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 AML Family of Products |
| Equity Trading Product |
| Eurostar Project |
| New Whitepapers |
| Events |
| OptiRisk India |
| Staff & Interns |
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| AMPLDev: |
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A brand new version of AMPLDev is in the works; this version is due to be released later this summer. In this version the way the user interacts with the models will change altogether; using the running instances of the models the data editing and data visualisation are done on the fly. AMPLDev can therefore be used as a BI and analytic platform for AMPL data views. |
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| AMPL IDE |
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An updated version (Version 3.5) of AMPL IDE is released this year, which comes with major user interface improvements and bug fixes. Development of IDE is carried out by AMPL Optimization in partnership with OptiRisk-Systems. |
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| AMPLAPI |
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AMPLAPI is now available for six languages/frameworks: C++, Java, .NET, MATLAB, R (beta) and Python. The Java and MATLAB versions have been updated to use the C++ core. This leads to improvement of speed and reliability; some important functions for model and data export have been added across all versions. |
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| Sentiment Enhanced Signals (SES) |
OptiRisk is proud to announce that our Sentiment Enhanced Signals (SES) is now LIVE and trading on the Indian stock market and US stock market. The product is being utilized for the construction of portfolios from stocks belonging to NIFTY50 in India and S&P500 in US, as well as the index futures. Based on the optimization technique of second order stochastic dominance, this strategy beats the performance of global indices whilst reducing drawdown as well as days to recovery; it takes into account market sentiment as derived from news wires and other news sources. To find out more and see for yourself the outstanding performance of this strategy, visit our newly developed interactive website:
TRADE-SES http://ses.optirisk-systems.com:333/ |
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| SENRISK |
| We continue to work on the development of a risk assessment tool for sovereign and corporate bonds; this project is in cooperation with our European partners PS Quant in Austria, Acatis and Fraunhofer ITWM in Germany. We have developed routines to forecast risks; these forecasts are enhanced using news sentiment and news volume. We model switching market regimes by detecting switching correlation structures with news time series. This leads to predictions of bond spreads taking into consideration current market states. Our SENRisk DSS prototype will deliver a news-enhanced Fixed Income risk tool for portfolio managers and analysts. |
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| Sales and Delivery Management System (SDMS) |
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| In April, 2018, OptiRisk (India) successfully completed the trial of SDMS and SDMS went live for one of our clients. SDMS is a Cloud and Mobility based application, which has the capacity to capture inventory in stores, place orders, generate invoices and print them from the vehicle itself. Such automation helps our clients to improve productivity and reduce the order-to-cash cycle and working capital requirements. More details are available here and here |
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| Tyre Pressure Monitoring System |
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| OptiRisk (India) has developed hardware and software for a Tyre Pressure Monitoring System (TPMS) for a leading tyre manufacturer. |
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| Hiring |
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| OptiRisk is hiring research staff and interns at multiple geographies. Visit our Jobs webpage https://optirisk-systems.com/jobs_1.asp to find out more. |
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| Summer Interns: |
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| 1. Jin Won Choi, UCL, Department of Computer Science - Duration: June to September 2018 |
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| 2. Jia Lin Li, UCL, Department of Computer Science - Duration: June to September 2018 |
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| 3. Yulu Qiu, UCL, Department of Computer Science - Duration: June to September 2018 |
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| 4. Yan Jun Wu, UCL, Department of Computer Science - Duration: June to September 2018 |
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| 5. Anthony Luciani, University of Leicester, Department of Mathematics - Duration: June to September 2018 |
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| 6. Tracy Tan, University of Toronto - Duration: June to December 2018 |
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| Doctoral Interns: |
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| 7. Douglas Castilho, University of Sao Paolo & University of Porto - Duration: May 2018 to May 2019 |
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| 8. Tomasso Adami, University of Bergamo – Duration: July 2018 to July 2019 |
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Credits |
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This Newsletter was compiled by Aqeela Rahman and supported by Xiang Yu and Julie Valentine. |
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