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News Sentiment Everywhere - Trading Global Equities

RavenPack | July 09, 2018

Applying alternative data on a global scale can be challenging because it is not easily available, and often lacks coverage. RavenPack Analytics is different...it works everywhere! Take a look at our latest research, where we show how news sentiment strategies provide positive results in 41 out 49 countries.

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Value Strategies based on Machine Learning

J.P. Morgan Global Quantitative & Derivatives Strategy Team | August 09, 2017

equities third party

Following the popularity of their Big Data and AI Strategies report, J.P. Morgan demonstrate ideas on implementing machine learning algorithms to stock selection processes based on value strategies. They show how RavenPack data is a useful overlay to their strategy.

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Abnormal Media Attention Impacts Stock Returns

RavenPack | February 21, 2018

equities

We show how our measure of abnormal media attention helps select stocks that are likely to experience strong price movements, resulting in an improvement of average “per trade” returns.

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Enhancing Reversal Trading with News and Neutralization

J.P. Morgan Global Quantitative & Derivatives Strategy Team | October 03, 2017

equities third party

In this paper, J.P. Morgan look to neutralize unintended factor exposures in short-term reversals. They find that stocks with lower news volume or with exhibit stronger reversals, and anticipation of earnings news leads to stronger subsequent reversals.

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Intraday News Patterns: Implementation of Sentiment Strategies

RavenPack | August 08, 2018

intraday trading equities

In this paper, we demonstrate how intraday news patterns can dictate the implementation of sentiment-driven trading strategies. We reveal that the performance of our strategies is strongly influenced by the large volume of news clustered in the pre-open and after-close.

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A News Sentiment Stock Screener for Discretionary Traders

RavenPack | August 06, 2018

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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Profiting from Capex - Look To Capex Announcements

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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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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News Sentiment Everywhere - Trading Global Equities

Featured Articles

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Popular Articles

Value Strategies based on Machine Learning

Abnormal Media Attention Impacts Stock Returns

Enhancing Reversal Trading with News and Neutralization

Intraday News Patterns: Implementation of Sentiment Strategies

A News Sentiment Stock Screener for Discretionary Traders

Profiting from Capex - Look To Capex Announcements

RavenPack Analytics For Equity Trading

Earnings Sentiment Consistently Outperforms Consensus

Thematic Alpha Streams Improve Equity Portfolio Performance

Discover the RavenPack Platform