Improving Quant Portfolios with the MarketPsych ESG Controversies and MATLAB

Identifying companies’ trends in ESG controversies can provide valuable insight for mitigating risk in equity and fixed income portfolios. Refinitiv MarketPsych ESG Analytics data, via Refinitiv, provides sentiment scores distilling a massive collection of news and social media content through an extensively curated language framework. Richard Peterson, CEO of MarketPsych, introduces the data set, and Valerio Sperandeo of MathWorks shows how to quickly build a quantitative investment strategy using the data in MATLAB^®.