QuantInsti Partners With The Largest Global Event On Quantitative News Analytics Based Trading

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QuantInsti, a pioneer institute in algorithmic trading training has partnered with one of UK’s largest training institutes, UNICOM, to become a professional society partner for the conference “Behavioural Models & Sentiment Analysis Applied to Finance”, to be conducted in London, in July 2015.

The conference on "Behavioral Models and Sentiment Analysis for Finance" is the 5th conference on this topic organized by UNICOM Seminars Ltd. and will be conducted in London on the 15th & 16th of July. This conference is inarguably the largest event globally on this topic. In addition to the main conference, there are two pre-conference workshops and one post-conference workshop on related topics in the same week (13th &14th July, 17th of July respectively). This is in addition to 6 pre-conference webinars on this topic conducted since December 2014.

This conference addresses and explains:

  • Foundations & Technologies for Sentiment Analysis for Finance
  • Sentiment Analysis in Asset Allocation & Risk Control for Equities
  • Social Media, Micro Blogs and Google Trends
  • Exploiting Global Macros in Oil, Energy, Commodities and Equities
At the “5th Annual Conference Behavioural Models & Sentiment Analysis Applied to Finance” organized by UNICOM Seminars Ltd., quantitative trading strategists, fund managers, technology vendors, researchers from academia and risk managers will present their most recent research results, case studies and technologies. The topic of algorithmic trading is addressed extensively throughout the conference. “Social Media” data analysis is the special feature of this year’s conference. An effort will be made to address some basic questions such as the trustworthiness of social media data, level of impact it has on market sentiment and analysis of sentiment for different asset classes.

This is the second consecutive year when QuantInsti is participating in this conference, and is also the second consecutive year when it is conducting several pre-conference workshops on “Market Microstructure, Liquidity & Automated Trading”.

Mr. Rajib Ranjan Borah, co-Founder and Faculty at Quantinsti will be participating as a speaker/panellist in the conference and the pre-conference workshop “Market Microstructure, Liquidity & Automated Trading”. In the main conference he will be a panellist on the topic “Sentiment Analysis in Trading Strategies” along with Svetlana Borkova (Vrije Universiteit Amsterdam/ Dutch Central Bank), James Cantarella (Thomson Reuters), Ilya Gorelik (CEO Deltix), Adrian Letchford (Warwick Business School) and moderated by Armando Gonzalez (President & CEO, RavenPack).

In the pre-conference workshop, he will be discussing the infrastructural architecture and ways of designing algorithmic trading systems; as well as current innovations in the domain. He will also be discussing portfolio management and trading strategy performance evaluation methodologies.

About QuantInsti: QuantInsti is one of the leading quantitative training institutes in Asia, and has a globally unique model of offering live online education on algorithmic trading (both quantitative as well as technological aspects). Established in 2010, QuantInsti has an active alumni base of over 250+ certified participants and 1000+ professionals globally trained across various seminars & conferences. QuantInsti has designed educational modules for exchanges across South and South East Asia; and for financial institutions in Asia, etc. QuantInsti is also the sales and marketing partner for Paul Wilmott’s CQF in India and Professor Moorad Chaudhary’s BTRM in Asia Pacific.

Originally posted at http://www.prweb.com/releases/2015/07/prweb12827429.htm