Big Data A.I.
RavenPack | October 23, 2020
Watch RavenPack's SVP of Corporate Strategy, Aakarsh Ramchandani discuss deploying NLP models, text analytics and leveraging neural networks for quantitative market forecasting at the AI & Data Science in Trading webinar.
SVP of Corporate Strategy, Aakarsh Ramchandani will be discussing deploying NLP models, text analytics and leveraging neural networks for quantitative market forecasting at the AI & Data Science in Trading webinar.
The AI and Data Science in Trading Digital Day is a virtual event bringing together leading minds and industry experts from within asset managers, hedge funds and investment banks. The Digital Day October - NLP and Deep Learning Processes event will take place on Wednesday, the 28th of October. Advanced analytics tools like NLP are being used more and more to add value to the investment process by quant and fundamental investors and helping them identify key information from a broader range of data. The event will explore the latest tools and techniques, as well as discussing how to recruit the best talent to make this happen.
In his session, Aakarsh will be joined by:
When : Wednesday October 28th, 2020 10am EST / 3PM BST
Where Online Event AI Data Trading Digital Day
Aakarsh Ramchandani runs Corporate Strategy at RavenPack, overseeing RavenPack's strategic investments and launching new revenue generation initiatives. Prior to this, Aakarsh was the Director of Product & Strategy at Third Point, a $15Bn Event-Driven Hedge Fund, where he co-founded and led their data science team.
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.