Venue: Millennium Hotel, London Mayfair
Advanced Logic Analytics is delighted to announce that our CIO, Tilman Sayer, will feature as one of the key-note speakers at this year’s AI, Machine Learning and Sentiment Analysis Applied to Finance in London in June.
Tilman will discuss ‘Beating Markowitz with Sentiment and Downside Risk Control’
The classic Markowitz model considers the standard characteristics: return and volatility. Second order stochastic dominance (SSD) in contrast encompasses the whole distribution of asset returns.
The true magic of SSD lies in its choice of portfolio based on the minimisation of downside tail risk. Using this modelling paradigm we have developed an innovative and dynamic trading product for equities. News sentiment is integrated into the system to digest market moods and enhance prediction. Regime switching algorithms are used to detect market shifts. We provide insight into these novel techniques and supply performance results.
You can register here