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blog
Bridging the Quantamental Divide: Applications in 2020 and 2021
Quantamental investing is an increasingly popular hybrid approach that combines scientific rigor with discretionary verve. How did the approach prove useful in 2020 and how might it be applied to market themes in 2021?
blog
10 Things We Learned From News Analytics in 2020
Events such as COVID-19 and the U.S. presidential elections have made 2020 a year unlike any other. Below is a summary of 10 of the most interesting data insights we drew from news analytics and sentiment data in 2020.
research
Forex, Carry, Value, and Momentum - Boosted by Sentiment?
The multi-trillion Dollar FX market was the focus of our latest study which sought to find out whether traditional factors such as Carry, Value and Momentum could be enhanced with news sentiment.
research
Forex Day Trading Strategy Gains Edge From RavenPack’s Sentiment Data
In this white paper, news sentiment data aggregated from online financial and economic news sources provides signals for a profitable Forex day trading strategy.
research
Video: Enhancing Macroeconomic Nowcasters with Big Data
In this talk, Salman discusses an approach to harness big data and improve an existing nowcasting framework in order to better understand the risks and potentially enhancing the performance of investments decisions.
research
How to Use Event Data for Global Macro and Mid-Term Equity Trading
Webinar: how to extract signals from RavenPack event data for mid-term equity trading. We also highlight practical use cases for Global Macro, Trade War and Brexit. Co-hosted by RavenPack and Wolfe Research. Watch the highlights and request the full video and slide deck below.
research
News in Macroeconomics Forecasting - Video and Slides
In terms of what we have in regards to big data in the world that tells you something about economic activity. So if you want to predict microeconomic activity, then you need all the data to be infinity precise. What we do is aggregate everything into a few macroeconomics indicators, such as interest rates, balance of payments, production and so forth.
research
Bond over Big Data - Trading bond futures (& FX)
The author uses the RavenPack Analytics Global Macro data to create news-based economic indices (NBESI) for the U.S., E.Z, U.K. and Japan which he then tests against sovereign bond futures prices and spreads. He also tests the indices against common FX strategies.
research
Filtering FX Carry Using RavenPack News Analytics
In the study, Saeed Amen, Quant Strategist at The Thalesians and a former Executive Director in Quantitative Strategy at Nomura, uses RavenPack News Analytics Global Macro data to show how news-based filters can alleviate drawdowns during times of risk aversion on FX carry trades.
Latest Research Papers
Mitigating Risk Using RavenPack Analytics: A Research Roundtable
A growing corpus of research shows that news analytics data has proven useful in forecasting market volatility
Trading Around the Earnings Calendar
Our recent data science study about calendar earnings changes and news sentiment shows evidence of alpha generation
2020 Research Summary: 12 Validated New Ways to Capture Alpha
Evidence that news analytics and sentiment data provides original sources of alpha not already factored in by existing indicators and models.
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