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.
Stock Market Reaction to ESG News
This study reveals the benefits of a calm and measured approach to trading around bad-ESG news.
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.
Latest Blog Articles
The Era of Social Distancing
Our latest update includes a focus on social distancing, on two countries badly hit by the virus Russia and Brazil, tips on ESG-stock trading, and how enhancements to our news monitor enable story level granularity.
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.
Sentiment Reverses, Insider Trading Data for Market Turns, A Breakthrough for the Vaccine..?
The tide turns as key sentiment indices show compelling reversal insignia reflecting phase ‘opendown’ and rising prophylactic optimism.
Request a Trial
Fill out the form below and see RavenPack in action.