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 Conference
'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.
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.
Big Data, Alternative Data, and AI in Finance: Challenges & Opportunities
Chief Data Scientist Peter Hafez will present 'Sustainable Investing: Using NLP to Get an Edge' at the Axess ThinkTank event in Geneva, Switzerland - 29th January 2020.
QDC: Quandl Data Conference 2020
RavenPack will be speaking at Quandl Data Conference 2020. This event focuses on how investors can extract valuable signals from floods of alternative data.
RavenPack Invited to Share Valuable Insights at FinTech Festival 2019
Emerging technology is impacting capital markets participants’ choices around market collaboration partners, transaction venues and data. The industry is being transformed through technology, regulatory and market forces, resulting in global capital markets ecosystems that link infrastructure providers, institutional investors, brokers/dealers, service providers, and technology/data providers in innovative ways.
RavenPack Joins the Beryl Elites Alternative Investment Conference
RavenPack CEO Armando Gonzalez joins Beryl Elites 3rd Annual Alternative Investments Conference to be held in New York City, exploring the latest investment ideas, products and trends.
RavenPack Joins Bank of America Merrill Lynch Conference
RavenPack's Chief Data Scientist Peter Hafez, has been chosen to present new use-cases at the 2019 Bank of America Merrill Lynch Hong Kong Conference.
Latest Research Papers
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
Insider Trading Strategies Enhanced by News Sentiment Data
This study shows how insider transaction data can be used to generate profitable trading signals, and enhanced using a News Sentiment overlay
RavenPack News Sentiment Data Outperforms During Coronavirus Crisis
News sentiment data can still enhance alpha strategies and provide downside protection during periods of intense volatility.
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