Election

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Research

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research | Equities

Focus on APAC Insider Transactions Strategies Overlaid with Sentiment

How can investors use insider transactions overlaid with sentiment data to drive alpha and what are the results if applied to portfolios from the Asia Pacific region? RavenPack’s latest white paper investigates.

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research

A 2020 U.S. Election Forecasting Model Leveraging RavenPack’s News Analytics

RavenPack data is used to analyze sentiment, media attention, and historical voting patterns to predict the U.S. presidential election in 2020.

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research | Equities

News Sentiment Investment Strategies in APAC - A Case Study

Trading strategies based on Asia Pacific news sentiment produced excess returns for up to a month ahead

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Blog

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blog | Case Studies, NLP

News Analytics Reflect Reacceleration in Cases, French Sentiment Peaks, Key COVID Indexes

In our latest update, we track the news analytics of a possible emerging second wave, news sentiment peaks in France on falling hospitalizations, and we take a tour of the key analytical gauges on our news monitor and how investors can use them in their decision-making.

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blog | Machine Learning, NLP

Machine Learning @ RavenPack: Improving Sentiment Models With Better Inputs

At RavenPack we are developing our next-gen platform and we are publishing some of our research findings with the NLP community at large. You can read our latest research below, and take a 2-minute survey to get involved in our BETA program.

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blog | Case Studies, NLP

Child Poverty on the Rise Due to COVID, Fake News Peaks in the U.S., Russia Reopening

In this update, news rises about poverty worsening due to coronavirus, China-U.S. ties are further strained by fake news claims, and Russia reopens for business.

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Events

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event | Industry Events

The Future of ESG Data 2020

RavenPack is sponsoring The Future of ESG Data 2020, event by Environmental Finance, where Peter Hafez will discuss corporate sustainability, what role ESG data will play for investors, and more

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event | Industry Events

AI and Data Science in Trading Week

'Natural language processing and application within finance' with Peter Hafez at the New York AI and Data Science in Trading Conference. Ideal for analysts within quantitative and fundamental firms looking to develop their discretionary trading strategies.

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event | Industry Events

2020 Quantitative Investing Conference

Peter Hafez joins Bank of America Securities for their 2nd Annual Quant Conference, this year, online. In the webcast, industry experts from wealth funds, asset managers, hedge funds, and more, discuss the developments of portfolio trading and quantitative investing.

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