J.P. Morgan: Using RavenPack Sentiment for Cross Asset Style Timing
Our Chief Data Scientist comments a recent J.P. Morgan white paper which proposes a framework for style timing in cross-asset risk, using various Machine Learning techniques to generate views on expected returns. He highlights where RavenPack data provide the most value.
Empirical Research Partners’ Take on Big Data: Media Sentiment - Useful Around the World
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.
Discover the RavenPack Platform
Choose from over 180 curated datasets covering a variety of different topics.Explore Now