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
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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