OptiRisk UK
Launch of "Handbook of Sentiment Analysis in Finance"
AMPL Product Family
SSD Tools
Conferences
Workshops
Webinars
Partnerships
OptiRisk India
Route Planner and Scheduler
Supply Chain Optimization
 
  Launch of “Handbook of Sentiment Analysis in Finance”  
   
 
 
 

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 version of the Handbook. The publication date is February 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 have 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)
 
 

To order your copy, please visit:
http://optirisk-systems.com/publications/Sentiment_Analysis_Handbook.asp

 
  AMPL Product Family  
 

The C++ version of the AMPL API is now ready for a January 2016 release; it is available for any platform supported by AMPL and by a C++98 standard compiler; the Java and MATLAB versions have received the first round of amendments.

Streamlining of AMPLDev cloud login and file transfer processes are in progress.

 
 

SSD Tools:

 
 

OptiRisk is progressing well in the development and delivery of its two Financial Analytics products, namely, SSD Signals and SAT tool kit. The products are currently undergoing trials with a Hedge Fund called MarkeTopper and a quant fund called SMC Capital Advisors in India.

 
  Conferences  
 
  1. Sentiment Analysis in Finance, Singapore, 09 - 11 March 2016

    This conference is organised by UNICOM and IIMCalcutta. OptiRisk Systems and Financial Research and Trading Lab IIMCalcutta are the Knowledge Partners of the conference.
  2. International Conference on Stochastic Programming, Brazil, 25 Jun - 01 Jul, 2016

    OptiRisk is organising a session at the upcoming XIV ICSP. The session is titled "Stochastic Programming models for asset allocation and downside risk control", and the speakers are Prof. Gautam Mitra, Prof. John Birge, Prof. Csaba Fábián and Dr. Cristiano Arbex Valle.
  3. The 12th International Conference on Applied Mathematical Programming and Modelling (APMOD 2016) will be held in Brno, Czech Republich, on June 8th-10th 2016. APMOD is a series of conferences which was started in 1991 on the initiative of Prof. Gautam Mitra, OptiRisk Systems UK. OptiRisk is involved in the organization of that upcoming conference and would be happy to welcome you to participate in that event
 
  Workshops  
 

Our forthcoming workshops:

 
 
  1. Portfolio Construction, Asset Allocation and Trading Strategies, London, and online, 18 - 21 January 2016
    • Time: 17:00 - 20:30 hrs (half an hour break)
  2. Predictive Analytics & Filtering for Finance, London, and online, 8, 9, 15 and 16 February 2016
    • Time: 17:00 - 20:30 hrs (half an hour break)
  3. Optimum Decision Making and Risk Analysis in Finance, India, March, 2016
  4. Financial Modelling in R, India and online, 14 - 15 March 2016
  5. Scenario Generation and Simulation for Risk Control, IIndia and online, 16 - 17 March 2016
 
 

All workshops are accredited by GARP and CPD; so participants gain PDUs of GARP and CPD. credits.

 
  Webinars Schedule  
 
  • 22 December 2015 @ 8:00 hrs GMT = 16:00 hrs SST
    Title: “Insights into Market Sentiments and Trading Strategies”
    Presenter: Prof. Gautam Mitra & Xiang Yu, OptiRisk Systems UK
  • 15 January 2016 @ 8:00 hrs GMT = 16:00 hrs SST
    Title: “Sentiment and Attention”
    Presenter: Prof. Ashok Banerjee, The Financial Research and Trading Laboratory, IIMCal
 
  Partnerships  
 

Existing Partnerships

 
   
 

New Partnerships

 
 

Dr. Ronald Hochreiter has entered into a partnership with OptiRisk Systems to represent us in Continental Europe for the trading products SSD Signals and SAT.

Mr. Eric Tham has also entered into a partnership with OptiRisk Systems to represent us in Asia Pacific for SSD Signals and SAT.

 
  New staff members  
 
  1. Dr. Christina Erlwein- Sayer, Senior researcher is on secondment from Fraunhofer ITWM. She is working on sponsored collaborative projects between Fraunhofer ITWM and OptiRisk in the domains of ALM and Sentiment Analysis.
  2. Dr Tilman Sayer, Senior researcher is on secondment from Fraunhofer ITWM. He is working on sponsored collaborative projects between Fraunhofer ITWM and OptiRisk in the domains of Trading and Sentiment Analysis.
  3. Kavya Agarwal has joined as a Marketing Assistant (Intern)
 
  OptiRisk India  
 

Route Planner and Scheduler:

 
 

OptiRisk India has successfully rolled out ORPSS (Optimized Route Planning and Scheduling Studio) to Sical Logistics (for the Cafe Coffee Day chain), MC Lunch Box and SaveGenie.

ORPSS is a web based application which automates the task of vehicle route planning and scheduling. Using this solution, clients can generally save between 5 and 30% of transportation cost and 90% of planning time. This is an out-of-box solution which is customized to suit the customer's unique needs.

ORPSS solution is delivered through a cloud based technology, which is easy to adopt and no up-front investment in software licences or in hardware is required. Customers pay a monthly subscription for the actual usage of this software service. ORPSS is thus a cost effective transportation optimization software, which helps our clients to reduce both operational and capital expenses.

For more details about the product please visit:
http://solution.optiriskindia.com/ORPSS.04.02/login

 
 

Supply Chain Optimization:

 
 

The first phase of our project of supply chain optimization covering sales and operations planning for Paradeep Phosphate has been completed. This software solution helps the client to automate the medium term planning tasks covering sales, production, procurement and distribution plans.

The solutions not only deliver superior plans to improve the bottom line, but they also provide the agility to re-plan within hours, such replanning may otherwise take days. A highly customized mathematical optimization model lies at the heart of this solution, which has been developed and integrated with the web application. As a consequence this approach provides access to anyone at any time from any where. This acts as a collaborative platform to do the planning virtually.

 
 

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Credits

This Newsletter was compiled by Aqeela Rahman and supported by Kavya Agarwal and Julie Valentine.