Peter Hafez, Chief Data Scientist, RavenPack
| October 08, 2018
Peter showcases RavenPack’s latest research on how intraday news patterns dictate the construction and implementation of sentiment strategies across thousands of news sources. Watch the highlights below, you can request access to slides and the full video.
The Big Data revolution has enabled new ways of constructing orthogonal alpha signals around alternative data. In contrast with market data, most alternative data, and especially news, is available in an uninterrupted fashion, 24 hours a day, 7 days a week
Peter shows how to detect intraday news patterns and how to take advantage of them for profit when constructing trading strategies.
Access the underlying white paper
"Intraday News Patterns: Implementation of Sentiment Strategies"
This session was held at the
RavenPack Research Symposium held in New York on September 12, 2018
Please use your business email. If you don't have one, please email us at email@example.com.
We will process your personal data with the purpose of managing your personal account on
RavenPack and offering our services. You can exercise your rights of access, rectification,
erasure, restriction of processing, data portability and objection by emailing us at firstname.lastname@example.org. For more information, you can
Your request has been recorded and a team member will be in touch soon.
We consider incorporating sentiment signals from news, earnings call transcripts, and insider transactions to
boost the risk-adjusted returns, and revive factor performance.
We find stronger, more predictable market reactions when the words of company executives agree with their actions.
We have gathered 12 insights from 2021 research that can be leveraged in 2022.