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| OptiRisk Newsletter – Winter 2018 |
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| AMPLDev |
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| Our in-house optimization modelling product AMPLDev, which now includes AMPLDevSP, incorporates Linear Programming, Integer Programming and Stochastic Programming modelling features. We have also started the development of a visualization tool inside AMPLDev. This incorporates data visualization features which apply to running instances of the model; a beta version is available now. |
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| AMPL IDE |
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| OptiRisk Systems is a partner of AMPL Optimization and also a contractor for the support and maintenance of AMPL IDE. The latest version (Version 3.5) of AMPL IDE includes major user interface improvements and critical bug fixes. |
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| AMPLAPI |
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| AMPLAPI is now available for six languages/frameworks: C++, Java, .NET, MATLAB, R and Python. OptiRisk, in partnership with AMPL Optimization, is maintaining and progressively enhancing these six API tools. |
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| We are inviting readers to check out our recently released library of back testing and virtual performance results to our stock trading product – Sentiment Enhanced Signals. The site features: |
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Up to 10 years of back testing results |
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Global coverage of markets such as USA, UK, Europe, India and Hong Kong |
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Portfolios adjusted for different levels of risk tolerance |
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Daily breakdowns of portfolio holdings split between long positions and short positions |
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A comprehensive User Guide. |
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| Based on the optimization technique of second order stochastic dominance, this strategy beats the performance of global indices whilst minimizing drawdown. In the asset allocation process and computation of the strategy/trading signals market sentiment plays a major role. To find out more and see for yourself the outstanding performance of this strategy, visit our newly developed interactive website - Trade SES |
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| Eurostars PROJECT: SENRISK |
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| The development of the Decision Support System for Risk Assessment of bonds is progressing well. OptiRisk is the managing partner of the project and other partners are Fraunhofer ITWM (Germany), PS Quant (Austria) and Acatis (Germany); further details can be found on the project website www.senrisk.eu. |
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| The project has progressed well; a GUI has been designed where various analytical models can be chosen to link macroeconomic news to the movement of bond yields. We choose the salient news categories and topics for each instrument and create a tailored risk assessment model for corporate and sovereign bonds. The project will come to an end by 31 December 2018. |
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In partnership with UNICOM Seminars, we will be delivering a global conference series in 2019 called: "Financial Evolution: AI, Machine Learning and Sentiment Analysis". The locations are:
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| Mark these dates in your calendar! |
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| Tyre Inspection Logger |
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| OptiRisk India has come up with a mobility solution (Android + Web application), which is a strip down of the TPMS Android application with the extended functionality of RFID (Radio Frequency IDentification). |
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| The RFID web application is responsible for User creation and maintenance. User authentication for RFID android application has to be performed by a cloud server. The android application is capable of capturing the details of tyres in the vehicle. Each tyre is fitted with a unique RFID tag and can be paired with any vehicle belonging to the same company. The end user can inspect the tyres in a vehicle and record it in the android application. Recorded details are synced with the cloud server. |
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Credits |
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This newsletter was compiled by Xiang Yu and supported by Tracy Tan. |
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