| March 05, 2019
RavenPack's very own Chief Data Scientist, Peter Hafez, is set to present on News Sentiment at Risk.net's Quant Summit Europe
The 13th Annual Quant Europe Summit 2019 returns to London on March 5-9th, 2019 with a new program full of inspiring ideas and practical insights. From machine learning use cases to quantum computing in capital markets. Evolving market structure, tech breakthroughs and booming growth of machine learning used in finance, offer today’s quants a fertile ground for new research in all departments including risk management, portfolio construction, pricing and modelling, quantitative investing, trading and regulatory solutions.
Risk.net Quant Summit Europe is pleased to present the 2nd edition of Machine Learning Forum, a workshop-style event designed to provide in-depth analysis on the latest ML/AI applications, challenges and limitations these tools pose, and showcase ideas of how can industry practitioners go about them.
Hear from speakers from global advisory boards, leading financial institutions and top firms across Europe.
Pre-conference presentation: 5th March 2019 11:30am.
Peter will discuss news sentiment with insights from top investment banks. Covering the following:
more information on the conference
With a highly anticipated conference we would like to offer you 20% off tickets using the discount code
March 5-8, 2019
London Marriott Hotel Regents Park
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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.