October 2018
Beginner
362 pages
9h 32m
English
Event-driven investing is an investing strategy that focuses on socioeconomic factors that might influence the stock market's movements, particularly right before a financial event such as an earnings call or merger. This strategy is typically used by larger funds, as they frequently have access to information not entirely open to the public and because it requires a large amount of expertise in analyzing these events correctly.
To do this, we'll extract events from raw text into tuples that describe the event. For instance, if we said that Google buys Facebook, the tuple would be (Actor = Google, Action = buys, Object = Facebook, Time = January 1 2018). These tuples can help us boil down events into their ...
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