RPNA
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Abstract
RavenPack News Analytics (RPNA) provides real-time structured sentiment, relevance and novelty data for entities and events detected in the unstructured text published by reputable content sources. Publishers include Dow Jones Newswires, the Wall Street Journal and over 19,000 other traditional and social media sites. RavenPack News Analytics is used to enhance returns or improve efficiency by quantitative & algorithmic traders, automated market-makers, portfolio managers, risk managers and surveillance analysts. Over 16 years of millisecond time-stamped data is available for backtesting.
Research Area
Financial Markets
Keywords
monetary policy surprises, equity premium, fund flows, portfolio rebalanc- ing, price pressures
JEL Classification
G10, G12, E44
Working Paper References
Topic
Consumption
Financial Markets
Saving and Borrowing
Financial Markets
Saving and Borrowing
Publication Type
Research Data
Link to Publication
Collections
- External Research Data [777]
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International