Webinar | 10:00 - 10:50 am EDT
| May 09, 2019
In this 2nd Live Chat with the Experts, we discussed recent reports from Wolfe Research, demonstrating how to extract signals from RavenPack data for mid-term equity trading. We highlightded practical use cases on Global Macro, Trade War and Brexit.
Access the proceedings (slides + video) of the discussion with Yin Luo from Wolfe Research and Peter Hafez, Chief Data Scientist at RavenPack.
They specifically addressed:
Thursday, May 9, 2019
10:00 AM - 10:50 PM EDT
Online, on the GoToWebinar Platform
Access Slides and Full Video
The webinar is free to attend.
Quantitative Research, Economics, and Portfolio Strategy
Yin Luo joined Wolfe Research, LLC in September 2016, as a Vice Chairman to lead the coverage of quantitative research, economics, and portfolio strategy (QES). Prior to Wolfe Research, Yin was a Managing Director and Global Head of Quantitative Strategy at Deutsche Bank. Yin started at Deutsche Bank in New York in October 2009 and in seven years, he built a world class quantitative and macro research franchise. Before arriving at Deutsche Bank, he spent over 12 years in investment banking and at a management consulting firm with various roles in quantitative research, fundamental research, portfolio management, investment banking and consulting. Yin has been ranked #1 in Institutional Investor magazine’s II-All America equity research survey in Quantitative Research for the past seven years (2011-2016, 2018), and is currently ranked #2 in Portfolio Strategy and Runner-up in Economics. At Deutsche Bank, Yin also led the team and achieved #1 ranking in II-Europe and II-Asia surveys.
Chief Data Scientist
Peter is a pioneer in the field of applied news analytics, bringing alternative data to banks and hedge funds. He has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank.
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