Recorded Future for Quantitative Trading

Join us on Tuesday, March 1 at 10am Eastern time for a webcast introducing how you can apply our news analytics API data to quantitative investment and trading strategies.

Recorded Future converts the real-time stream of news, niche, and other online channels into a comprehensive index of events. These range from merger announcements to product releases to political events and catastrophes, each systematically organized by who’s involved and when. But it’s not just events that have happened or are scheduled to happen, it includes what online media suggests might happen – speculative events. This is the focus of Recorded Future, the analytical tool-kit we’ve developed, and the API that’s available.

The live session will be led by the Head of our Financial Services Business, David Moon, and our Chief Analytic Officer Dr. Bill Ladd. It will feature modeling experiments showing how Recorded Future data can be used to formulate predictive models of liquidity and volatility as well as returns around “future” events.

We’ll also provide an in-depth introduction to Recorded Future’s temporal data including how we use computational linguistics to extract and index events, entities and related statistical measures from online media to create a robust data set ripe for generating innovative trading strategies.

When: Tuesday, March 1 at 10:00AM EST
Where: WebEx Web Conference

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