Webinar: News Analytics in the New ESG Investment Paradigm

RavenPack | March 29, 2021

Join RavenPack’s Head of Quantitative Research, Marko Kangrga as he discusses all things ESG as well as how news analytics should play a role in any serious ESG Investors investing tool kit.

ESG investing has grown to become the dominant theme in investing these days and within this new investing paradigm the news plays a key role in forming, making, and breaking attitudes and reputations.

To manage this powerful tool it’s arguably necessary to invest in high-quality news-analytics data, so you can track, measure, and monitor ESG news.

In our latest Chat with the Experts Series of webinars, RavenPack’s Marko Kangrga will be discussing the subject with Nathan Cockrell, Co-Director of Research at Lazard Asset Management, and Pierre Lenders, Head of ESG at Capital Fund Management. Both these professional investors have extensive knowledge and experience in the field and are thus well-positioned to discuss the role of news analytics in sustainable investing.

When:
April 27, 2021
05.30pm CET

Where
Online event

Register here



Nathan Cockrell

Co-Director of Research at Lazard Asset Management

Nathan Cockrell is a Managing Director and Co-Director of Research at Lazard. He also serves as a Research Analyst primarily covering the global consumer discretionary sectors. Prior to joining Lazard in 2007, Nathan worked for Credit Suisse, where he was a Director and Research Analyst covering the European retail sector.



Pierre Lenders

Head of Market Risks

Pierre Lenders is the Co-Founder of Prius Partners as well as CEO & Co CIO at HDF Finance. He has also held the position of Head of Market Risks, LFMUK. His expertise includes Equities, Fixed Income, Risk Management, Portfolio Management, Asset Allocation, ESG integration, Sustainability Consulting, Hedge Funds, Asset Management, and Investments. .


Marko Kangrga

Head of Quantitative Research RavenPack

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.

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