Live Chat with the Experts: News Analytics in the new ESG Investment Paradigm
In this webinar, RavenPack’s Marko Kangrga will chair a panel with Nathan Cockrell, Co-Director of Research at Lazard Asset Management and Pierre Lenders, Head of ESG at Capital Fund Management who have extensive experience in the fields of finance and ESG to discuss the ins and outs of how news analytics is playing a leading role in enabling investors to navigate the emerging ESG wave.
Live Chat with the Experts: Covid-19 and the Impact on Stock Returns Globally
The repercussions of the Covid pandemic on financial markets will be the subject of discussion in this webinar, in which RavenPack’s Senior Data Scientist, Inna Grinis, will be joined in conversation by an eminent scholar in the field , Professor Yong Joo Kang, of Thompson Rivers University.
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.
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.
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.
A Leveraged Buyout Model
In this 3rd episode of the Live Chat with the Experts series, Milind Sharma, from QuantZ Machine Intelligence Technologies, introduces a Quantamental Investing Model and synopsizes a Sentiment Signal on a LBO Model. Register today!
Wolfe Research co-hosted RavenPack's 2nd Live Chat with the Experts
In this 2nd Live Chat with the Experts, we discussed recent reports from Wolfe Research, demonstrating how to extract signals from RavenPack data for mid-term equity trading. We highlighted practical use cases on Global Macro, Trade War and Brexit.
Latest Research Papers
Mitigating Risk Using RavenPack Analytics: A Research Roundtable
A growing corpus of research shows that news analytics data has proven useful in forecasting market volatility
Trading Around the Earnings Calendar
Our recent data science study about calendar earnings changes and news sentiment shows evidence of alpha generation
2020 Research Summary: 12 Validated New Ways to Capture Alpha
Evidence that news analytics and sentiment data provides original sources of alpha not already factored in by existing indicators and models.
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