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News Analytics Data Can Help Forewarn of Market Risks
Traditionally used by hedge funds to drive alpha-generating strategies, news analytics data also has applications for assessing financial market risks, as the deep dive into the research below shows.
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.
Latest Research Papers
Combining insider transactions with earnings call transcripts signals
Insider transactions data provides investors with insights into how C-level executives interpret their own information flow and form their views on potential mispricings in the market. On the other hand, earnings call transcripts give investors an opportunity to gain additional insights into the fundamental performance of a company.
From Earnings News to Earnings Intelligence: Combining News and Earnings-call Transcripts
In recent research (Hafez 2021), we introduced our Transcripts product and demonstrated how trading signals generated from earnings call transcripts can be used to construct portfolios that outperform the market across trading horizons ranging from days to a month.
Uncover Alpha with Earnings Calls Transcript Data
Incorporating Earnings Calls transcript data increases IR to 1.4 for US Mid/Large Caps and 2.3 for Small Caps.
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