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.
Country News Sentiment Factors Predict Forex Prices
The indexes, which represent the world’s major economies, are proven to predict short-term price moves in major currency pairs for up to several hours after a sentiment inflection point. Indeed, our cross-over strategy generates an annualized Information Ratio up to 2.2.
Latest Blog Articles
Coverage Falls, Sentiment as an Indicator of Back-to-Schoolness, Monitor Highs
In this issue, evidence media attention is declining; can sentiment predict whether a nation’s schools are reopening? And, which countries are hitting extremes on our monitor indexes.
The Era of Social Distancing
Our latest update includes a focus on social distancing, on two countries badly hit by the virus Russia and Brazil, tips on ESG-stock trading, and how enhancements to our news monitor enable story level granularity.
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.
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