Watch: Understanding Risk Through the Data Mosaic
Presented by Peter Hafez at AI and Data Science in Trading Virtual Event 2021
Media Attention all about vaccines led by Sputnik V; Panic & other COVID Indexes ease lower; Global sentiment pushes higher with UK at forefront
Our latest review of the monitor’s insights of the news analytics of the evolving pandemic. Is the media over COVID? Sputnik V & other vaccines. UK leading global sentiment. Read more here
Biden Lengthens His Lead, Is Media Exposure a Good or Bad Thing? Biden Sentiment Even Higher
In this update, Biden’s lead lengthens, media exposure can be a double-edged blade, and a pattern on Biden’s sentiment chart suggests a breakout higher. Read more.
Forecasting Second Lockdowns and their Macro-Economic Impact Using RavenPack
This article looks at how alternative data can forewarn investors of the reintroduction of economically damaging lockdown measures and further to estimate the impact of such measures on the economy
Global Panic Falls, an Infodemic of Fake News, and Forecasting Second Lockdowns
In our latest COVID update, global panic falls to levels that might correspond with a more positive outlook for the coronavirus pandemic, the Fake News Index hits a 3-month high as an infodemic of misinformation and fake news spreads, and we explore the art of forecasting second lockdowns using our news analytics platform.
ADP Employment Miss - Forewarning in Trump Sentiment?
ADP employment change rose by 167k in July, sharply below the above 1 million expected. Could investors have foreseen the miss? We find that a decline in sentiment for Donald Trump often precedes macroeconomic misses, and today’s data was no exception. Read more here.
Vaccine mentions surge after Lancet study, signals based on RavenPack sentiment outperform, panic spikes in Ukraine
In this COVID-19 update, vaccine news surges, news sentiment data compared to broker recommendations, and panic peaks in Ukraine. Read the full article for further analysis
Lockdown News Rises, Media Talk about Schools Spikes, Launching our U.S. Presidential Election Monitor
In this issue, the news analytics of lockdown, chatter about school closures spikes, announcing the launch of our U.S. Presidential Election Monitor, and we highlight an advanced feature of the COVID-19 monitor.
COVID Still Dominates Headlines as Cases Resurge, News about Evictions Rises, Monitor Trending Topics
In this update, news about coronavirus remains high as case hotspots trigger second wave fears, stories about housing and evictions become a trending topic and we highlight more key features from our COVID dashboard.
Latest Research Papers
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.
News Sentiment as a Factor For Enhancing Quantitative Investment Strategies for Asia Pacific Stocks
In this study, RavenPack data scientists sought to isolate and quantify the additional value provided by news sentiment both by itself and on top of other more traditional factors in trading Asia Pacific equities.
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