RavenPack and Data Explorers webinar

Produce High Risk-Adjusted Returns with Quantified News Sentiment and Daily Stock Loan Data

On November 9, 2011, Data Explorers and RavenPack hosted a presentation by Knightsbridge’s Dr. John Kittrell, who presented his analysis of news sentiment and stock lending signals in the US Equity market between 2007 – 2010.

This study uses news data from RavenPack News Analytics and U.S. Equities short selling data from Data Explorers. Samuel Pierson, Quantitative Product Specialist at Data Explorers joined Dr. John Kittrell for a lively and insightful discussion around the key findings from his soon-to-be published paper, Behavioral Trends and Market Neutrality. Key topics included:

• How news sentiment signals can be used to outperform the equity market
• How to combine this data with diversifying stock lending metrics for enhanced risk adjusted returns
• How signals from both of these sources can be used to construct low turnover portfolios

Watch the recorded webinar now, or download a .pdf of Dr. Kittrell's presentation via the link below.