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Natural Language Processing – Dave Pope from S&P Global

December 13, 2017 @ 5:30 pm - 8:30 pm

QWAFAFEW Denver – Holiday/Networking Party

Hanging on Every Word: Natural Language Processing Unlocks New Frontier in Corporate Earnings Sentiment Analysis

Given the growing interest in Natural Language Processing (NLP) among investors, S&P Global has published a primer to demystify many aspects of NLP and provide three illustrations, with accompanying Python code, of how NLP can be used to quantify the sentiment of earnings calls. In the first example, sector-level sentiment trends are generated providing insights around inflection points and accelerations. The other two illustrations are: i) stock-level sentiment changes and forward returns, and ii) language complexity of earnings calls.

In this presentation by Dave Pope, Managing Director of Quantamental Research, the following questions will be answered:

What is NLP?  We demystify common NLP terms and provide an overview of general steps in NLP.

Why is NLP important?  Forty zettabytes (10^21 bytes) of data are projected to be on the internet by 2020, out of which more than eighty percent of the data are unstructured in nature, requiring NLP to process and understand.

How can NLP help me?  We derive insights from earnings call transcripts via NLP measuring industry-level sentiment trends or language complexity of earnings calls, and much more.

Where do I start?  We will provide code for each use case, enabling users to replicate the sentiment analysis.

Speaker Bio

The Speaker: Dave Pope, S&P Global

David is Managing Director, Quantamental Research at S&P Global Market Intelligence. Most recently Mr. Pope was an associate partner and vice president at Wellington Management Company LLC, where he constructed quantitative stock selection models and managed international equity portfolios. Prior to joining Wellington, he worked at Colonial Management Associates as a fixed-income portfolio manager and researcher. He began his career at Fidelity Management and Research as a fixed-income quantitative analyst. David received his MSF from Boston College, and BS in Finance from Bentley College. He is also a member of the Chicago Quantitative Alliance, the CFA Institute, and the Boston Security Analyst Society. In recent years, Mr. Pope taught graduate and undergraduate classes as an Adjunct Professor of Finance at Bentley University.


December 13, 2017
5:30 pm - 8:30 pm


Cactus Club
1621 Blake St
Denver, CO United States
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