To make advanced insights more accessible, RavenPack has analyzed terabytes of news articles, filings, and transcripts, to produce actionable sentiment and market-moving factors that work for every investor — from quantitative to discretionary trading. Leverage these factors to:
Daily factors aggregate information relevant to your portfolio that you can easily import into spreadsheets and dashboards. Skip the data wrangling and focus on your trading strategies.
All factors are driven by proprietary models proven to capture alpha —from job and news for companies, to macro indicators. You can even fine-tune signals to your universe, focus, and holding period.
Monitor market-moving signals from the systematic analysis of thousands of news and social media sources with easy-to-consume factors that can flag emerging risks.
RavenPack Factors leverage advanced analytics from the systematic processing of unstructured data to capture actionable insights for equities, bonds, and macro markets.
Macroeconomic factor to identify business cycles for the U.S. economy. Compiled from the insights of business leaders on the US economy during earnings calls.
To anticipate the most important inflection points in US economic activity and provide a more accurate assessment of the state of the economy.
Daily Trend-Following and Mean-Reverting trading signals from macro news sentiment across G7 currencies.
As macroeconomic news and geopolitical events increase the volatility in FX markets, sentiment becomes a key component in boosting signals for FX futures strategies.
Company-level factors of emerging ESG controversies identified from the systematic analysis of 40,000 news and social media sources.
To identify stocks and bonds with low controversy profile to capture more alpha and lower risk.
News sentiment and media attention insights on market-moving events at a document and event levels, 6 times daily.
Quantify the impact of media coverage for inclusion into strategies and dashboards.
Uncover more alpha before, during, and after earnings announcements, from the combination of 4 proven sources of market insights.
Leverage alpha-generative signals backed by research
Boost event-driven credit strategies with research-based signals from hard and soft corporate catalysts detected in top reputable sources.
Track bond issuers in real-time and at a large scale, monitoring unscheduled events affecting public and non-listed companies.
Investment decision-making processes are often sophisticated, but integrating additional insights should not be. RavenPack Factors make the output of advanced quantitative models accessible to all investors with several convenient delivery mechanisms including CSV files, as data warehouses on Snowflake, or customizable queries using Python libraries.
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