| September 01, 2020
Watch Marko Kangrga speak at the Jefferies Asia Forum, 2020 about global trends in the
investment community & how to leverage NLP to formulate alpha-generating strategies.
Head of Quantitative Research, Marko Kangrga will be presenting NLP and News
Sentiment Applications in Finance at the Jefferies Online Asia Forum.
The Jefferies Asia Forum is an opportunity to learn and understand global trends that
are impacting investors and the international economy.
In his session, Marko will demonstrate how RavenPack helps buy-side clients leverage NLP
to sort through the noise and identify relevant signals to manage risk and formulate
alpha generation strategies.
He will show how NLP fits within the alternative data landscape and demonstrate how
events and sentiment extracted from thousands of news sources can be tailored to
specific use-cases, like:
Monday September 14th, 2020
10:00 - 10:45 am (HKT)
Jefferies Asia Forum
Marko is the Head of Quantitative Research for the Americas at
RavenPack with over 10 years of experience in the finance
industry. He focuses on exploring novel approaches and
techniques for combining fundamental drivers with big data
quantitative frameworks to identify alpha opportunities from a
wide universe of securities across multiple asset classes.
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.
High inflation has returned in developed markets after decades of lying low. In our latest paper, we show how to build an inflation-based asset allocation strategy using sentiment data and we illustrate that sentiment-based strategies outperform models that depend merely on past observed inflation values.
This year's RavenPack Research Symposium brought two intense days of knowledge sharing in London and New York, from 25 top experts in natural language processing, quantitative investing and machine learning. Together, we explored how firms can leverage new language models to generate alpha, better manage risk and respond to calls for more sustainable investment practices.
Human capital is at the heart of value creation. Our latest research demonstrates how unprecedented workforce insights, sourced from over 200 million job postings, can generate more alpha.