October 21, 2022
Join RavenPack at the 18th Quantitative Finance Conference to learn how to track real-time ESG controversy and boost your quantitative model with LanguageAI.
From earnings call transcripts, to job postings textual documents contain valuable insights that can help you make more informed investment decisions.
Meet RavenPack at The 18th Quantitative Finance Conference and discover our newly-released ESG Controversy Framework and discover how LanguageAI empowers you to generate alpha, better manage risk, and respond to calls for more socially responsible investment practices.
See full agenda here.
When: 19 - 21 October, 2022
Where: Rixos Premium, Dubrovnik Liechtensteinov put 3, Dubrovnik, Croatia
Ludovic Mathieu - Quantitative Researcher
20 Oct 11:45 – 12:30: Tracking Real-time ESG Controversy With Language AI
Ludovic is a Quantitative Researcher at RavenPack focusing on ways of leveraging news data analytics for ESG applications and investment strategies. Before joining RavenPack in 2021, he worked at La Francaise Asset Management in London where he led the quantitative sustainability research effort and developed ESG and Carbon models.
Ludovic holds a master’s degree in Financial Risk Engineering from the University of Bordeaux and an Engineering degree from the Bordeaux INP engineering school.
Anmar Al Wakil - Senior Data Scientist
20 Oct. 16:40 – 17.30: Machine Learning Models Panel – Present and Future
21 Oct Chair: Alt Data, Crypto & DeFi
Anmar Al Wakil will demonstrate how security-selection skills and risk-adjusted-performance can be substantially enhanced in equity and credit systematic investing, capturing complementary and incremental informativeness from NLP-driven sources of information including news, transcripts, insider transactions, and corporate controversies.
Anmar is a Senior Data Scientist at RavenPack, excavating insights from alternative data to elaborate alpha-generating strategies across equities and credit. Before joining RavenPack in 2021, he worked at Natixis Investment Managers for nearly 8 years, where he developed quantitative investment strategies for institutional investors.
Anmar holds a PhD in Quantitative Finance from the University of Paris Dauphine-PSL. He has written articles in portfolio selection, machine learning, and asset pricing, and he won the Best Doctoral Paper of the Multinational Finance Society in 2017. He is finally an Associate Professor at the University of Paris-Est where he heads the MSc in Portfolio Management.
RavenPack is a leading big data analytics provider in financial services. The company’s products and extensive database allow financial professionals to analyze large amounts of unstructured content, and incorporate effects of public information in their models and workflows. RavenPack’s clients include the most successful hedge funds, Tier 1 and 2 banks, and asset management firms around the globe.
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