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
A Novel Approach to Assessing Municipal Bond Returns Using Big Data
In a recent study of the U.S. muni-bond market, Professor Stephanie F. Cheng at Tulane University takes an interesting and novel approach to applying RavenPack news sentiment and event data.
How Big Data Can Enhance Commodity Trading Strategies in 2020
2020 promises to be a volatile year for commodities but the good news is that RavenPack data can help traders navigate any potential troubled waters.
Struggling Asset Manager’s Increasingly Resort to Alternative Data
A mix of increased competition and sustained stock market growth is forcing active asset managers to seek out more innovative sources of alpha.
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