Wednesday, December 2, 2015

ETFG White Paper: "Capturing Alpha with Sentiment - Large Cap Equity"

Congratulations to our Director of Research, Chris Romano and Research Associate, Joe Gelin for their recently released White Paper entitled "Capturing Alpha with Sentiment - Large Cap Equity."

This study was conducted in conjunction with RavenPack Research to test RavenPack's "91 day Sentiment Index" within US Listed, Equity ETFs as to whether sentiment in the media may provide the ability to capture alpha.

We would like to thank RavenPack Research and Guggenheim Partners for supplying data used for the study and encourage you to review the findings at:  Capturing Alpha with Sentiment - Large Cap Equity

Thank you for reading ETF Global Perspectives.

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