January 23, 2020
RavenPack will be speaking at QDC 2020. This event focuses on how investors can extract valuable signals from floods of alternative data.
The Quandl Data Conference 2020 will join the best minds in the industry to discuss how to find the signals that matter, in the mountains of data we are faced with daily .
The event will focus on the importance of alternative data, and how investors can overcome the large quantities of data in order to obtain valuable insights. Topics will include:
January, 23rd, 2020
117 West 46th Street, New York
Please use your business email. If you don't have one, please email us at firstname.lastname@example.org.
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 email@example.com. For more information, you can
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.