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How to Use Event Data for Global Macro and Mid-Term Equity Trading

Webinar Proceedings: how to extract signals from RavenPack event data for mid-term equity trading. We also highlight practical use cases on Global Macro, Trade War and Brexit. Co-hosted by RavenPack and Wolfe Research. Watch an abstract below. The full video and slides are available upon request.

The webinar was titled " The Interaction of News, Social Media, Corporate Events, and Global Macro". See the outline below:

RavenPack Event Data Use Cases

We discussed recent reports from Wolfe Research, demonstrating how to extract signals from RavenPack event data for mid-term equity trading. We also highlighted practical use cases on Global Macro, with topics such as the trade war and Brexit.

Mid-Term Equity Trading

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 mid term investors.

Global Macro Trading

Hear our experts discuss how to use event data for Global Macro. In particular, we discuss how to hedge the exposure to the Trade War and Brexit using RavenPack thematic event data and sentiment.

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