NLP for Equity Investing with Frank Zhao

EPISODE 424

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About this Episode

Today we're joined by Frank Zhao, Senior Director of Quantamental Research at S&P Global Market Intelligence. In our conversation with Frank, we explore how he came to work at the intersection of ML and finance, and how he navigates the relationship between data science and domain expertise. We also discuss the rise of data science in the investment management space, examining the largely underexplored technique of using unstructured data to gain insights into equity investing, and the edge it can provide for investors. Finally, Frank gives us a look at how he uses natural language processing with textual data of earnings call transcripts and walks us through the entire pipeline.
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Thanks to our sponsor S&P Global

S&P Dow Jones Indices is the largest global resource for essential index-based concepts, data and research, and home to iconic financial market indicators, such as the S&P 500® and the Dow Jones Industrial Average®. More assets are invested in products based on our indices than products based on indices from any other provider in the world. Since Charles Dow invented the first index in 1884, S&P DJI has been innovating and developing across the spectrum of asset classes helping to define the way investors measure and trade the markets.
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