QI co-founder, director and faculty Rajib Ranjan Borah was recently invited to speak at the “4th Annual Conference: Behavioural Models & Sentiment Analysis Applied to Finance” conducted between 16 to 20 June 2014, in London.
This conference is the biggest event worldwide on News and Sentiment Analysis for finance and was attended by 180 participants from around the world. The list of speakers and panelists included (i) leading academic research professionals in this domain, (ii) professionals from vendors designing research tools and products in this domain, and (iii) leading practitioners from the financial industry who are early users of news-analytics in trading and risk management.
The event consisted of a two day pre-conference workshop on “Market Microstructure, Liquidity and Automated Trading Workshop” organized at Fitch Learnings, London on 16 and 17 June. The main conference was conducted on 18 and 19 June at Millennium Mayfair Hotel, Grosvenor Square London. This was followed by a post conference workshop on “Sentiment Classification and Opinion Mining Using News Wires and Micro Blogs (Twitter)” conducted at Fitch Learnings, London on 20 June.
QI’s Participation at the Conference
Rajib conducted 6 of the 12 workshop sessions at the pre-conference workshop, and was also a speaker at one of the conference panels: “Use of News and Social Media Data for Market Surveillance & Operational Risk Control”.The workshops focussed on market-microstructure and algorithmic trading concepts required to automate quant strategies like quantified news analytics. They also explored both technological as well as quantitative aspects of trading strategies based on news analytics in an algorithmic fashion.
The panel discussion at the conference explored ways in which traders, and risk managers could use quantified news scores to monitor risks in statistical arbitrage strategies. The panel also discussed new regulatory approaches in different geographies and methodologies of using news analytics to enhance regulatory data mining capabilities.
In addition, these sessions were also attended online by past and present students of Fitch Learning’s CQF program (Wilmott CQF) – as they were broadcast live by Fitch Learnings, which was one of the corporate sponsors.
Date: 16th to 20th June 2014