| March 11, 2019
RavenPack will present new research at J.P Morgan's Hong Kong and Tokyo conferences on news sentiment and alternative data.
The J.P. Morgan Prime Finance 18th Quantitative Conference offers a unique opportunity to hear the latest topics in the field of quantitative research, with a focus on Big Data, Machine Learning and Alternative Risk Premia investing. At the Data Discovery Session, Chief Data Scientist, Peter Hafez, will present on news sentiment and the latest use-cases on RavenPack Sentiment that enable new ways of constructing alpha signals around alternative data.
Hong Kong: 11th March 2019
Tokyo: 14th March 2019 (Agenda to be announced)
Peter Hafez, Chief Data Scientist
Peter is the head of data science at RavenPack. Since joining RavenPack in 2008, he’s been a pioneer in the field of applied news analytics bringing alternative data insights to the world’s top banks and hedge funds. Peter has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank.
News Sentiment and Alternative Data
Peter will present at the Data Discovery Session on "News Sentiment and Alternative Data". Alternative data has become a “must-have” for Quants and Fundamental investors to stand out in an incredibly competitive market. Focusing on short- and long-term investment strategies, Peter will discuss the latest use-cases on RavenPack Sentiment that enable new ways of constructing alpha signals around alternative data.
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