9 March, 2016 Pre-Conference Dinner
10-11 March 2016 Conference and Workshops
Location: Singapore
Sponsors:
Professional
Society
Partners:
Marketing
Partners:
Media
Partners:
Knowledge
Partners:
Education
Partners:
www.conferences.unicom.co.uk/sentiment-analysis-singapore
About the Conference
The participants in financial markets, namely, dealer/brokers, market makers, prop trading
desks of investment banks, analysts in hedge funds and investment funds as well as retail
traders, all enter the market to exploit it from different perspectives. For the traders and fund
managers the challenge is to transform [market] information into an increase in the value of
their asset holdings, that is, capture the ever-elusive alpha. Where and how can the firms
innovate to obtain such alpha? Sentiment analysis is an emerging area where structured and
unstructured data is analysed to generate useful insights leading to improved performance.
Through text mining of news, microblogs, and online search results (Google, Wikipedia),
massive amounts of data are distilled into information. This information is then used to
construct actionable strategies for (i) trading, (ii) fund management and (iii) risk control. In
this conference, thought leaders and subject matter experts from Europe, UK, USA and
AsiaPac region (including India and China) present their findings, their knowledge and the
current state of the art in this fast-emerging field of Sentiment Analysis Applied to Finance.
The programme focuses on the application of Sentiment Analysis to the respective models of
trading, fund management and risk control. Market leaders and vendors of event driven
contents and analytics, namely Thomson Reuters, RavenPack and Bloomberg, and their
senior domain experts, present and explain their products and services in this area of
sentiment analysis applied to finance.
Topic areas covered:
Foundations & Technologies of Sentiment Analysis for Finance
Multi-Dimensional Sentiment Analysis
News Sentiment and Stock Market Reactions
Exploiting Sentiment Analysis in Financial Markets
Who should attend?
The conference is aimed at the following groups:
Professionals in the FinTech sector
Quant teams from investment and hedge funds
High frequency traders
Prop trading desks of investment banks
Consumer/marketing analytics firms
Conference
Format
9 March 2016, Evening
10 March 2016
11 March 2016
- Pre-conference dinner
- Full day conference
- Half day conference, followed by three concurrent half-day workshops:
(1) Behavioural Finance: Foundations & Recent Developments
(2) Market Microstructure: Liquidity and Automated Trading
(3) Sentiment Classification and Opinion Mining Using Newswires and Microblogs (Twitter)
Draft Programme
Program Outline
Feedback from previous conferences
Text to sentiment: the foundations
Sentiment analysis applied to High Frequency Trading
Alpha generating strategies: Exploiting Sentiment Analysis
Sentiment Analysis applied to multiple asset classes
(FX, Fixed Income, Commodities and others)
Panel session: Why and how sentiment metadata
enhances fund management and risk control
Excellent! Very informative!
Very illuminating! Excellent! Overall an excellent event!
Thank you so much!
Very interesting topics, very well researched and
presented. Thank you very much!
Very relevant and fits my interest. At the forefront of
applications of sentiment analysis.
I liked the broad range of speakers. Awareness of the
state of-the art. Range of different service vendors and
data sources. Not too technical. Direct focused on the
subject of the conference. Good speakers.
Potential Speakers
Ashok Banerjee (IIM Calcutta) (Confirmed)
Rajib Ranjan Borah (iRage Capital) (Confirmed)
Svetlana Borovkova (Vrije Universiteit Amsterdam) (Confirmed)
James Cantarella (Thomson Reuters)
Elijah DePalma (Thomson Reuters)
Dan diBartolomeo (Northfield) (Confirmed)
Armando Gonzalez (RavenPack)
Peter Hafez (RavenPack)
Gary Kazantsev (Bloomberg) (Confirmed)
Enza Messina (University Milano Bicocca) (Confirmed)
Gautam Mitra (OptiRisk; UCL) (Confirmed)
Rob Passarella (Bloomberg) (Confirmed)
Tobias Preis (Warwick Business School)
Eric Tham (iMaibo) (Confirmed)
Amareos
Video links to previous sessions:
Link to July 2015 conference will be supplied on request
Professional Society Partners:
GARP
PRMIA
Marketing Partner:
Apkar
Media Partners:
Automated Trader
EurekaHedge
Quirks
Knowledge Partners:
OptiRisk Systems
Financial Research and Trading Lab IIMCal
List of partners (Approached)
Content Vendors: -
Bloomberg
Google Finance
Market News International
MarketPsych
RavenPack
Thomson Reuters
Twitter
Yahoo Finance
Educations Partners:
CAIA
QuantInsti
Specialist Analytics:
iMaibo
Macquarie Research
Northfield
Launch of
“Handbook of Sentiment Analysis in Finance”
Editors: Gautam Mitra and Xiang Yu
Post Conference Workshops
Post-Conference Workshop (i):
Behavioural Finance: Foundations &
Recent Developments
Post-Conference Workshop (ii):
Market Microstructure, Liquidity &
Automated Trading
11 March, 2016, Singapore
13:30 - 17:30 hrs SST
11 March, 2016, Singapore
13:30 - 17:30 hrs SST
The financial climate continues to be dynamic and evolving. New
systems are being developed to analyze market behaviour and the
attitudes of financial professionals. The emergence and impact of
behavioural finance is reflected in the choice of recipients of the
Nobel Prize in Economics (Daniel Kahneman, 2002 and Robert J.
Shiller, 2013).
The neoclassical paradigm featuring rational decision making,
efficient markets hypothesis (EMH) has dominated the quant finance
landscape for the last half century. Recently a new financial paradigm
has emerged, in which the psychological features considered by
proponents of behavioural finance and the quantitative techniques
favoured by the practitioners of established neoclassical finance are
brought together.
In this workshop, some of the fascinating discoveries at the interface
of behavioural and quantitative finance are presented.
Against the backdrop of current market scenarios, Algorithmic Trading
has attracted considerable attention. The concepts are multi-faceted
and are globally applicable across all financial markets: equities, fixed
income, currencies. This workshop provides an introduction to Market
Microstructure and Liquidity Measures; then explores Optimal Trade
Execution Strategies; discusses Trading Platforms and their features,
and pre- and post-trade analytics.
The workshop will benefit the following groups: New recruits in
Quant/Algo Trading groups in hedge funds and investment banks;
Experienced traders will find it valuable to refresh their knowledge,
since substantial changes have occurred in the way trading takes
place in different venues (exchanges); Manual Traders who would like
to enhance their skill-set; Trading managers who would like to start
algorithmic trading desks/operations; Students in Masters courses in
finance - the workshop will help them define novel areas of project
opportunities.
Post Conference Workshop (iii):
Sentiment Classification and Opinion
Mining Using News Wires and Micro Blogs (Twitter)
11 March, 2016, Singapore
13:30 - 17:30 hrs SST
Modern methods of Sentiment Classification go beyond machine learning to employ natural language processing, text analysis and computational
linguistics and are proving extremely valuable when mining media such as News wires and Micro Blogs to determine whether the sentiment is
positive/negative or neutral. These techniques lead to new insights which can be applied in myriad contexts, including finance, where they can be
used to predict big events or market changes.
Presentations in this workshop show the value and applications of Sentiment Classification, for example by studying the many other useful signals
in text: emotion, intent, speculation, risk, and other sentiments. Social relationships can also be managed to improve user-level sentiment analysis
of microblogs; Sentiment classification in tweets by can be achieved by combining dictionary and supervised machine learning approaches.
Workshops:
Super Early Bird Price:
Early Bird Price:
Standard Price:
S$135 + Applicable Local Taxes
S$150 + Applicable Local Taxes
S$200 + Applicable Local Taxes
Profile of previous attendees (July 2015 London conference)
Companies
Aberdeen Asset Management; Almax Capital; Baader Bank Aktiengesellschaft; Barak Capital
Ltd; Blackrock Investment Management Ltd; Capital Fund Management; CFM Group Ltd;
Coco Trading; Credit Suisse Paris; Data Capital Management; Deutsche Bank AG; Dinosaur
Merchant Bank; Dow Jones & Co; Employees Retirement System; Episteme Capital Partners
(UK), LLP; G-Research; GSA Capital Partners; iMaibo; J P Morgan; KCG; Lloyds Bank; Man
AHL; Millennium Capital Partners LLP; Nordea Markets; Oxam Asset Management; Pluribus
Labs; S&P Capital IQ - McGraw Hill Financial; Sabre Fund Management; Solaise Capital
Management; Thomson Reuters; UniCredit Bank AG;
WorldQuant
Job Titles
Analyst; Chief Dealer FX Quant Trading; Co-Founder; Data Strategist; Director; Executive
Director; Founder/CEO; Global Head of Research; Head of FX Quant Trading; Managing
Director; Portfolio Manager; Principal Scientist; Quant; Quantitative Development Analyst;
Quantitative Director; Quantitative Researcher; Risk Specialist; Senior Quantitative Analyst;
Senior Specialist, Quantitative Modeling; Strategist; Systematic Equity Trading; VP/ Quant,
Global Portfolio Construction.
Singapore is one of the leading global centres for financial services: all the leading players
have a major presence there. There is significant focus on enabling and supporting
innovations in FinTech and there is a fast growing start-up ecosystem. Our program will bring
together the practitioners, developers and policy makers to create a highly synergistic impact.
This program is a collaborative effort between the Finance Lab of IIM Calcutta (Indian
Institute of Management Calcutta) and OptiRisk Systems London. The Finance Lab in IIM
Calcutta is a state-of-the-art facility that focuses on the integration of theory and research
with practice. OptiRisk specializes in optimization and risk analytics and is renowned for its
research and development of models and software systems in these domains. This is the
sixth conference on this topic organized by UNICOM Seminars, the sister company of
OptiRisk Systems. This series of conferences is now globally recognised as the meeting
place for specialists in this domain.
Pre-Conference Dinner:
End Users
Organisations
Prices:
Vendors and
Consultants
Prices:
S$200 + Applicable Local Taxes
200 SGD
Standard Price:
Standard - until 10 Mar 2016 $650 + Applicable Local Taxes
650 SGD
Early Bird Price:
Early Bird - until 10 FEB 2016 $550 + Applicable Local Taxes
550 SGD
Super Early Bird Price:
Super Early Bird - until 10 Jan 2016 $450 + Applicable Local Taxes
450 SGD
Standard Price:
Standard - until 10 Mar 2016 $1050 + Applicable Local Taxes
1050 SGD
Early Bird Price:
Early Bird - until 10 FEB 2016 $850 + Applicable Local Taxes
850 SGD
Super Early Bird Price:
Super Early Bird - until 10 Jan 2016 $650 + Applicable Local Taxes
650 SGD
Launch of "Handbook of Sentiment Analysis in Finance”
Date 10 – 11 March, 2016
Building on the success of the Handbook of News Analytics in Finance, the editors (Prof. Gautam
Mitra and Dr. Xiang Yu) have researched and compiled this new volume of the Handbook. The
publication date is January 2016. On the evening of 10 March 2016, we will officially launch this
Handbook in Singapore; many contributors will also be present at the event.
In the last four years there has been explosive developments in the domain of sentiment analysis
in general and sentiment classification in particular. There has been a growing consumer interest
in social media and these new media sources have become the leading 'influencers' of market
sentiment. The latest edition includes multiple sources of information such as:
?
News Wires
?
Macro-economic Announcements
?
Social Media
?
Microblogs/Twitter
?
Online (search) Information e.g. Google Trends
The applications of sentiment analysis are considered for multiple asset classes including:
?
Equities
?
Fixed Income Instruments
?
Foreign Exchange
?
Commodities (Oil, Gas, Energy and others)
Handbook Price: S$ 170 (£80)
Attendees to the conference may purchase at a discounted price of S$100 (£50).
For our full range of Sentiment Analysis Knowledge products (conference recordings, slides [2014, 2015] & Handbook) please
contact us for special bundle offers at [email protected] or call us +44 (0)1895 256484.