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.
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.
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.
Capturing Alpha From Your Own Digital Content
Are you hoarding way too many emails, messages, and files? RavenPack can turn your internal content into alpha.
An Extreme Sentiment News-Based Stock-Screener
In this study, data scientists at RavenPack wanted to see whether news sentiment scores, generated by scanning high-quality financial news articles, could be used as a screener for better-performing stocks.
How to Use Event Data for Global Macro and Mid-Term Equity Trading
Webinar: how to extract signals from RavenPack event data for mid-term equity trading. We also highlight practical use cases for Global Macro, Trade War and Brexit. Co-hosted by RavenPack and Wolfe Research. Watch the highlights and request the full video and slide deck below.
Where is the Marginal Investor? A Study by Deutsche Bank Examining the Reaction to Positive & Negative News Sentiment
In a recent report, Deutsche Bank took a novel approach to using RavenPack news analytics data for estimating equity positioning based on the time-varying reaction to news flow.
Latest Blog Articles
Coronavirus - What Data Investors Should Look at: Affected Stocks, Recession Fears, and more...
Will the coronavirus lead to another recession? How are stocks being affected? Check this page regularly for infographics based on our news and sentiment data delivering insights for investment professionals. You can also subscribe to receive our Covid-19 updates via email.
The Rise of the BioPharma Stock Market: A Race for a Coronavirus Vaccine
Biopharma has provided one of the few defensive sectors during the coronavirus rout and our news sentiment data can help investors make the most of it.
What is the News Really Telling Us About the COVID-19 Pandemic?
What light, if any, can news analytics shed on the coronavirus epidemic? In this post, Peter Hafez, Chief Data Scientist at RavenPack, relates his findings, including how, in many cases, a spike in news volume leads official reports of confirmed cases, and how virus-news as a percentage of total news can provide an indicator for market returns in sensitive sectors.
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