When traditional strategies show diminishing returns, look for new alpha in unstructured data, like news, blogs and social media. Use RavenPack's powerful analytics to build trading signals, or as an input into regression models aimed at predicting future stock returns.
Multidimensional sentiment from textual data provides refined indicators that complement other systematic signals. Research demonstrates the consistent value of RavenPack analytics to uncover additional alpha regionally and globally.
Sentiment-augmented signals can exhibit augmented information ratios over days to months. Research continues to describe models and overlays that identify opportunities over small, mid, and large-cap universes, in all regions.
Weekly or monthly rebalances can benefit from sentiment indicators for risk monitoring, or stock selection for portfolios of all sizes.
Research studies have shown the specific value of sentiment data to generate profitable equity strategies in the US, in Europe, and in Asia.
Research has identified alpha-generative combinations of signals from news, insider transactions, and smart beta. Boost your earnings call coverage with our unique multi-dataset strategy.
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