Leveraged Loan Trading with Sentiment Data
In this white paper, author Gábor Komáromi, Head of Fixed Income Analytics at RavenPack, turns his attention to how alternative data provided by RavenPack can be purposed for leveraged loan trading.
News Sentiment Bond Strategy For Italian BTPs and German Bunds Outperforms Buy-and-Hold
The results of this study suggest sentiment data can provide a basis for forecasting the Italian (BTP) and German government bond (bund) spreads.
8 Ways to Use RavenPack’s News Sentiment Data in Fixed Income Markets
This white paper summarises eight different ways in which academics have applied RavenPack’s aggregated news sentiment data to bring knowledge to the bond and credit sphere.
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.
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.
News in Macroeconomics Forecasting - Video and Slides
In terms of what we have in regards to big data in the world that tells you something about economic activity. So if you want to predict microeconomic activity, then you need all the data to be infinity precise. What we do is aggregate everything into a few macroeconomics indicators, such as interest rates, balance of payments, production and so forth.
Bond over Big Data - Trading bond futures (& FX)
The author uses the RavenPack Analytics Global Macro data to create news-based economic indices (NBESI) for the U.S., E.Z, U.K. and Japan which he then tests against sovereign bond futures prices and spreads. He also tests the indices against common FX strategies.
Understanding the Illiquidity of Corporate Bonds: The Arrival of Public News
In this paper, we use the arrival of firm-specific public news to gauge the importance of asymmetric information in shaping the illiquidity in corporate bond markets.
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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