Recorded Future for Quantitative Trading

On Monday, November 1, we’re hosting a webcast to formally announce the launch of our Recorded Future news analytics API and to demonstrate a simple modeling approach that can be set up in less than five minutes! Join us to see how our API data is used to support quantitative investment and trading strategies.

We’ll open by detailing the pricing and plans for our API product and then provide an in-depth presentation of Recorded Future’s temporal data and web service capabilities led by our Chief Analytic Officer, Dr. Bill Ladd.

In a demonstration of the API, we’ll show the retrieval of Recorded Future data live in an R analytic environment, how to integrate with existing financial data, and an initial modeling exercise. Additionally, we’ll discuss how the API can be used for activities ranging from construction of alpha-generating signals to regime change detectors.

We will cover how, using computational linguistics, we extract and temporally index events, entities, and related measures from a wide variety of online media to identify historical, current and expected future events as well as associated statistical metrics such as momentum and sentiment.

When: Monday, November 1 at 11:00AM EST
Where: WebEx Web Conference

Please register using the form below. You’ll receive an email invite with WebEx details.