
Prior to joining RavenPack in July 2020, Inna
worked for three years at Goldman Sachs in
London, in the Global Portfolio Solutions (GPS)
Group and the Investment Strategy Group, as a
macro researcher. Her main projects there
included thematic research on the impact of
demographics on inflation and asset prices, and
building an in-house nowcasting infrastructure.
Inna holds a PhD and an MRes in Economics from
the London School of Economics, a BA from
Cambridge, and is a CFA Charterholder.
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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.