Managing Director of Quantitative Research
S&P Global Market Intelligence
4:00 PM Hanging on Every Word: Natural Language Processing Unlocks New Frontier in Corporate Earnings Sentiment Analysis
How can natural language processing (NLP) be applied to corporate earnings call transcripts? Can you dissect the tone, complexity, and overall level of engagement with analysts as indicators of earnings sentiment?
- By industry, where does sentiment analysis project improvement vs. downturn?
- Is the use of more complex language indicative of bad news?
- Does a lack of analyst engagement signal future underperformance?
- Evaluating new and emerging strategies to maximise the alpha from a blended man and machine approach
- Measuring effectiveness: understanding the ROI on your strategies – are they always practical and cost-effective to execute?
- When and how will quant funds consistently outperform a traditional approach?
- Understanding the risks of a market saturated with the systematic approach: when will the models fail?