Machine Learning & AI in Quantitative Finance Conference 2018 - NYC

Machine Learning & Event Detection for Trading Energy Futures

The emergence of big data in finance has had a major impact on equities trading. However, other asset classes have seen less of an impact, since fewer alternative data sets are available to support these. In recent years this has changed with the proliferation of various social media sources and with the development of more advanced knowledge graphs that support a global macro theme.

During this talk Peter Hafez will show how RavenPack Analytics (RPA) can be used to uncover profitable trading signals for commodities based on news events detected across thousands of sources. In particular, he utilizes ten well-known machine learning algorithms to predict next day returns across a broad energy commodity basket.

RavenPack Text Analytics

At the event we'll also be showcasing our new product line called "RavenPack Text Analytics", that can systematically analyze your emails, instant messages, pdfs and any other textual content, to enhance Alpha generation, risk mitigation and compliance.