Forex, Carry, Value, and Momentum - Boosted by Sentiment?
The multi-trillion Dollar FX market was the focus of our latest study which sought to find out whether traditional factors such as Carry, Value and Momentum could be enhanced with news sentiment.
Forex Day Trading Strategy Gains Edge From RavenPack’s Sentiment Data
In this white paper, news sentiment data aggregated from online financial and economic news sources provides signals for a profitable Forex day trading strategy.
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.
Filtering FX Carry Using RavenPack News Analytics
In the study, Saeed Amen, Quant Strategist at The Thalesians and a former Executive Director in Quantitative Strategy at Nomura, uses RavenPack News Analytics Global Macro data to show how news-based filters can alleviate drawdowns during times of risk aversion on FX carry trades.
Video: Using Macroeconomic Events in an Automated FX Trading Strategy
Ilya Gorelik from Deltix discusses how the arrival of macroeconomic news data can be used to create a profitable forex trading strategy.
Sentiment Derived from News Predicts EURUSD Movements
Sentiment is measured by assigning scores to macroeconomic and geopolitical events reported in the news. Overall, we find evidence that the EURUSD overreacts to daily changes in macro sentiment but underreacts to monthly changes.
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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