Browse - RavenPack

Energy Futures Trading with Machine Learning & Event Detection

RavenPack | May 02, 2018

We show how combining all models produce solid risk-adjusted returns with lower average bias and without the need to select one particular model.

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A Textual Analysis of News Events for Crude Oil

Duke University & University of Luxembourg | September 07, 2016

third party global macro

Considering news analytics as part of an oil price prediction model, we’re able to include information which is otherwise hard to capture. This allows for new avenues to explore when it comes to alpha capture.

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Bond over Big Data - Trading bond futures (& FX)

The Thalesians | January 20, 2015

third party global macro

The author uses the RavenPack Analytics Global Macro data to create news-based economic indices (NBESI) for the U.S., E.Z, U.K. and Japan which he then tests against sovereign bond futures prices and spreads. He also tests the indices against common FX strategies.

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