Sentiment analytics enhances performance of equity factor investing strategies

RavenPack is known for its multilingual news sentiment analytics and was named Alternative data vendor of the year at the Markets Technology Awards 2022 for its work in using these to identify, assess and track risk factors.

In this podcast, Zoi Fletcher speaks to Peter Hafez, chief data scientist at RavenPack, about how the vendor has been using factor tilts to boost equity factor portfolio returns.

1:00 – The foundations RavenPack build on to apply news and earnings transcripts/calls analytics to equity factor investing

2:57 – Developments in sentiment analytics that prompted RavenPack to use sentiment-tilted factors to enhance equity factor investing strategies

6:25 – How sentiment analytics can provide a leading edge to portfolio managers concerned with the recent lacklustre performance of crowded factor strategies

7:57 – Future trends and opportunities in the use of unstructured content for factor investing strategies

 

Learn more about equity factor investing strategies at RavenPack

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Alternative data vendor of the year: RavenPack

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• 17 Feb 2022