Research - RavenPack

All equities commodities forex fixed income cross-asset

Enhancing Quantamental Signals with Sentiment

Milind Sharma, CEO, QuantZ Machine Intelligence Technologies | July 30, 2019

The author shows how a sentiment signal, derived from news and social media, performs as an overlay to an existing leveraged buyout strategy (LBO). The study should be of interest to activists, risk arbitrageurs and speculators on the long side as well as market participants (typically quants), looking to eliminate event risk on the short side.

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Capturing Alpha From Your Own Digital Content

RavenPack | May 23, 2019

equities

Are you hoarding way too many emails, messages, and files? RavenPack can turn your internal content into alpha.

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Recent Articles

Using Sentiment Analysis to Navigate the Italian Government Bond Market

Gábor Komáromi | July 12, 2019

fixed income

Italian Government Bonds (BTPs) are amongst the most important bond instruments globally. The spread between BTPs and German government bonds (Bunds) is not only an important indicator for the overall risk sentiment in financial markets, it also affects the portfolios of a lot of investors.

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News Sentiment Analysis for Fixed Income Markets

RavenPack - Summary of Academic Papers | June 05, 2019

cross-asset fixed income

In this report, we summarize eight academic papers to illustrate the ways in which we can use news sentiment analysis for a variety of fixed income applications, including credit risk analysis and valuation and to glean insights into the credit market participant dynamics.

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Video: Enhancing Macroeconomic Nowcasters with Big Data

Dr. Salman Baig, Portfolio Manager, Unigestion | May 30, 2019

cross-asset equities commodities forex fixed income

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.

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Video: Forecasting Stock Beta with Machine Learning and Equity Sentiment

Dr. Robert Kosowski, Head of Quantitative Research, Unigestion | May 30, 2019

equities

Robert discusses the benefits of using machine learning to forecast equity beta. In addition to common fundamental variables and historical beta he also incorporates equity sentiment data into the set of predictor variables.

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Asset Managers: It's Time to Monetize Your Own Data

Peter Hafez, Chief Data Scientist, RavenPack | May 30, 2019

equities

Peter presents a real case study showcasing how a fundamental asset management firm is leveraging RavenPack technology to transform their own emails, messages, and files into trading signals to create alpha generating strategies.

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A News Sentiment Stock Screener for Discretionary Traders

RavenPack | May 23, 2019

equities

In this paper, we introduce a news sentiment stock screener to construct small sized equity portfolios using RavenPack Analytics. The screener can help discretionary investors narrow down candidates from a larger investable universe.

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How to Use Event Data for Global Macro and Mid-Term Equity Trading

Wolfe Research | May 13, 2019

cross-asset equities

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.

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Where is the Marginal Investor? A Study by Deutsche Bank Examining the Reaction to Positive & Negative News Sentiment

Deutsche Bank | May 02, 2019

equities

In a recent report, Deutsche Bank took a novel approach to using RavenPack news analytics data for estimating equity positioning based on the time-varying reaction to news flow.

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