AI & Data Science in Trading Blog

Accelerate your financial modelling with IPUs

Join Graphcore's webinar with Alexander Tsyplikhin on 12 March 2020 to learn how to accelerate your financial modelling with IPUs. 

Interview: Armando Gonzalez, CEO, RavenPack

RavenPack's CEO, Armando Gonzalez, answers our questions on the spectacular, fast-paced growth of the company and the potential of ESG as a direct source of alpha. 

Interview: John Ashley, General Manager, Financial Services and Technology, NVIDIA

John Ashley is General Manager, Financial Services and Technology at NVIDIA - Here he answers our questions on the future of AI & the biggest challenges facing the industry. 

Interview: Michael Brett, SVP of Applications, Rigetti Computing

Michael Brett is SVP of Applications at Rigetti Computing and is leading the company's application development mission to connect customers and their use cases to Rigetti's quantum cloud service. 

The Qua­­n­­­­tum Computing Era Is Here. Why It Matters—And How It May Change Our World.

Hyper-accurate long-term weather forecasting. Life-saving drugs discovered through deep study of the behavior of complex molecules. New synthetic carbon-capturing materials to help reverse climate change caused by fossil fuels. Stable, long-lasting batteries to power electric vehicles and store green energy for the utility grid.

Quandl Data Conference 2020

The 4th annual Quandl Data Conference is taking place on January 23rd, 2020 in Manhattan, NY. This conference is the pinnacle of thought leadership for data-driven investors.

Upcoming SQA events

12/18/2019

3RD ANNUAL SQA - CFA SOCIETY NY JOINT CONFERENCE

MARCH CONFERENCE: QUANTAMENTAL INVESTING IN CHINESE EQUITIES

Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019

12/10/2019

Financial time series forecasting is, without a doubt, the top choice of computational intel- ligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact.

Richard Craib is speaking at AIDST in March about how their data science tournament is eliminating overfitting.

12/09/2019

For the last three years, Numerai has been hard at work building their data science tournament.  To make good predictions, you need good data. But production grade financial data is not easy to find. Hedge funds spend millions buying and managing this data, so they keep it secret.  Numerai provides this production grade financial data for free. The data is obfuscated to keep the actual assets and features secret while preserving underlying structure. Then anyone can use ML techniques to find signals within this data.

The Times They Are A-Changin’ – A conversation about Autonomous Learning Investment Strategies

12/09/2019

Recently, FDP Executive Director Mehrzad Mahdavi interviewed Michael Weinberg, founder of Autonomous Learning Investment Strategies (ALIS), regarding current trends in investing, which we refer to as the third wave of investment strategies. The first and second waves were characterized by the discretionary traditional quantitative investing.

Combining News Sentiment and ESG Delivers Greater Alpha, says RavenPack

It is a well-known phenomenon that stocks with a high environmental, social and governance (ESG) rating tend to experience lower drawdowns than other stocks, and this knowledge was the starting point of a research project for data scientists at alternative data vendor RavenPack. 
info@ravenpack.com

Interview: Alejandra Litterio, Chief Research Officer, Eye Capital

Alejandra Litterio, Chief Research Officer at Eye Capital, gives us an insight into unlocking the potential of NLP for Finance. Eye Capital is a technological and financial company applying Artificial Intelligence, a series of computational programs which are able to process and learn from past events simulating human being learning abilities, to create a sophisticated ecosystem of automated financial trading.

Case Study: Open Sesame: By Societe Generale, Digital Sponsor

09/27/2019

‘If you don’t go, you get left behind’

This neatly sums up the strategic imperative for the integration and use of technology in wholesale and investment banking. But which way to go? Spurred by the move to ‘open banking’ in retail, the transformation in wholesale is underway.

Session Preview: Enabling value extraction from limit order book data

Hugh Christensen, Founder & Head of Research at BMLL Technologies gives us a preview of what to expect from his upcoming session at AI & Data Science in Trading, taking place 16 September at 4:20pm.

L3 limit order book (LOB) data contains 30% more price discovery relevant information than L1 data. The problem is this data is difficult to work with and the information is hard to extract. While a small handful of very well resourced leading market participants have capitalized on being able to use this data over the last decade, most major financial institutions are still not able to. 

Session preview: Nimbly pushing boundaries: The role of FinTech in commodity trading

Tristen Fletcher, CEO of ChAI gives us a preview of what to expect from the upcoming panel session taking place 17 September at 9:50am. 

Over the past decade, the financial world has familiarised itself with technologies such as Artificial Intelligence (AI) and Blockchain. Today, the two are integral to services like fraud detection in banking and share trading analytics. What is the next frontier for FinTech? The vote is still out, but polls point in the direction of commodity trading.

What is Quantum Computing’s impact on hedge funds and investment banking?

Separating the hype from the reality in Quantum computing is hard. More so given the highly theoretical and technical nature of the subject. How close is Quantum computing? How can you prepare for it? What impact will it have on your portfolio, risk framework, and trading strategy? What risk does it pose to your firm’s cybersecurity?

Session preview: Data distortions, dangers, and disasters

This talk is about what might be called the Achilles heel of data science. It is a general talk, making reference to algorithmic trading, but applying much more generally to the applications of machine learning, AI, and statistics in the modern world of what is often called “big data”.

Session preview: When ML doesn't work as expected, what went wrong and how can you recover?

Maurizio Garro, Senior Manager, Market, Credit & Risk at Lloyds Banking Group gives us an insight into the panel session he's part of taking place on day 2 of AI & Data Science in Trading at 4:15pm. 

Session preview: The appeal and perils of quant assisted social listening - Alt data’s ground zero for information discovery

Chris Camillo, Social Arbitrage Investor, Co-Founder/Advisor at TickerTags explains the three categories for which applications for a non-financial social mention frequency analysis generally fall into ahead of his upcoming talk at 1.35pm on Monday 16 September at AI & Data Science in Trading. 

Interview: William Kelly, CEO, CAIA

William Kelly, CEO, CAIA  answers our questions on the biggest challenges facing data scientists/AI experts/quantitative investors in 2019/2020 and why they are important. The Chartered Alternative Investment Analyst (CAIA) Association is the world leader in alternative investment education. 

Session preview: Data, a new asset to your portfolio

Glen High, Quantitative Analyst at Ostrum Asset Management, provides a preview to his upcoming talk at on day 2 of AI & Data Science in Trading at 1:35pm.

Interview: Anthony Tassone, CEO, GreenKey Technologies

Anthony Tassone is the Founder and CEO of GreenKey Technologies (GK), which develops natural language processing technology that structures voice and chat data for banks and trading firms. GK is based in Chicago with offices in New York and London.  

Interview: Gene Ekster, Co-Founder, Alternative Data Group

Gene Ekster - the Co-Founder of Alternative Data Group - talks us through data mapping. Alternative Data Group was started in 2017 to support the use of alternative data by institutional investors, and help their clients to develop internal, bespoke products based on raw Alternative Data.

Interview: Tim Baker, Global Head of Applied Innovation, Refinitiv

Refinitiv's Global Head of Applied Innovation, Tim Baker, answers our questions. Tim currently leads a team of talented data and research scientists, design and u/x experts, as well as software engineers. With labs located in San Francisco, New York, London & Singapore, his team is dedicated to collectively applying new technology and innovative approaches to solve business and customer challenges.  

Interview: Philip Brittan, CEO, Crux Informatics

Crux Informatics' CEO, Philip Brittan, has thirty years of experience in the FinTech sector, both as a serial entrepreneur and as a business leader in larger firms. Here he answers our questions on the talent war of AI/ML, the introduction of cloud computing in the financial industry and the future of the alt data market.

Interview: Marko Djukic, Founder & CEO, Hentsū

Marko Djukic is the Founder and CEO of Hentsū, a technology specialist uniquely delivering public cloud-based solutions to hedge funds and asset managers. Here he answers our questions on the future of technology used to generate alpha and much more.

Interview: Sylvain Forté, Founder & CEO, SESAMm

Co-Founder & CEO of SESAMm, Sylvain Forté answers our questions on the alt data market  and the future of AI & Data Science. SESAMm is an innovative FinTech company specializing in Big Data and Artificial Intelligence for Asset Management. They build analytics and investment signals based on 250,000 textual data sources worldwide using Natural Language Processing and specifically emotions analysis. 

Interview: Bill Pecoriello, Founder & CEO, Consumer Edge

Learn more about Consumer Edge from their founder & CEO, Bill Pecoriello, as he answers our questions. Consumer Edge is a preeminent equity research and alternative data insights boutique focused on the global consumer sector. Since its founding in 2009 CE has focused on the nexus of research and data. CE continues this focus today, delivering leading equity research with next-generation alternative data solutions. 

Interview: L.D. Salmanson, Co-Founder, Cherre

L.D. Salmanson, Co-Founder of Cherre; a real estate data network committed to empowering all stakeholders with an interconnected data-driven platform to execute more transactions, answers our questions. 

Interview: Rob Sloan, Research Director, WSJ Pro

Rob Sloan researches and publishes a wide range of papers & articles, and hosts seminars, conferences, and briefings aimed at educating executives on cyber risk. Rob also writes a weekly column in the Wall Street Journal's popular, member-only, WSJ Pro Cybersecurity newsletter. Here he answers our questions on the AI talent war the challenges faced by organisations in recruiting and retaining the right talent.

How Top Investment Banks Use News Sentiment Data

With the emergence of alternative data, the alpha-landscape is currently getting seriously disrupted. The winners will be the firms that understand how to embrace and take advantage of all of the new opportunities arising from data abundance.

INTERVIEW: Armando Gonzalez, RavenPack's expert in applied big data & AI technologies

Armando is an expert in applied big data and artificial intelligence technologies. He has designed systems that turn unstructured content into structured data, primarily for financial trading applications. Armando is widely regarded as one of the most knowledgeable authorities on automated text and sentiment analysis. Here he answers our questions on the prospects for the alt data market and RavenPack’s latest innovations.

INTERVIEW: Peter Hafez, RavenPack's leading alt data and AI specialist

Since joining RavenPack in 2008, Peter Hafez has been a pioneer in the field of applied news analytics, bringing alternative data insights to the world’s top banks and hedge funds. Here he answers our questions on the prospects for the alt data market and RavenPack’s latest innovations.