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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?
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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.
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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
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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
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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.
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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.
Latest Blog Articles
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.
China’s Covid Miracle and Coronavirus News About the U.S. Election
In this update, we focus in on the country where it all started - China, and the impressive way in which it has managed to limit the virus’ spread and turn around its economy, as well as the link between levels of Covid news about the U.S. elections and candidates’ winning chances.
How News About Black Lives Matter Impacts on Trump’s Winning Chances and other Monitor Highlights
In this update, Biden’s lead narrows after he loses North Carolina but this is balanced by gains elsewhere, and how the news about ‘Black Lives Matter’ is linked to Trump’s chances of winning and the election in general.
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