August 25, 2010
ViewerPro, Semlab’s news flow algorithms and analytic suite, is now connected to Thomson Reuters Market Data Systems (RMDS). In order to interact and develop emerging news analysis tools, users can utilize a fully integrated RMDS news flow algo, based on SemLab’s superior semantic web technology.
For more information: Reuters RMDS website
May 25, 2010
The NORM project has now officially started. NORM, short for News Optimised Risk management, is a project commissioned by the European Union to research the effects of financial news on market risk predictions. In order to study this, the project will use SemLab’s ViewerPro system for automated semantic news analysis, together with state of the art risk modelling techniques.
May 22, 2010
In the coming months Semlab’s ViewerPro system for automated semantic analysis of financial news, will be used by several international financial organisations in Japan, the USA, France, Germany, the U.K and the Netherlands.
ViewerPro processes incoming financial news events and determined the impact of messages on equity portfolios.
February 18, 2010
ViewerPro was already connected to news sources such as Thomson Reuters, Dow Jones and various RSS feeds, and has now expanded by covering multiple European stock exchanges.
ViewerPro now incorporates the FTSE AllShare index (London), the AEX (Amsterdam), BEL20 (Brussels), DAX30 (Frankfurt) and the CAC40 (Paris), thereby automatically identifying news events for companies within the UK, the Netherlands, Belgium, Germany and France.
In the nearby future, we will expand further to for example south European stock exchanges.
January 28, 2010
The finalised copies of the ViewerPro Client evaluation CD are ready to be handed out at the next few meetings that Semlab will attend.
This promotional CD contains a fully functional trial version of the ViewerPro client for financial news analysis, intended for evaluation purposes. This trial includes access to the live DowJones Newswire feed and includes installers for Microsoft Windows and Linux platforms.
January 20, 2010
The European Union has approved our NORM proposal. Semlab and a consortium of international partners will start researching News Optimised Risk Management.
In today’s chaotic financial climate, systems for predicting market behaviour and attitudes of financial professionals are under scrutiny. Current market risk assessment characteristics disregard market information that is available from additional sources like, for example, financial news. There are whole new possibilities for producing meaningful market behaviour models by incorporating behavioural and quantitative finance, using the latest techniques and powerful modelling tools. The prevailing market environment can (to some extent) be captured by key innovative techniques of news analytics that quantify news sentiments. The emergence and impact of such behavioural finance is illustrated by the 4-5 Nobel Prizes for Economics awarded in this field in recent years.
This project aims to enhance market risk assessment metrics by using semantically analysed news-based information. This will compensate for inflexibility of existing models with regard to strong market fluctuations or market instability and give more dynamic, more reliable market risk estimation.
November 11, 2009
This week, Semlab attended the ‘Forum on News Analytics applied to Trading, Fund Management and Risk Control’, at Canary Wharf in London.
Our director of research, Dr. Mark Vreijling, gave a lecture on Semlab’s cutting edge news analytics platform ViewerPro, and the prospects of using semantic news analysis for Trading and Risk Control.
Financial news contains market information that is potentially useful for trading and risk assessment. Most financial companies still have no way of automatically analysing news and information is either missed or takes long to process. With semantic analysis platforms like ViewerPro, no news is missed and desisions can be made much quicker.
For more information: Forum on News Analytics
October 27, 2009
Semlab’s director of research, Dr. Mark Vreijling, was invited by Dow Jones to lecture on ‘Semantic analyses for non scheduled event driven trading’ at ‘The Evolution of Trading & Execution’ meeting in Frankfurt am Main, on Wednesday the 18th of November, 2009.
Other speakers include Prof. Dr. Christoph Lattemann (Professor for Corporate Governance & eCommerce, University of Potsdam), Nicole Schröpfer (Business Development Manager, Dow Jones), Klaus Brune (News Editor, Dow Jones).
For more information: Dow Jones Briefing
September 28, 2009
RTS Realtime Systems Group, the leading global trading solutions provider, announced that it has added an additional third party data provider to further strengthen its offering of low latency data and news feeds for algorithmic trading clients interested in event-based trading opportunities. RTS has integrated into RTD Tango, its algorithmic trading solution, feeds from SemLab’s ViewerPro, which provides computer-readable news within milliseconds of an event.
See the full RTS press release: Yahoo Finance
September 26, 2009
On Wednesday the 23rd of September 2009, experts from SemLab, Need To Know News, RavenPack and RTS had a lively discussion in the webinar: “How to Capitalize on Event Based Trading”.
During the webinar it was discussed what event based trading really is, how traders are able to capitalize on expected and unexpected events, how technology plays a role in event based trading and how the different types of event-based strategies are deployed across all asset classes worldwide.
You can view the webinar here.
Copyright © 2023 SemLab The Netherlands - Terms of Use
Read more