The role of sentiment as an early warning risk indicator
On-demand Webinar. Please complete the form to access the recording.
Refinitiv and Dr. Svetlana Borovkova, Head of Quantitative Modeling, Probability & Partners examine how sentiment can be integrated into multi-factor strategies.
Given the unprecedented turmoil on financial markets in response to the coronavirus epidemic, we have updated the topic of this webinar to better reflect the current environment.
The focus of the webinar will be on the predictive power of sentiment as a universal risk indicator. Dr. Borovkova will show how sentiment indicators, constructed from Refinitiv Machine Readable News, are able to forecast distress at various scales of the investment process, ranging from exposure to global stock markets to sectors/industries, all the way to individual companies. She will also pay attention to factor investing and demonstrate how sentiment can serve as a risk-off indicator as well as independent factor in factor strategies.
Complete the form to access the recording of Refinitiv and Dr. Svetlana Borovkova, Head of Quantitative Modeling, Probability & Partners discuss how sentiment can limit downside risk, especially at times at global stress.
Event info
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Format
On-demand -
Time
60 minutes -
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Speakers
Dr. Svetlana Borovkova, Head of Quantitative Modeling, Probability & Partners
Speakers
Dr. Svetlana Borovkova, Head of Quantitative Modeling, Probability & Partners
Dr. Svetlana Borovkova is responsible for the modeling activities of Probability. She has more than 20 years of academic experience in building quantitative risk management models and the behavior of financial markets. She is an associate professor of quantitative finance and risk management at the VU University Amsterdam and is often consulted by financial institutions and energy companies, in particular in the field of market modeling, quantitative trade and investment strategies, news analysis, financial stability and various other risk aspects. Dr. Borovkova is a guest speaker at major forums such as RiskMinds and Global Derivatives and an author of more than 50 publications in academic and professional journals.
Host: Katarina Harvey, Quantitative Feeds Specialist, Refinitiv
Katarina is a Sales & Relationship Manager across major buy-side accounts with a focus on new and innovative technologies in the quant data space.
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