Leveraged Loan Trading with Sentiment Data
In this white paper, author Gábor Komáromi, Head of Fixed Income Analytics at RavenPack, turns his attention to how alternative data provided by RavenPack can be purposed for leveraged loan trading.
Generate Alpha by Enhancing MSCI ESG Ratings with News Sentiment
Our new study shows sentiment analysis enhances stock screening, leading to better performance and downside risk mitigation.
Forex Day Trading Strategy Gains Edge From RavenPack’s Sentiment Data
In this white paper, news sentiment data aggregated from online financial and economic news sources provides signals for a profitable Forex day trading strategy.
Enhancing Quantamental Signals with Sentiment
The author shows how a sentiment signal, derived from news and social media, performs as an overlay to an existing leveraged buyout strategy (LBO). The study should be of interest to activists, risk arbitrageurs and speculators on the long side as well as market participants (typically quants), looking to eliminate event risk on the short side.
News Sentiment Bond Strategy For Italian BTPs and German Bunds Outperforms Buy-and-Hold
The results of this study suggest sentiment data can provide a basis for forecasting the Italian (BTP) and German government bond (bund) spreads.
8 Ways to Use RavenPack’s News Sentiment Data in Fixed Income Markets
This white paper summarises eight different ways in which academics have applied RavenPack’s aggregated news sentiment data to bring knowledge to the bond and credit sphere.
Video: Enhancing Macroeconomic Nowcasters with Big Data
In this talk, Salman discusses an approach to harness big data and improve an existing nowcasting framework in order to better understand the risks and potentially enhancing the performance of investments decisions.
Video: Forecasting Stock Beta with Machine Learning and Equity Sentiment
Robert discusses the benefits of using machine learning to forecast equity beta. In addition to common fundamental variables and historical beta he also incorporates equity sentiment data into the set of predictor variables.
Video: Asset Managers: It's Time to Monetize Your Own Data
Peter presents a real case study showcasing how a fundamental asset management firm is leveraging RavenPack technology to transform their own emails, messages, and files into trading signals to create alpha generating strategies.
Latest Blog Articles
How Big Data Can Enhance Commodity Trading Strategies in 2020
2020 promises to be a volatile year for commodities but the good news is that RavenPack data can help traders navigate any potential troubled waters.
Struggling Asset Manager’s Increasingly Resort to Alternative Data
A mix of increased competition and sustained stock market growth is forcing active asset managers to seek out more innovative sources of alpha.
10 Ways News Sentiment is Providing Value to Investors - Best of 2019
In the last year, both our own and independent research continues to make a strong case for RavenPack news sentiment data adding substantial value to investment decision-making.
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