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Extracting Alpha from News Sentiment

Quant practitioners have traditionally used numerical data to look for insights, but they are increasingly turning to text to find alpha. As textual data grows in depth, breadth, and velocity, active managers cannot afford to ignore news, social, and other digital data sources - since they both reflect, as well as often influence, market sentiment.

We’ve teamed up with Dow Jones Newswires to help both quants and non-quants extract sentiment from Dow Jones news and construct more differentiated portfolios.

In this webinar you will learn:
* Why NLP provides a competitive advantage to portfolio managers
* The steps required to extract sentiment using NLP and how to launch a portfolio into production.

In addition, we will provide a sneak peek into our multi-strategy “Trifecta” fund which utilizes Adaptive AI to adjust and respond to new market environments.

Jun 2, 2022 02:00 PM in Eastern Time (US and Canada)