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Detecting Regime Change using news sentiment
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.

Sep 22, 2022 11:30 AM in Eastern Time (US and Canada)

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