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Video: News Patterns Matter When Constructing Sentiment Trading Strategies

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.

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