January 20, 2023
News related to credit ratings, analyst ratings, and price targets can significantly impact bond prices. We looked at the impact of credit-related announcements on corporate bond prices using sentiment-based trading strategies that analyze media content.
Fixed income investors are facing challenges due to the inflation shock and rising interest rates. As central banks wind down their asset purchasing programs and economic growth slows, bond selection has become crucial for navigating rate volatility and allocating capital to the right securities.
In our latest paper, we evaluate the impact of credit-related announcements on corporate bond prices, conditioning news on past bond performance and news sentiment. We find:
Explore our latest whitepaper and gain a deeper understanding of our key findings.
Please use your business email. If you don't have one, please email us at firstname.lastname@example.org.
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 email@example.com. For more information, you can
Your request has been recorded and a team member will be in touch soon.
High inflation has returned in developed markets after decades of lying low. In our latest paper, we show how to build an inflation-based asset allocation strategy using sentiment data and we illustrate that sentiment-based strategies outperform models that depend merely on past observed inflation values.
This year's RavenPack Research Symposium brought two intense days of knowledge sharing in London and New York, from 25 top experts in natural language processing, quantitative investing and machine learning. Together, we explored how firms can leverage new language models to generate alpha, better manage risk and respond to calls for more sustainable investment practices.
Human capital is at the heart of value creation. Our latest research demonstrates how unprecedented workforce insights, sourced from over 200 million job postings, can generate more alpha.