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RavenPack Presents New Research at J.P Morgan Asia Conferences

RavenPack will present new research at J.P Morgan's Hong Kong and Tokyo conferences on news sentiment and alternative data.

The J.P. Morgan Prime Finance 18th Quantitative Conference offers a unique opportunity to hear the latest topics in the field of quantitative research, with a focus on Big Data, Machine Learning and Alternative Risk Premia investing. At the Data Discovery Session, Chief Data Scientist, Peter Hafez, will present on news sentiment and the latest use-cases on RavenPack Sentiment that enable new ways of constructing alpha signals around alternative data.

When

Hong Kong: 11th March 2019 (Agenda)

Tokyo: 14th March 2019 (Agenda to be announced)

Presenter

Peter Hafez, Chief Data Scientist

Peter is the head of data science at RavenPack. Since joining RavenPack in 2008, he’s been a pioneer in the field of applied news analytics bringing alternative data insights to the world’s top banks and hedge funds. Peter has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank.

Topic

News Sentiment and Alternative Data

Peter will present at the Data Discovery Session on "News Sentiment and Alternative Data". Alternative data has become a “must-have” for Quants and Fundamental investors to stand out in an incredibly competitive market. Focusing on short- and long-term investment strategies, Peter will discuss the latest use-cases on RavenPack Sentiment that enable new ways of constructing alpha signals around alternative data.

For more information on the conference or to find out more about our RavenPack events.

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