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.

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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 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.

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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

Monday, September 15, 2014

RavenPack Weekly Global Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week´s (ending September 14th 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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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 14th 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 8, 2014

News Analytics Helps Alleviate Drawdowns in FX Carry Trade

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Research: Abnormal Newsflow, News Sentiment and the Supply Chain

Saeed Amen, Quant Strategist at The Thalesians, a think tank and quantitative research firm, has just published a paper describing how to use news analytics to reduce drawdowns when managing FX carry trades. Saeed used RavenPack’s new version 4 data, which detects over 70% more news events than its predecessor.

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FX carry has long been one of the most popular systematic trading strategies in the macro space, but unfortunately, it suffers from drawdowns during times of risk aversion. Saeed found that filtering by news volume could help alleviate this problem – and relying on news analytics was way better than using VIX as a filter.

RavenPack Weekly Global Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week´s (ending September 7th 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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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 7th 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 1, 2014

RavenPack Weekly Global Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week's closing 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 August 31st 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