OptiRisk Systems UK Newsletter
(Incorporating Indian Division)
AML Product Family
Our daily trading Signals
Supply Chain Network Design (OptiRisk India)
Route Planner and Scheduler (OptiRisk India)
"Handbook of Sentiment Analysis in Finance": Ready to ship
Conferences (OptiRisk is a Sponsor and Knowledge partner)
Conferences (OptiRisk team will present)
New staff members
  I can calculate the motion of heavenly bodies, but not the madness of people.
-Sir Isaac Newton
  AML Product Family  

Our development work with AMPL and AML product family is progressing steadily. We have delivered three of the five AMPL API (Java, MATLAB and C++). The other two are on the workbench. Equally AMPL IDE has performed well and is in use by multiple organizations. Our ASL work with IBM using CPLEX is also gaining traction with hedge funds and logistics companies.



  Our daily trading signals  

SSD signals and SAT –Toolkit have been back-tested extensively with market data and news-meta data (where appropriate) for the following index-futures and their constituents. [Nifty 50, FTSE 100, Hang Seng, EuroSTOXX50].In India we are working closely with our partner iRage Capital who have started live trading. These daily signals (strategies) are under evaluation with (i) a Hedge Fund and (ii) a Quant Fund.In Europe we are in discussion and about to start pilots with hedge funds and quant funds.

Ongoing Research: Our on-going research covers money management [through volatility pumping], use of regime switching model in computing daily signals and revising the reference (benchmark) distribution.

For more information regarding or services contact:
Dr Xiang Yu; email: xiang@optirisk-systems.com

  Supply Chain Network Design
(OptiRisk India)

OptiRisk has undertaken a consulting project for one of the top three Automobile Manufactures in China. OptiRisk has studied the current network for the client, its current and future demand and other factors, cost structure and many constraints in the network and has come up with an (Mixed Integer Programing) optimization model. This model identifies the best (least cost) network design for a given service level.

  Route Planner and Scheduler
(OptiRisk India)

In the first quarter of 2016, OptiRisk India has successfully rolled out ORPSS (Optimized Route Planning and Scheduling Studio) to Anchor Supply Chain Solutions, a 3PL start-up. ORPSS is a web-based application, which automates the task of vehicle route planning and scheduling. Using this solution, clientsgenerally save between 5 and 30 percent of transportation cost and 90 percent of planning time. This is an out-of-box solution, which is customized to suit the customer's unique needs. (OPRSS is also used by Café Coffee Day in multiple regions.)

For more details about the product please visit:

  “Handbook of Sentiment Analysis in Finance”: Ready to ship  

The “Handbook of Sentiment Analysis in Finance” was launched on 10 March 2016 in Singapore. Building on the success of the Handbook of News Analytics in Finance, this handbook (edited by Prof. Gautam Mitra and Dr. Xiang Yu) has the current and latest research results of leading experts in the domain of Finance and Sentiment Analysis, Data Analytics and Social Media.


The contents include:

  1. Text Analytics and Sentiment Classification
  2. Online Search and Social Media sources
  3. Sentiment Analysis applied to Equity
  4. Sentiment Analysis for other Asset Classes: Energy, Commodities, Green Commodities, Bonds and FX
  5. Use of Sentiment Analysis in Daily and High Frequency Trading
  6. Applications of Sentiment Analysis: Case studies
  7. Vendor directory

To obtain our collection of presentations, video recordings, publications on this topic, please see the bundle offer.

  The effective quantification of non-standard non-numerical data has opened up vast new avenues of investment signal research. This volume provides a cogent and valuable summary of the current research in this area.
- Peter Swank, PhD
Vice President, Tudor Investment Corporation
(OptiRisk is a Sponsor and Knowledge Partner)
  1. The 12th International Conference on Applied Mathematical Programming and Modelling Brno, Czech Republic, 8- 10 June, 2016

    APMOD is a series of conferences which was started in 1991 following the initiative of Prof. Gautam Mitra, OptiRisk Systems UK. OptiRisk is involved in the organisation of the conference and welcomes you to participate in the event.
  2. New developments in IT and Financial Innovation, London, 14 July 2016
    • AI, Machine Learning and Sentiment Analysis Applied to Finance,

      AI and Machine Learning have emerged as a central aspect of analytics, which is applied to multiple domains. This conference addresses and explains how to extract sentiment from multiple sources of information and showcases the advances that have taken place in the field of financial innovation.
    • Block Chain and Financial Services

      This conference explores some of the technology and the manifold applications of Block Chain and Financial Services. It is co-located with the AI, Machine Learning and Sentiment Analysis Applied to Finance conference.

      Both the conferences are organised by UNICOM and OptiRisk Systems is a knowledge partner.
  3. Sentiment Analysis in Finance, Singapore, 10- 11 March 2016.[PAST]

    OptiRisk Systems was one of the knowledge partners during this conference that was attended by over 100 delegates from various big and small firms. Some of the leading speakers and panelists in the conference were Tobias Preis, Eliza DePalma, James Cantarella, Eric Tham, Svetlana Borokova, Enza Messina.

    To obtain our collection of presentations, video recordings, publications on this topic, please see the bundle offer.
  Although most of the works regarding polarity classification usually consider text as unique information to infer sentiment, Social Networks and Microblogs are actually networked environments.
- Enza Messina
Speaker, Sentiment Analysis in Finance, Singapore, March 2016
(OptiRisk team will present)
  1. International Conference on Stochastic Programming, Brazil, 25 Jun - 01 Jul, 2016

    During the upcoming XIV ICSP, OptiRisk is organising a session titled, ‘Stochastic Programming models for asset allocation and downside risk control.’ The speakers are Prof. Gautam Mitra, Prof. John Birge, Prof. Csaba Fabian and Dr Cristiano Arbex Valle.
  New staff members  
  1. Ansuman Swain (based in Kolkata, India) has joined as a Software Developer for our AML product range
  2. Lucas Augusto Freire de Oliveira (based in Belo Horizonte, Brazil) has joined as Software Development intern for our SAT and SSD Signals project.
  A banker is a fellow who lends you his umbrella when the sun is shining, but wants it back the minute it begins to rain.
- Mark Twain

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