Monday, October 20, 2014

RavenPack Weekly Global Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week´s (ending October 19th 2014) values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

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Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending October 19th 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience

Tuesday, October 14, 2014

Global Macro Sentiment Plumbs 3-Year Low; Eurozone and UK Particularly Weak

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RavenPack Weekly Macro Sentiment Indicators

Global macroeconomic sentiment reached a three-year low at the end of last week, when measured over a three-month horizon, according to RavenPack's data. The UK and Eurozone were particularly poor performers, where sentiment is the lowest it has been for a year. 

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RavenPack's Macro Sentiment Indicators (MSI) are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

Request a copy of the research behind these indicators.
Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending October 12th 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience

Friday, October 10, 2014

Which Media Sources Really Move the Market?

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Which Media Sources Really Move the Market

There are so many reasons why we would want an answer to this question. Which publications should investors read? Where should a PR firm send press releases? How much is a publication worth? Are all "column inches" equal? And for systematic news analytics models, should certain publications be over or underweighted?

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Technically, whoever got the scoop moved the market. So the most scoops wins, right? Or is it that certain publications move markets regardless of scoops. I suspect the latter - but it's a moot point because we still want to know which the most influential publications are.

Monday, October 6, 2014

RavenPack Weekly Global Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week´s (ending October 5th 2014) values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

Bookmark and Share
Request a copy of the research behind these indicators.

Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending October 5th 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience

Tuesday, September 30, 2014

RavenPack Weekly Global Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week´s (ending September 28th 2014) values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

Bookmark and Share
Request a copy of the research behind these indicators.

Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending September 28th 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience

Monday, September 29, 2014

Bitcoin Investing Enhanced by Media Attention and Sentiment

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Bitcoin Investing Enhanced By Media Attention and Sentiment

Bitcoin investors have had a crazy old ride the last few years, but had they used media sentiment and attention to condition when to get in and out of the crypto-currency they would’ve been a lot better off than a buy-and-hold strategy.

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Using RavenPack News Analytics’ version 4.0 data, which tracks the entity Bitcoin, we were able to test if media attention and sentiment would help explain bitcoin price movements over the last three years.

Monday, September 22, 2014

RavenPack Weekly Global Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week´s (ending September 21st 2014) values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

Bookmark and Share
Request a copy of the research behind these indicators.

Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending September 21st 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience