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event | Webinars, Industry Events

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.

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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

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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.

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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.

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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.

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J.P Morgan Annual NYC Macro Quant Conference 2020

CEO Armando Gonzalez will be speaking at JP Morgan Virtual Quant Conference

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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.

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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.

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Beyond the Hype: Investment-AI and Machine Learning

Join the AI and Machine Learning for Investors Webinar, hosted by Warwick Business School, on Friday 3rd of April, 2020. RavenPack's Peter Hafez will discuss COVID-19: Using News Sentiment in the Time of Crisis.

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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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