Peter Hafez - Harvest

Researching and Modelling Big Data for Financial Institutions

Title

Chief Data Scientist

Education

Cass Business School, University of Copenhagen

Degree

MSc, Finance, Economics and Econometrics

Company Name
RavenPack

Company Description
The leading provider of Big Data Analytics for financial applications

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Peter Hafez, RavenPack

Data Hoarding and Alternative Data In Finance - How to Overcome the Challenges

Financial institutions have become data hoarders Banks, hedge funds, and asset managers have become data hoarders. However, many of these firms find it difficult to make use of all of this data. They need tools that can be used to extract information ...

Nov 30, 2016

Peter Hafez, RavenPack

US Elections 2016: A Final Big Data Perspective

It's Polling Day! We’re finally at the end of what has truly been a roller coaster ride of an election campaign. Since our first update on the 26th of October, FBI Director James Comey has announced the reopening of the investigation into Hillary ...

Nov 08, 2016

Peter Hafez, RavenPack

US Elections 2016: Sentiment, Lies, and Videotapes

The 2016 US Presidential campaigns have degenerated to the level of a daytime talk-show, and the media is playing a big role in influencing the remaining voters. With just under two weeks to go, we’ve been able to generate a wealth of big data ...

Oct 26, 2016

Peter Hafez, RavenPack

Deutsche Bank Research: Enhancing Pairs Trading with News Analytics

Deutsche Bank's recent research shows how they improve pairs trading with RavenPack’s news analytics. Their enhanced signal significantly reduces divergence risk and also boosts the average return per pair. Here are some of the highlights: The ...

Apr 12, 2016

Peter Hafez, RavenPack

Can Earnings Sentiment Give Investors an Edge over Consensus?

In our latest research, we find that earnings sentiment gives investors an edge over consensus. Our new earnings sentiment indicator derived from real-time news and social media significantly outperforms consensus estimates, both in terms of ...

Apr 05, 2016

Peter Hafez, RavenPack

What is Possible beyond Automated Sentiment Analytics on News Streams?

from Nicolas Mallison, Global Digital Transformation Consulting Lead Partner for Analytics, Atos Consulting Session recorded at RavenPack / Dow Jones Research Symposium entitled "Creating and Combining Alpha Streams from Big Data", London, Nov 19 ...

Jan 26, 2016

Peter Hafez, RavenPack

Natural Language Processing Applied to Mario Draghi Press Conferences

from Nicolas Boitout - CEO and Chief Algo Officer - MarketScience Session recorded at RavenPack / Dow Jones Research Symposium entitled "Creating and Combining Alpha Streams from Big Data", London, Nov 19 2015. Central bank communications are an ...

Jan 21, 2016

Peter Hafez, RavenPack

Access Slides & Video: Enhancing Factor Strategies with Big Data

From 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. Taking a Sentimental ...

Jan 19, 2016

Peter Hafez, RavenPack

Access Slides & Video: Exploiting Themes Derived from Unstructured Content in Trading

Abstract: Market response to sentiment derived from news events is not linear. Indeed, strategies based purely on positive versus negative sentiment are generally sub-optimal - either because the signal is too “noisy”, has a high turnover, or both. ...

Jan 14, 2016

Peter Hafez, RavenPack

Finding Value in Unstructured Data - Presentation Materials

On Nov 19th 2015, we hosted the RavenPack / Dow Jones Research Symposium in London exploring how value can be extracted from Big Data sources - particularly unstructured data. There were many great presentations at the packed event and we would not ...

Jan 08, 2016

Peter Hafez, RavenPack

Research: Improving Equity Portfolio Performance with Thematic Alpha Streams

The concept of alpha streams is very well known in the investment community, and there has been a fair bit of research into combining alpha streams, but little research exists on the actual alpha creation. Such know-how is usually kept secret by ...

Nov 04, 2015