Behavioural Models and Sentiment Analysis Applied to Finance: 2 - 3 July 2013

Updated - 19/04/2013

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Sentiment analysis has developed as a technology that applies machine learning and make a rapid assessment of the sentiments expressed in news releases. News events impact market sentiment and financial news moves stock prices through a direct impact on a company’s expected future cash flows. This conference presents the current state of the art. It also explains how to apply Sentiment Analysis to their respective models of trading, fund management and risk control. The conference will present in a summary form the research results in this fast-emerging field.

Market Microstructure Liquidity & Trading

Updated - 19/04/2013

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Automated and algorithmic trading gives a cutting edge over slower moving traders. This session explains the good, the bad, and the ugly of automated trading and algorithmic fund management. It also explains the vital role of the market microstructure in designing good algorithmic trading strategies. The session offers an introduction to the subject, covering optimal execution of trades, automated market making and high-frequency trading. Recent research results in this fast-moving area are presented in summary form.

Topics include :-

1. Market microstructure and automated trading

2. Optimal execution of trades

3. Automated market making

4. High-frequency trading

Optimisation & Risk Management Forum For the Financial Services Sector - 10 Apr, 2013, IBM Southbank, London

Published - 13/02/2013

This is the second event in the series of Forums hosted by IBM for the professionals and techno executives working in the financial services sector.

Attendance: Complimentary by invitation only; for a formal invitation please contact us.

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R for Finance: 5 - 6 Mar London 2013

Published - 03/01/2013

The aim of the R for Finance (formerly "Finance with R") workshop is to provide an introduction to the statistical software R for professionals and academics in Finance. This course gives insights into possibilities of data analysis and statistics with R, import of data sets, generation of graphics and the preparation of reports. The main focus is on applications in Finance. An example of portfolio optimization highlights the options of Rmetrics, which is a collection of several hundred functions in the area of Financial Engineering and Computational Finance. For a taste of the course view the webinar recording below.

Webinar Recording: Introduction to Finance with R - Ronald Hochreiter

Background to our Events:

New Direction in Financial Analytics

The emergence and impact of Behavioural Finance can be easily seen. In the last decade 4-5 Nobel Prizes were awarded for Economics in this field. Behavioural and quantitative finance are blending into a new discipline that uses mathematical and statistical methodology to understand behavioural biases of decision makers (fund managers, traders, chief risk officers).

While some contend that Behavioural Finance is more a collection of anomalies than a true branch of finance, in bringing it together with quantitative finance there are whole new possibilities for producing meaningful models, using the latest techniques and powerful modelling tools.  For example, the prevailing market environment can to some extent be captured by key innovative techniques of news analytics which quantify news sentiments.

Automated Trading

Algorithmic trading continues to evolve at a rapid pace, with new developments coming from both industry and the academic community, where much ground-breaking research has taken place. This research is being translated into practical applications for traders to automate sophisticated high frequency / intraday trading strategies.

Hedge funds are emerging as a mainstream investment, as more and more investors view hedge funds as a viable way to preserve and grow capital in difficult markets. The hedge fund industry has experienced significant growth in recent years, both in terms of the number of hedge funds and the assets they manage. There is therefore a growing need to share information among hedge fund managers, service providers and investors, and report recent advances and research in the field of financial models for managing such funds.

It is widely recognised that news plays a key role in financial markets. Traders and other market participants digest news rapidly and update their asset positions accordingly. The sources and volumes of news continue to grow and there is alpha generating potential in those technologies that aid intelligent and efficient processing of news.

New technologies that allow traders and investment managers to automate or semi-automate news collection, extraction, aggregation and categorisation are emerging. Further a few niche analytics companies (RavenPack, Infonic) in partnership with established newswire providers (Dow Jones, Thomson Reuters) have developed commercial applications which process the textual input of news stories to look for trading and risk management signals.