Track fear and media hype indicators in addition to confirmed cases with our free Coronavirus News Monitor. Go to website

Show

  • All Categories
  • Industry Events
  • RavenPack Symposiums
  • Webinars

event | Webinars

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.

Go to  events arrow_forward

event | Webinars

J.P Morgan Annual NYC Macro Quant Conference 2020

CEO Armando will be speaking at JP Morgan Virtual Quant Conference

Go to  events arrow_forward

event | Webinars

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?”

Go to  events arrow_forward

event | Webinars

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.

Go to  events arrow_forward

event | Webinars

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.

Go to  events arrow_forward

event | Webinars

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!

Go to  events arrow_forward

event | Webinars

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.

Go to  events arrow_forward

event | Webinars

Empirical Research Partners co-hosted RavenPack's 1st Live Chat with the Experts

In this first episode, we discussed a recent report from Empirical Research Partners titled “Big Data for Fundamental Investing”, that explores a use case on the biotech sector.

Go to  events arrow_forward

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.

Request a Trial

Fill out the form below and see RavenPack in action.