Quantifying Narratives and their Impact on Financial Markets

Gideon is a managing partner and founder of MKT MediaStats, where he leads business, research, and development. He has applied quantitative research in roles spanning investment solutions, hedge funds, and derivatives trading, and he is an affiliate professor at EDHEC. His research focuses on advancing unstructured data analysis using AI and machine learning to extract actionable signals from media. Gideon’s contribution to research and product development provides State Street clients with a unique lens on the implications of media for markets.

Ronnie is a professor and chairperson of the finance department at the Carroll School of Management at Boston College. He is also a managing partner and founder of MKT MediaStats, which produces innovative measures of financial economic narratives from online media. In addition to his research on narratives, he has published extensively on liquidity in financial markets. Ronnie’s contributions advance the development and application of alternative data sets for State Street clients.

Travis Whitmore is a senior quantitative researcher at State Street Associates, the partnership between State Street Markets and renowned academics at Harvard Business School, MIT Sloan School of Management, Boston College and EDHEC Business School. Based out of Frankfurt, he works with institutional clients in continental Europe across State Street Associate’s entire research offering and helps drive global research initiatives.  Before moving to his role in Frankfurt, Travis worked closely with Harvard Professor Ken Froot to develop new investment applications with our proprietary flows and holdings information. Additionally, he worked with the academic partners at MediaStats, a firm specializing in Natural Language Processing, to help investors leverage digital media indicators in their decision-making.