Peter Hafez

RavenPack

Director of Quantitative Research

260 Madison Ave., 8th Floor

New York, NY 10016

United States

http://www.ravenpack.com

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 15,351

SSRN RANKINGS

Top 15,351

in Total Papers Downloads

3,072

CITATIONS

2

Scholarly Papers (6)

1.

Intraday Forex Trading Based on Sentiment Inflection Points

Number of pages: 19 Posted: 12 Jan 2013
Peter Hafez and Junqiang Xie
RavenPack and RavenPack
Downloads 1,355 (13,425)
Citation 1

Abstract:

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news sentiment, news analytics, RavenPack, Forex, EURUSD, scheduled news, unscheduled news, macro, sentiment, intraday, trading, inflection points

2.

Short-Term Stock Selection Using News Based Indicators

Number of pages: 31 Posted: 02 Oct 2012
Peter Hafez and Junqiang Xie
RavenPack and RavenPack
Downloads 644 (39,345)

Abstract:

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news analytics, news sentiment, sentiment, stock selection, short-term investing, positive sentiment, negative sentiment, RavenPack

3.

Web News Analytics Enhance Stock Portfolio Returns

Number of pages: 29 Posted: 12 Apr 2014
Peter Hafez and Junqiang Xie
RavenPack and RavenPack
Downloads 394 (73,068)

Abstract:

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short-term reversal, equity, sentiment, news analytics, news, news sentiment, RavenPack, trading, investment

4.

Country News Sentiment Factors Predict Forex Prices

Number of pages: 35 Posted: 26 May 2013
Peter Hafez and Junqiang Xie
RavenPack and RavenPack
Downloads 389 (74,166)
Citation 1

Abstract:

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news analytics, macro, news, Forex, RavenPack, Country sentiment, sentiment index, sentiment factor

5.

Sentiment Derived from News Predicts EURUSD Movements

Number of pages: 12 Posted: 19 Oct 2013
Peter Hafez and Junqiang Xie
RavenPack and RavenPack
Downloads 290 (103,611)

Abstract:

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EURUSD, RavenPack, news analytics, sentiment, reversal, momentum, macro, Forex, FX

6.

News Beta: Factoring Sentiment Risk into Quant Models

Journal of Investing, Vol. 25, No. 3, 2016
Posted: 01 Jun 2012 Last Revised: 10 Mar 2017
Peter Hafez and Junqiang Xie
RavenPack and RavenPack

Abstract:

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market sentiment, news analytics, news beta, factor models, news sentiment, sentiment, stock selection