News sentiment is shown to outperform 1-month price momentum when predicting future
returns of the S&P 500. Market and industry-level sentiment indexes are constructed based on …

The stock market is affected by sentiment. The question is, however, how to quantify this effect
on asset prices. By utilizing the unique RavenPack Sentiment Index, a news-based proxy …

Background Data on patients with COVID-19 who have cancer are lacking. Here we characterise
the outcomes of a cohort of patients with cancer and COVID-19 and identify potential …

ESG ratings as a stock screener for downside protection can be significantly improved when
combined with sentiment indicators derived from news and social media. Following a …

Calculating news sentiment indexes at the company level in real time offer a better
understanding of the role of sentiment in asset pricing. This study shows how to construct these …

In this study, we explore the characteristics of RavenPack’s new data set derived from online
sources of financial news and opinion compared to the real-time content published by Dow …

We build six traditional style factor indices and an alternative factor index using news
sentiment information from RavenPack Analytics. We accomplish this with a factor mimicking …

The commodity futures spectrum is an integral part of today’s financial markets. Specifically,
energy-related ones like crude oil, gasoline and natural gas, among many more, all react to …

In this research, we investigate how EURUSD reacts to short and long term changes in macro
sentiment between the US and the Eurozone. Sentiment is measured by assigning scores …

In this study we propose a short-term Forex trading strategy that uses the principles of
technical analysis to create buy or sell signals based on data derived from fundamental news. …