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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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
A Novel Approach to Assessing Municipal Bond Returns Using Big Data
In a recent study of the U.S. muni-bond market, Professor Stephanie F. Cheng at Tulane University takes an interesting and novel approach to applying RavenPack news sentiment and event data.
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.
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