Russell Smith, Portfolio Risk & Quantitative Analytics Specialist, FactSet Session recorded at RavenPack / Dow Jones Research Symposium entitled "Creating and Combining Alpha Streams from Big Data", London, Nov 19 2015. At its essence, quantitative investing relies on the identification of signals to generate alpha. One of the main criticisms of this approach is that the signals created often rely on company data and can therefore lack human insight. In modest terms a machine simply cannot read and react to the news in the same way that an analyst can. With recent developments in big data, we are starting to see a shift in this paradigm. In this presentation Russell will be looking at how big data concepts, specifically RavenPack’s News Sentiment indicators, can be combined with traditional factor strategies to provide more intelligent factor signals.
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