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SUMMARY:Systematic trading using sentiment analysis data - Matyas Molner
DTSTART:20200123T130000Z
DTEND:20200123T143000Z
UID:TALK136108@talks.cam.ac.uk
CONTACT:James Fergusson
DESCRIPTION:The use of alternative data in systematic hedge funds has expl
 oded in recent years\, enabled by the advancement of machine learning tech
 niques and a drop in the cost of computing power. Strategies using dataset
 s from credit card transactions to satellite images are now increasingly i
 ncorporated into quantitative funds. In this talk\, I’ll present my rese
 arch on the predictive power of sentiment analysis data\, which was done d
 uring my placement at Cantab Capital. In particular\, I’ll discuss my an
 alysis of the RavenPack Global Macro dataset\, and its applications toward
 s predicting the price of commodities.
LOCATION:Kavli Large Meeting Room\, Kavli Building
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