Blog Roundup: Predictive Signals and Analysis Intelligence
By Chris on April 3, 2012
Quite a bit of the research we conduct using Recorded Future data and tools gets reported on our other blogs Predictive Signals, home to our quantitative financial modeling, and Analysis Intelligence, where we discuss government and defense issues. In case you haven’t yet subscribed to those other sites, here are excerpts from recent posts that we hope will lead you to explore each one further!
Anticipating Volatility with Future Events (at Predictive Signals)
In this post, we’ll take a look at a relationship between anticipated future events and future volatility. Using Recorded Future’s advanced temporal language processing technology, we have extracted all forward looking statements relevant to S&P 500 companies from thousands of web sources over a four year period. That is, we look for phrases like “Apple is expected to release its new iPad next Wednesday,” or “Settlement expected in the Google/Oracle patent case on April 10th,” and associate them with the anticipated future event date, and the company(s) expected to have news on that day.
What the chart below shows is that we see a strong and statistically significant increase in market-relative realized stock volatility around anticipated future events, even when controlling for whether or not these events are earnings related.
For the rest of this post, visit Predictive Signals.
Signs of Hezbollah Going Global (at Analysis Intelligence)
Warnings of Hezbollah striking against United States interests have appeared sporadically over the last several years, but recent events around the globe seem to warrant real attention in considering the Iranian-sponsored group’s efforts to hit US and Israeli partners abroad and at home.
The timeline gives us a quick idea of when and where reported attacks took place allowing us to understand how targets hit during the last several months differ from previous time frames:
And viewed in a network graph:
For the rest of this post, visit Analysis Intelligence.