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
Trading Small-Caps Comes With Risk and Rewards
Trading Small-Caps Comes With Risks and Rewards, Could News-Based Strategies be the Ideal Solution?
10 Things We Learned From News Analytics in 2020
Events such as COVID-19 and the U.S. presidential elections have made 2020 a year unlike any other. Below is a summary of 10 of the most interesting data insights we drew from news analytics and sentiment data in 2020.
Profile of a Sentiment Trader
RavenPack data is used in an increasing number of academic fields for research work that involves quantifying market sentiment. The article below highlights one particular study from 2020 that makes original use of our data as part of a social profiling exercise.
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