[Free Algo Trading Project Webinar] Applying Machine Learning in Sentiment Analysis and Portfolio Allocation

2 min read




Tuesday, June 15, 2021
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT


Overview

In continuation with our EPATian project webinars depicting the applications of quantitative and algorithmic trading concepts in real-world markets scenarios, this webinar will cover two interesting project presentations. First on “Machine Learning and Sentiment Analysis" by Carlos Peral and second on “Machine Learning Based Optimal Portfolio Allocation” by Vivin Thomas.


About the Presentations

Project 1: Machine Learning and Sentiment Analysis

Analyze how stock prices are sensitive to news and how trading strategies can benefit from the implementation of sentiment analysis. Build a strategy by collecting and analyzing news in order to generate sentiment scores. Train a machine learning model to produce trading signals.

Project 2: Machine Learning Based Optimal Portfolio Allocation

Focus on algorithms that leverage machine learning at its core to make the capital allocation choice. Come up with a low-frequency strategy that can optimally allocate its prevailing capital amongst a pre-selected set of underliers (basket assets) at regular intervals. And with this process, create Long-only, low frequency, asset-allocation algorithms. Benchmark these against a vanilla allocation strategy which only depends on empirical momentum indicators for its decision making.


About the Presenters

Carlos Peral (.Net Developer)

Carlos has done his BSc in Computer Engineering. He has worked for more than 10 years with different clients in Spain and Belgium. He is an experienced .NET full stack developer with a background in European public institutions and the private sector. Carlos is a proud recipient of the EPAT Certificate of Excellence.

Vivin Thomas (An Experienced Quant)

Vivin Thomas is a Quant in the financial services industry and is based out of Mumbai, India. He has a cumulative professional experience of 9 years in quantitative finance, covering derivatives pricing and risk. He has grown across multiple roles and organizations, notably holding the position of Vice President with two globally reputable investment banks in recent years. Vivin possesses a Bachelor’s and Masters in Engineering from one of the premier institutions in India, IIT Madras. Vivin is also a proud recipient of the EPAT Certificate of Excellence.