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
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.
ESG Investing Post Covid with MSCI's Noel Friedman
Watch Noel Friedman, Executive Director of ESG Ratings at MSCI, as he provides unique insights into the world of sustainable investing post-Covid-19.
J.P Morgan Annual NYC Macro Quant Conference 2020
CEO Armando Gonzalez will be speaking at JP Morgan Virtual Quant Conference
NYAIR Virtual Event: Alternative Investment DataFest
Peter Hafez will be talking at NYAIR Virtual event representing RavenPack, discussing the limitations in a COVID-19 climate as an alternative data provider.
Webinar: Human and Machine to Manage Uncertainty
This webinar will see RavenPack's Chief Data Scientist, Peter Hafez, join other industry experts, to debate the benefits of Big data, along with ML & AI, to manage uncertainty and tail risk events.
What Will Markets Look Like in a Post-COVID-19 World?
Watch our panel of experts as they debate the future of financial markets in our ‘Virtual Panel’ event, “What will markets look like in the post-Covid-19 world?”
Coronavirus For Investors - Using Alternative Data to Unveil Real COVID-19 Insights
Yin Luo, Vice Chairman at Wolfe Research, and Peter Hafez, Chief Data Scientist at RavenPack discussed coronavirus impacts on financial markets, and insights derived from news analytics data and stock prices. Access the webcast and slides.
Latest Research Papers
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.
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.
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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