There will be an interesting research seminar in New York mainly on news and sentiment analysis on May 20, 2010 in Wall Street. The event will include short research presentations and a panel discussion moderated by Bob Warshaw, Head of Global Equities at Tradeweb. The lineup of speakers is actually quite impressive. Dan DiBartolomeo from Northfield will present a study on the incorporation of quantified news into portfolio risk assessments. I’ve listened in on a few of his talks at the Behavioral Finance conference in London organized by Carisma last year and at a QWAFAFEW event in New York. I also saw an interview of him on television where he spoke about his role consulting Harry Markopolos in his efforts to unmask Madoff.
John Kittrell, Senior Quant at Knightsbridge Asset Management will discuss a study on sentiment reversals as buy signals. I actually wrote a summary of John’s paper in a previous posting. His work is inspiring as it's based on actual industry applications of news analytics.
Gurvinder Brar who heads equity research at Macquarie in London will be presenting some of their latest work on news analytics and Joey Engelberg, Asst. Professor from UNC Kenan-Flagler Business School will discuss his research on how “short sellers” tend to process news and information.
The luncheon event is being organized by RavenPack and is free for registered attendees. More details here.
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