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
Market Overreactions after Negative ESG News - A Global Phenomenon?
Ethical investing considerations are now so pronounced they are impacting on market structure, but how widespread is the phenomenon outside the U.S.? A recent study investigates.
European Insider Transactions Strategies Overlaid with Sentiment
Trades made by company insiders can offer clues as to future market direction - and whilst prior studies have proven its efficacy at a global level, how well does it perform for European stocks?
APAC Insider Transactions Strategies Overlaid with Sentiment
How can investors use insider transactions overlaid with sentiment data to drive alpha and what are the results if applied to portfolios from the Asia Pacific region? RavenPack’s latest white paper investigates.
A 2020 U.S. Election Forecasting Model Leveraging RavenPack’s News Analytics
RavenPack data is used to analyze sentiment, media attention, and historical voting patterns to predict the U.S. presidential election in 2020.
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
Latest Blog Articles
Predicting a Historic Election with News Analysis
Predicting a Historic Election with News Analysis. How well did our monitor forecast the 2020 presidential election? Joe Biden won the presidential election by 306 electoral votes to Trump’s 229. The result is very close to RavenPack’s forecast of a Biden victory by a mean of 313 votes to 225 for Trump and places our prediction within 3% of the expected nationwide result.
RavenPack Indicator Warned of Latest UK Lockdown, Election News Eclipses COVID, RavenPack Data in Academic Studies
In this update, we focus on how our Coronavirus monitor is reflecting the hype around the U.S. Presidential Election, we revisit our lockdown indicator to see how well it would have forecasted the new lockdown in the UK, and we highlight some noteworthy academic studies from the rising tide of research making use of our Coronavirus data.
Final Stretch: Are Election Polls Wrong in these 6 US States?
RavenPack uses Artificial Intelligence to analyze sentiment, media attention and historical voting patterns to predict the US presidential election next week. Our model has accurately predicted the winner in 4 out of the last 5 elections.
Request a Trial
Fill out the form below and see RavenPack in action.