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| AML Optimisation Products |
| AMPL's products and services - AMPLDev, AMPL IDE, and AMPL API, continue to be offered by OptiRisk to academic institutions and large organizations. AMPL supports not only linear programming and integer programming, but also stochastic programming (SP), which is optimization under uncertainty. In the coming months, OptiRisk's optimization under uncertainty course - 'Optimum Decision Making and Risk Analysis Applied to Finance' will be available as a modular and online instructor-led training. |
| For more information contact us at info@optirisk-systems.com |
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| Trading in Multiple Venue |
| NIFTY50 - OptiRisk is a trading strategy provider for the Indian market on a popular retail trading platform called Tradetron. Our NIFTY50 Gap Strategy (close-to-open) was available on this platform until November 2021. We are currently testing two new strategies and these would be avialiable to retail traders through tradetron. |
| S&P500 - OptiRisk has subscribed as strategy provider to Collective2 platform for retail traders. Some of our recent and well-performing strategies (Three-Asset and Multi-Asset), which use our proprietary asset allocation model and sentiment analysis, will soon be available on this platform. |
| FTSE100 and EUROSTOXX50 - OptiRisk is developing a number of strategies on various global indices including FTSE100 and EUROSTOXX50. Please get in touch to request for strategy performance and results. |
| Interactive Broker - All our trading strategy are executed through our trading partner Interactive Broker who also provide us real-time data feeds. |
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| Forex Trading Strategy |
| Marco Veterani, who is an OptirRsk Associate, has developed a Quantwise strategy that is based on quantitative algorithmic models for foreign exchange asset classes. He has live trading experience using this strategy since 2015 which has consistently generated a CAGR of 9%. |
| Together with other strategies this will also be available on Collective2 very soon. |
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| Strategy Visualisation Portal - Trade SES |
| OptiRisk’s TradeSES portal is an interactive performance and reporting visualisation system initially developed for our own use. The platform was successful and well-received internally so we have decided to offer the platform for commercial marketing and sales purposes. Do reach out to us to find out more about TradeSES platform. |
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| Research on AI/ML for Prediction |
| OptiRisk has made a significant effort in the past year to strengthen its Data Science and Analytics team. The team has developed quantitative and machine learning models that predict market movement. In essence, we use a combination of quantitative and machine learning models to predict the index or asset's direction (UP/DOWN/FLAT). This ensemble market direction prediction is then fed into our proprietary asset allocation system (SSD). |
| Currently, our prediction tools using ensemble predictions from various Quants and Machine Learning models have generated high-return (and low-risk) strategies for NIFTY50 and S&P500. |
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| Sentiment Analysis and Asset Allocation |
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| OptiRisk is a leader in the field of Sentiment Analysis. We have extensive published research in this area |
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| Sentiment data (news and microblogs), from various data providers, is used in our trading strategies to generate alpha. We are in the final stages of testing our popular trading strategy that uses the in-house asset allocation model and sentiment filters. |
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| Feel free to download our published whitepapers on this research through the links provided below |
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Asset Allocation Strategies: Enhanced by News |
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Asset Allocation Strategies: Enhanced by Micro-Blog |
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| Whitepapers |
| OptiRisk continues to rank among the top 10% authors by total number of new downloads on SSRN. We are hugely invested in research and have a library of 50+ published papers on our website. Please visit our Whitepapers page to see all published papers. Many of these whitepapers are also available for download from SSRN. |
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| Events |
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| OptiRisk is proud to be Knowledge Partners for Unicom’s upcoming event Financial Evolution: AI, Machine Learning and Sentiment Analysis on 6-7 April 2022. The four themes for this conference are: |
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| Theme 1: SRI, SCR and ESG |
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| Theme 2: Systematic Trading of Credits and Index Futures |
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| Theme 3: Quantum computing in finance |
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| Theme 4: Alternative Data |
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| Join us to know more about how Fintech is playing a crucial part in the evolution of the finance sector. To reserve your free ticket click here.
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| Other upcoming events in 2022 where OptiRisk will present and sponsor are: |
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Financial Evolution: AI, Machine Learning and Sentiment Analysis
22-23 June 2022 (webpage under development) |
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| CSAF Instructor-led course |
| In 2020, OptiRisk in collaboration with QuantInsti and UNICOM developed and delivered the popular online instructor-led training programme - EPAT Specialization: News, Sentiment and Alternative Data The course was designed for finance professionals seeking to build their careers in modern Algorithmic and Quantitative Trading methods. |
| This training programme was enhanced and evolved into a certification course Certificate in Sentiment Analysis and Alternative Data for Finance (CSAF) – by OptiRisk and its partners in 2021. Leading worldwide Algorithmic Traders, Sentiment Pundits, Quantitative Modelling professionals, and High-Frequency Trading thought leaders conceived and delivered it. The CSAF is comprehensive and offers unrivalled insight into the realm of algorithms and cutting-edge financial technology. Starting 04 June 2022 is the fourth cohort of this 60-hour instructor-led course held during weekends. We have added more faculty to the fourth cohort of the course, which includes industry experts like Boris Spiwak (Director of marketing at Thinknum), Dan di Bartolomeo (President and founder of Northfield Information. Services), Dr. Peterson (CEO of MarketPsych Data), Dr Keith Black (MD of the FDP Institute), Dan Joldzic (CEO of Alexandria Technology). The course is supported by various case studies and provides post-training placement and career guidance. |
| Click here to know more |
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| Publications - OptiRisk Series in Finance |
| We are on track to publish our first alternative data and finance handbook in the Taylor Francis/CRC Press and OptiRisk series in Finance- The Handbook of Alternative Data in Finance Vol I. We have received submissions from various subject experts for this first volume. We have two more handbooks under preparation (i) Alternative Data in Finance Vol II and (ii) Quantum Computing in Finance. |
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| Interested contributors (Subject Experts and Technology Heads of vendor organisations) may submit contributions for The Handbook of Alternative Data in Finance Vol II (Publication date: December 2022) and Quantum Computing in Finance. Please write to publications@optirisk-systems.com to enquire about (i) the submission process and (ii) the timeline for publication.
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| Partnerships and Joint Ventures |
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GARP (Global Association of Risk Professionals) -
GARP has been a long-time partner of OptiRisk, dating back to 1999. With the Financial Risk Manager (FRM®) and Energy Risk Professional (ERP®) qualifications, GARP sets the global standard in professional certification. These programmes are challenging and well-known across the world. Certified FRMs and ERPs set themselves distinct in their businesses by exhibiting competence and a commitment to enhanced risk management techniques. |
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CAIA Association - Through professional education, openness, and thought leadership across all investor options in our sector, the CAIA (Chartered Alternative Investment Analyst) Association aims to enhance investment and social outcomes of capital allocation. CAIA has a lengthy history with OptiRisk, which has resulted in a number of new opportunities. |
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FDP Institute - The FDP Institute (Financial Data Professional) delivers world-class education to financial professionals in order to satisfy the industry's rapid digital transformation demands. FDP Institute has contributed excellent speakers and panellists to OptiRisk-UNICOM conferences and is collaborating with us on the upcoming "Handbook of Alternative Data in Finance." |
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QuantInsti - QuantInsti is one of the most significant algorithmic and quantitative trading institutions globally, with students from over 200 nations and territories. Professor Mitra has advised them for many years. QuantInsti, in collaboration with OptiRisk and UNICOM, provides a Certificate course in Sentiment Analysis and Alternative Data for Finance (CSAF). |
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| PR and Communications |
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| We are looking for some bright minds to handle our digital marketing and SEO activities. If you are interested or you know someone who might be interested feel free to get in touch at jobs@optirisk-systems.com |
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Credits |
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This newsletter was compiled by Akshita Porwal and Suraj Sakaria supported by Shradha Berry. |
| info@optirisk-systems.com |
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