| June 13, 2019
RavenPack's Chief Data Scientist, Peter Hafez, will be presenting his recent white paper titled ‘Asset Managers: It's Time to Monetize Your Own Data’ .
RavenPack's Chief Data Scientist, Peter Hafez, is set to present on a recent white paper titled
‘Asset Managers: It's Time to Monetize Your Own Data’
at this years' 16th Annual Citi Global Quantitative Research Conference . Everyday billions of digital information exchanges are taking place and leveraging your internal content is valuable. Peter will discuss a recent big data case study on top fundamental hedge funds, providing valuable insights into how to monetize your big data, back-testing and performance as well as sentiment signals.
This year's conference focuses on a range of new and different quantitative investment topics that should appeal to a broad audience of institutional portfolio managers, analysts and other investment professionals. Drawing speakers from academia, investment management and other financial institutions.
Peter will be speaking on
13 June 2019 from 2 PM - 2:45 PM
For the latest
Peter Hafez 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.
more information on the conference
June 13 & 14, 2019
Hotel Balneario Las Arenas
Please use your business email. If you don't have one, please email us at email@example.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 firstname.lastname@example.org. 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.