Research - RavenPack

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Fundamental Investing: Big Data, Big Biotech

Empirical Research Partners | January 15, 2019

Recently, Empirical Research Partners showed how news and social media sentiment can improve the timing of stock picking, not only in the US but also internationally. It turns out it is particularly useful in biopharma, where the tone of news about the upcoming drug pipeline tells us something about longer-term returns (up to 12 months).

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Using NLP and Machine Learning for Long Term Investing

Wolfe Research | February 04, 2019

equities third party

In a recent report, Wolfe Research is developing a long/short strategy from news and social media. They use RavenPack’s event detection and machine learning techniques to create an orthogonal signal. This signal is particularly valuable for longer term investors.

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Intraday News Patterns: Implementation of Sentiment Strategies

RavenPack | August 08, 2018

equities intraday trading

In this study, we demonstrate how exploiting the timing of news adds significant value to our sentiment indicators and their performance when constructing short-term, long-short equity strategies.

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CitiBank's take on CAPEX announcement strategies using RavenPack data

Citi Research and Peter Hafez, Chief Data Scientist, RavenPack | July 26, 2018

equities third party

Peter Hafez, our Chief Data Scientist, highlights the key results and comments on the methodology used by Citi quant research team in their report titled "Searching for Alpha: Profiting from Capex - Look To Capex Announcements".

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Using NLP and Machine Learning for Long Term Investing

Wolfe Research | February 04, 2019

equities third party

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Fundamental Investing: Big Data, Big Biotech

Empirical Research Partners | January 15, 2019

equities third party

Empirical Research Partners’ Take on Big Data: Media Sentiment - Useful Around the World

Empirical Research Partners and Peter Hafez, Chief Data Scientist at RavenPack | October 01, 2018

equities third party

In recent reports, Empirical Research Partners tested the efficacy of media sentiment applied to non-US developed world markets by using eight different news sentiment data providers, including RavenPack. They find that only two sentiment data providers adds to their International Modeling Efforts, with a special mention to RavenPack.

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RavenPack Analytics For Equity Trading

RavenPack | April 20, 2017

equities

In this first research on the new RavenPack Analytics (RPA) dataset, we take advantage of the latest innovations in natural language processing, which provide a much deeper textual analysis of unstructured documents. We show how RPA improves the predictive power of our models by taking advantage of our new analytics.

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Earnings Sentiment Consistently Outperforms Consensus

RavenPack | March 16, 2016

equities

In our latest research, we find that our new earnings sentiment indicator derived from real-time news and social media significantly outperforms consensus estimates, both in terms of Information Ratios and annualized returns.

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Thematic Alpha Streams Improve Equity Portfolio Performance

RavenPack | September 22, 2015

equities

We demonstrate one way to combine alpha streams employing RavenPack data derived from news and social media into portfolios that deliver strong risk-adjusted returns and lower turnover than most news-based portfolios.

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