Wolfe Research | May 13, 2019
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.
The webinar is titled "The Interaction of News, Social Media, Corporate Events, and Global Macro." See the outline below:
We discuss recent reports from Wolfe Research, demonstrating how to extract signals from RavenPack event data for equity trading with a mid-term investment horizon. We also highlight practical use cases for Global Macro by looking at topics such as trade war and Brexit.
Wolfe Research develops 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 mid term investors.
Hear our experts discuss how to use event data for Global Macro. In particular, we discuss how to hedge the exposure to the Global Trade War and Brexit using RavenPack thematic event data and sentiment.
Please use your business email. If you don't have one, please email us at info@ravenpack.com.
By providing your personal information and submitting your details, you acknowledge that you have read, understood, and agreed to our Privacy Statement and you accept our Terms and Conditions. We will handle your personal information in compliance with our Privacy Statement. You can exercise your rights of access, rectification, erasure, restriction of processing, data portability, and objection by emailing us at privacy@ravenpack.com in accordance with the GDPRs. You also are agreeing to receive occasional updates and communications from RavenPack about resources, events, products, or services that may be of interest to you.
Your request has been recorded and a team member will be in touch soon.