In this paper, we use RavenPack Transcripts to build three independent trading signals originating from earnings conference calls: 1) Event Sentiment: based on key events identified throughout the call 2) Document Sentiment: using a new machine learning technique to measure the sentiment of...

Corporate executives and investor relations teams often use strategic timing to schedule and disseminate earnings results. Studies have shown that earnings delays may signal weak performance, while advancing the date may be a sign of good news. In this paper, we study the insights contained in...

Currency factors, such as momentum, carry and value, are well-known candidates for alternative risk premia strategies. Benefiting from low correlations with traditional asset classes, FX factors can provide portfolio diversification advantages, while delivering idiosyncratic returns. In this...

With interest rates in developed markets (DM) currently hovering at historic lows, a long-only exposure to DM sovereign fixed income may prove challenging in the years ahead. Style investing offers an alternative way of capturing returns uncorrelated with traditional assets, and has recently...

ESG ratings as a stock screener for downside protection can be significantly improved when combined with sentiment indicators derived from news and social media. Following a statistical approach, consisting in evaluating thousands of long-only monthly-rebalanced random portfolios, we find...

"This book compiles the latest research on service-oriented applications life cycles, detailing methodologies and applications in this emerging field, addressing issues in the SOC domain, including service discovery, service composition, and service management"--Provided by publisher.