March 01, 2018
Peter Hafez will give a session on Machine Learning & Event Detection for Trading Energy Futures at this RavenPack-sponsored event.
The emergence of big data in finance has had a major impact on equities trading. However, other asset classes have seen less of an impact, since fewer alternative data sets are available to support these. In recent years this has changed with the proliferation of various social media sources and with the development of more advanced knowledge graphs that support a global macro theme.
During this talk Peter Hafez will show how RavenPack Analytics (RPA) can be used to uncover profitable trading signals for commodities based on news events detected across thousands of sources. In particular, he utilizes ten well-known machine learning algorithms to predict next day returns across a broad energy commodity basket.
At the event we'll also be showcasing our new product line called "RavenPack Text Analytics", that can systematically analyze your emails, instant messages, pdfs and any other textual content, to enhance Alpha generation, risk mitigation and compliance.
March 1-2, 2018
Downtown Conference Center
157 William Street, NYC 10038
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