Industry Events
RavenPack | January 29, 2020
Chief Data Scientist Peter Hafez will be presenting the topic 'Sustainable Investing: Using NLP to Get an Edge' at the Axess ThinkTank event in Geneva, Switzerland - 29th January 2020
The Axess ThinkTank will be based around discussing the challenges and opportunities regarding Big Data, Alternative Data and AI in the Finance industry.
The event will bring together leading industry experts, institutional investors, regulators, and entrepreneurs, to present a variety of different topics
Sustainable Investing: Using NLP to Get an Edge.
In his talk, RavenPack's Chief Data Scientist, Peter Hafez will demonstrate how events and sentiment extracted from thousands of news sources, using NLP, can improve downside protection and alpha generation of traditional ESG strategies.
"Sustainable investing has experienced staggering growth in recent years. With the increased competition, the industry has turned towards Big Data to find more efficient ways to stay informed by ESG issues that could impact portfolio performance."
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.
For the latest agenda .
When : January, 29th, 2020
Where Théâtre de l'Espérance Rue de la Chapelle 8, 1207 Genève
Please use your business email. If you don't have one, please email us at info@ravenpack.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 privacy@ravenpack.com. For more information, you can check out our Privacy Policy.
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.