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Weve just released our new research report that identifies how RavenPack Analytics and RavenPack Transcripts can enhance the risk-adjusted performance of well-established market-neutral, long-short equity factor investing strategies. Weve examined the effects of tilting magnitude, rebalancing frequency, and sentiment aggregation on performance for 3 different tilts: news, transcripts, and earnings intelligence. Weve explored the Transcripts signal in prior research. It actually combines 3 independent signals drawing from the analysis of earnings call transcripts: Our Event Sentiment Signal is based on key events identified throughout the conference calls, The Document Sentiment Signal utilizes machine learning to measure the sentiment of every sentence transcribed from the call while the Transparency signal measures the number of market moving events disclosed by the management team. We also adjust for the variations in tone or disclosures for each company across transcripts, and a