Detecting Regime Change Using News Sentiment
Join Us Thursday, September 22nd at 11:30AM ET.
Is it possible to detect regime change with the help of news data?
Can unstructured textual data detect specific inflection points which signify a longer-term change in asset flows?
This webinar will focus on two use cases:
Using Dow Jones Newswires content to develop a sector rotation strategy: a bottom up aggregation of news sentiment from individual companies to industries and other correlated sectors.
A systematic approach to trading a volatility-based strategy that identifies overbought or oversold sentiment based on NLP from news content.
The presentation will conclude with a Q&A session with our quantitative researchers.