Webinar Invitation: Sentiment Data for Investment Strategies

In this special webinar Dr. Svetlana Borovkova will present her sentiment indicator model and show how it can be applied to quantitative trading and investment strategies.

In 2016, Dr Svetlana Borovkova, Associate Professor of Quantitative Finance at Vrije Universiteit Amsterdam, introduced SenSR: sentiment-based systemic risk indicator. It reflects the media sentiment about the global financial system and it is obtained by monitoring news about systemically important financial institutions.

In this webinar she will take it a step further and extend the SenSR methodology to sectors other than the financial sector: for example, Technology, Industry, Energy, Healthcare and others. Attend this webinar to see how these sector-based sentiment indicators are constructed, how they relate to sector-based price indicators (ETFs) and how they can be used for trading and investment strategies at different investment and trading horizons.

Event information:

Date Wednesday 29th March 2017

Time 14:00 - 15:00

Speaker Dr. Svetlana Borovkova, Associate Professor of Quantitative Finance, Vrije Universiteit Amsterdam

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