AI & Data Science in Trading: Using NLP to Forecast Market Movements
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.
AI & Data Science in Trading: Successful Integration of Quantamental Strategies to Generate Consistent Alpha
Watch RavenPack's head of quantitative research, Marko Kangrga discuss how firms can apply data science and quantitative methods in their investment decision and to generate alpha. Sign up to the webinar
NLP and News Sentiment Applications in Finance - Jefferies Asia Forum
Watch Marko Kangrga speak at the Jefferies Asia Forum, 2020 about global trends in the investment community & how to leverage NLP to formulate alpha-generating strategies.
Is APAC the Hidden Gem of Alternative Data?
See the Webinar that took place on August 13th as Girish Nair, MD Global and Asia Pac Quantitative Strategist at BoFa, James Sullivan, MD Asia Equity Research at J.P. Morgan, and our own Aakarsh Ramchandani discussing the Alternative Data challenges and opportunities for APAC markets.
RavenPack to Speak about NLP and its Applications within Finance at J.P. Morgan APAC Macro Quantitative 2020 Virtual Event
Aakarsh Ramchandani, SVP, Corporate Strategy at RavenPack will deliver insights on NLP and its applications in finance
BattleFin Virtual Discovery Day: Making America Think Again
Make America THINK Again! Join BattleFin & Marko Kangrga on July 23rd to look inside the Republican Re-Election Campaign from an alternative data perspective.
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.
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.
Latest Research Papers
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.
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.
Trading Around the Earnings Calendar
Our recent data science study about calendar earnings changes and news sentiment shows evidence of alpha generation
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