Sirca News and Event Studies Workshop – Melbourne

Sirca invites members to attend a News and Event Studies Workshop in Melbourne on November 12th to coincide with the release of Thomson Reuters News Analytics sentiment scores to our members. Sirca’s senior market data analyst, Dr. Calum Robertson, will be leading the workshop and covering topics such as:

  • Overview of the content in Reuters Global News and Thomson Reuters News Analytics
  • Market Efficiency Theory: Numerical and Textual Information
  • Research into the Effect of News on the Efficiency of Financial Markets
  • The Applications and Limitations of Sentiment Scores in research and trading

If you are interested in attending please RSVP by Monday 5th of November 2012. Space is limited!

What: Sirca News and Event Studies Workshop.
When: Monday 12th November 2012 at 11am.
Where: Monash University, Caulfield Campus, Room H1.25.

Thomson Reuters News Analytics Sentiment Scores – Now Available!

Thomson Reuters News Analytics (TRNA) sentiment scores are now available for our members to access via the Data Library in the Member Portal. TRNA is a natural language processing system that reads and scores Reuters news articles in real time for algorithmic traders and market participants. The historical scores (on news back to 2003) from this system can be made available to members upon approval from Thomson Reuters and acceptance of the terms of use. Interested members are invited to submit a brief research synopsis outlining their intended research and data usage. Please contact us via the helpdesk using your Member Portal login here.