Industry Events
May 19, 2017
Peter Hafez, our Chief Data Scientist, will speak in a panel of Big Data providers.
Peter has been invited to speak in a panel in which other alternative data providers such as transactions, credit cards, and satellite data will share their insights.
He will specifically highlight how RavenPack Analytics, based on structured and unstructured data, help quantitative managers for asset management, brokerage & market-making, and risk & compliance.
It’s an invite-only by JP Morgan event. Peter will be available for personal debriefs during the conference.
When : Wednesday, May 19
Where JP Morgan 383 Madison Avenue, NYC
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.