Sam van de Schootbrugge
A new FEDS working paper uses Twitter chatter to build a measure of credit and financial market sentiment. The authors use Keyword Clustering alongside FinBERT to assign sentiment scores to tweets. They then average over tweets to create sentiment indices at different frequencies.
Bilal Hafeez
Deepak Gurnani is the Founder and Managing Partner of Versor Investments - $2bn quantitative investment firm. Deepak is the former CIO of Investcorp’s Hedge Fund Group and was one of the founding members in 1996.
Sam van de Schootbrugge
A new CEPR working paper, co-authored by UCL Professor Stephen Hansen provides an overview of the methods used for algorithmic text analysis in economics.
Bilal Hafeez
Jim Rogers co-founded the Quantum Fund, a global-investment partnership. During the next 10 years, the portfolio gained 4200%, while the S&P rose less than 50%. Rogers then decided to retire – at age 37.
Sam van de Schootbrugge
A new CEPR working paper, co-authored by UCL Professor Stephen Hansen provides an overview of the methods used for algorithmic text analysis in economics.
Bilal Hafeez
Stefan Jansen is the author of the widely read ‘Machine Learning For Algorithmic Trading’. He is the founder and Lead Data Scientist at Applied AI. He advises Fortune 500 companies, investment firms and startups across industries on data & AI strategy and developing machine learning solutions.
Thorsten Wegener
Why does the option guy feel the need to write about algorithmic trading you might ask? Because I think my ilk is kind of responsible, some say in a big way, for the Frankenstein monster that seems to run markets to a large degree nowadays.
Macro Hive
We explain how defensive stocks can help protect your investments during market downturns. By combining defensive stocks with other types of stocks, such as growth stocks or value stocks, investors can create a diversified portfolio.
Macro Hive
Is it a good time to buy bonds? We explain how bonds work and reveal the latest insights on bond investment strategies in our monthly analysis.
Bilal Hafeez
Spring, rather than the start of the year, is the best time to make resolutions for the year. The days get longer, flowers begin to bloom, and the sun makes more regular appearances.
Bilal Hafeez
It’s good to give up food and drink every now and then. At least that’s what numerous religions and cultures tell us about fasting. Indeed, devout Muslims are about to start their annual one month fast, Ramadan, when they stop eating and drinking during daylight hours...
Julius Probst, PhD
One of the more worrying global trends in recent decades is that economic growth in advanced economies has fizzled out. The economic historian Robert Gordon suggests the US economy is struggling with demographic trends like a rapidly ageing society, but he also believes that the easy gains from innovation have been made.
Bilal Hafeez
If Shakespearean English is the benchmark, then not many of us know English. Even simple interactions sound odd and wordy. Take the opening of Hamlet:
Bilal Hafeez
It usually strikes when you are between 45 and 55 years old. You can start to feel more anxious and lose self-confidence. Your memory may falter.
Sam van de Schootbrugge
A new Federal Reserve Bank of New York paper investigates the link between bitcoin and macroeconomic fundamentals.
Bilal Hafeez
We take ourselves far too seriously, but someone who didn’t was American physicist Richard Feynman (1918-1988).
Sam van de Schootbrugge
A new NBER working paper by AI-expert and Professor in Economics Anton Korinek demonstrates 25 helpful ChatGPT use cases for researchers in economics.
Bilal Hafeez
The best book I’ve ever come across on coming up with ideas is a very short one called “A Technique for Producing Ideas” by James Webb Young published in the 1940s. The summary of which is:
Sam van de Schootbrugge
A new Journal of Financial Economics paper develops a text-based model from earnings calls to predict stock price movements. In contrast to the standard ‘bag-of-words’ approach used in finance, the authors build their sentiment measures using dictionaries created only by algorithms.
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