our News

April 19, 2013

Reputation Brand Monitoring and Marketing

With Semlab’ proprietary semantic web software you can analyze millions of user forums, tumblr blogs, Twitter, Facebook and Google+ feeds, in order to measure in real-time the sentiment of  your product and service opinions.

It has been a challenge imposed by processing social media because of use of incorrect language, irony, short or incomplete sentences, lack of contextual information, use of multiple languages and use of slang but Semlab succeeded to address all of these challenges with its semantic web solutions and other language processing technologies.


Semlab successfully  can offer with the highest precision- and recall, of what the people think about your product and service.Don’t matter what language, slang they are using,   you will capture the sentiment of the crowd immediately .User Case: Financial ServiceIn the domain of  retail financial services, e.g. stock market investments, insurances, mortgages and consumer saving- & lending money, product- and service offering opinions will be processed real time.The combination of machine translation and automatic sentiment analysis has proven to be effective as semantic sentiment analysis appear to be relatively insensitive to grammatical translation errors. Especially in verbose and plentiful (highly redundant) social media messages even imperfect translations allow for reliable sentiment extraction. This was demonstrated in a precious project  SemLab executed with the world most respected universities in this field where 81% translation accuracy was sufficient to drive adequate sentiment extraction from financial big data in social mediaThe resulting sentiment will be visualised in a GUI suitable for monitoring social media and to enable integration in social media outings.

The solution will be accessible through a web based service providing a clear visualization of the sentiment data and database.

The reputation brand monitoring and marketing solution  is specially suitable for retail banks and insurance companies. These companies valued the content coming from the solution as consumer feed back of the findings of their financial products and how new financial product are received in the market.

This solution will address specifically the risk metric of financial service products from the eyes of consumers, the feed-back will allow the financial service companies to adjust the offerings accordingly and  consequently improve reputation in the market.

A clear example of the current situation is the recent development on the Dutch mortgage market. The Dutch government has declared that the requirements for a mortgage are seriously increased. However to prevent total lock-up of the property market, the public is allowed to take a second loan. This second loan can be used to fulfil mortgage payments. Whereas this leads to opportunities for the mortgage suppliers, the general public is unable to assess the implications this can have for their overall cost. This is currently causing severe unrest in the Dutch mortgage market indicating the severely increased sensitivity of the financial services market for this – relatively transparent – measure.

Another example is the panic fuels Latvian run on Swedbank

http://www.bbc.co.uk/news/business-16142000

 

If you want to stay in control of the opinion: use our proprietary semantic web software.

 

April 15, 2013

Latest customers using our technology

SEMLAB’s technology is used across a wide range of industries to assist companies and government organizations to efficiently implement flexible solutions to the knowledge management- and data processing problems they face. Every day and night, our platforms are quietly at work assisting banks, hospitals, law enforcement, media agencies and regulators to process and maximize their intelligence and other core assets.

Some of our latest testimonials coming from organizations we work with, include:

EUROPEAN COMMISSION, Brussels,  ICT,Competitiveness & Innovation, March 2013:

SEMLAB provides the most innovative solution in Language Technology in combination with high yield critical business processes, including financial services and risk management.

Nicolas Pratt, Machine Readable News-FOREX, April 2013:
As Machine Readable News gains further traction in FX, SEMLAB is extending its offerings.
The open platform from SEMLAB allows algorithmic traders from sell- and buy side to distinguish themselves when detecting news based information. Its natural language processing software combined with customizable event driven signals has become popular among the FX community, following the Equity Trading community.

According to Deutsche Boerse’s Market News International, Clint Rhea, COO,

In order to produce more tailored news feeds and signals, we entered into partnership with SEMLAB in order to disseminate more relevant content. Now we can tailor our events very quickly, adding value to our clients.

According to Bram Stalknecht, CEO SEMLAB, panelist at BATTLE OF THE QUANTS: Today’s algorithmic trading is not about macroeconomic market data nor sentiment signal from news providers. For the new generation algorithmic quant engineers, such as quants at WorldQuant, FirstNY, Graham Capital, Brevan Howard, Winton Capital, it’s more focused on creating proprietary decision models based on multiple sources, including news and social media.
Electronic execution is more commonplace accounting for over 60% of FX Trading while high frequency trading represents over 35% of FX trading volume, according to Aite Group statistics group.
This number will grow with SEMLAB offering complex event driven algo’s.

NASDAQ OMX, the US-based global exchange company, says Philip Adesso, Head of Analytics. There is a steadily growing interest in alpha generation within all asset classes. Mr. Adesso attributes the growth of machine readable news uptake to the evolution of FX algorithms which are now finally mirroring those in equity market. Algo’s based solely on pricing data are reaching a point where their value is exhausted. Dynamic algorithms that can act and react to market conditions like a human, need to consider many disparate prices of information. Machine readable news is arguably the most important piece, given that news precedes price, and machine readable news precedes scrolling news.

 

April 15, 2013

New SemLab website

We have upgraded our website. The new site provides a more complete view of our offering and is easier to maintain. This should result in more up to date content, and hopefully more pageviews.

 

April 12, 2013

Irene Aldridge, speaker at NYU-Poly’s Big Data Finance Conference, May 3, NYC, Sponsor SEMLAB

Big Data is a fact, fueling a transformation of finance and the world of business in yet unpredictable ways.  Scientific parsing of big data and Data Analytics are encountering challenges to process data, produce meaningful inferences and maintain the integrity and the safety of its use.

Irene Aldridge is Industry Assistant Professor, Dept. of Finance and Risk Engineering, Polytechnic Institute of New York University (NYU).  At NYU, Aldridge specializes in cutting edge HFT and other data-driven finance research and teaches courses on HFT and algorithmic execution.  Aldridge is the author of several books, including “High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems” (2nd edition just published by Wiley, 2013), translated into several languages.

Aldridge worked for various institutions on Wall Street and in Toronto, including Goldman Sachs and CIBC, and is a founder of ABLE Alpha Trading, LTD, a company specializing in high frequency trading technologies, including quantitative market-making. Her research has been profiled on BBC, CNBC, FOX Business, CBC, BNN, German ZDF, National Public Radio (NPR), Bloomberg Radio, as well as in the New York Times, the Wall Street Journal, Associated Press, Financial Times, Thomson/Reuters, Bloomberg LP, Forbes and other major business news outlets.

 

April 12, 2013

SemLab Sponsor of NYU-Poly’s Big Data Finance Conference, May 3, NYC

SEMLAB is sponsoring the Big Data Finance Workshop organized by the department of Finance and Risk Engineering of New York UniversityPolytechnic Institute on May 3, 2013, New York City

The target audience (invitation only) includes top academics in the field and practitioners in the high-frequency, quantitative and algorithmic  industries, including customers like Goldman Sachs, ITG, QuantRisk Trading, Credit Suisse, JP MorganChase.

During the workshop SEMLAB will discuss advanced semantic analytics, specifically for quantitative- and algorithmic financial big data processing.

For more information: big data finance conference

 

October 5, 2012

Funds trading on sentiment. Does it work?

A recent survey (posted on Battle of the Quants, London, Sept. 10) indicated that 30% of USA hedge funds are employing some type of sentiment analysis in their trading models. Many multi-factor based quantitative hedge funds are adding a sentiment factor to reflect how markets are reacting more often to headlines, fear and greed vs. fundamentals. Other trading strategies are going further and relying purely on sentiment to trade the markets. SemLab News Analytics Solution VIEWERPRO  providing sentiment output for many trading models and markets.

To investigate the alpha generation for your trading activities, we are offering evaluation projects. Please contact sales at semlab d ot nl and find out how best to leverage sentiment to drive returns

 

April 19, 2012

‘From Analytics to Alpha’


Click on the image for the original webpage, or use the links below for more information and to register.

View the webcast

 

March 16, 2012

SemLab sponsor of Battle of the Quants, New York!

SemLab is proud to be the sponsor of the 2012 Battle of the Quants coming up on March 27th and 28th at Christie’s Rockefeller Center. Battle of the Quants is the leading quantitative hedge fund conference which focuses on the most cutting edge quantitative strategies. For additional information or to register, please go to www.battleofthequants.com

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The leading Global Quantitative Hedge Fund Event includes a first time EVER focus on Trading by leveraging Sentiment and Real Time Big Data.

Other topics covered include:

  • Battle: Humanizing the Machine or Automating the Man
  • Quant Capital Introduction Roundtable
  • Models Interrupted: Should You Override your Systematic Engine?
  • The Race to Zero! Low Latency / High Frequency Trading
  • Speakers include High Profile Quant Investors, Managers and an Astronaut
  • And so much more content including quant panels, presentations, a Quant Awards Ceremony,  interviews, Quant Videos, a live Auction and networking

 

 

March 14, 2012

SemLab, the leading news analytics vendor at the Battle of the Quants in New York, March 27th and 28th!

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Join SemLab at the official 2-day Battle of the Quants event in New York! Quantitative investors, high frequency traders and multiple managers gather to discuss and exchange information about cutting edge quantitative strategies when mining big data and incorporating sentimental analysis into quantitative methodologies. This event is unique because it provides a fascinating and wide ranging understanding of why quantitative finance is becoming increasingly relevant to everyday trading.

Gain knowledge, participate in high-anticipated workshops and meet other experts in the business. Join us at Christie´s Rockefeller Center in New York on March 27th and 28th!

SemLab will discuss news analytic innovations for a low latency, multi asset class trading environment.
Interested in ViewerPro? View the ViewerPro page  ViewerPro

Challenged to join Battle of the Quants?       www.battleofthequants.com/newyork_register.html

 

December 2, 2011

News Sentiment HD App for iPad launched in iTunes Store

The News Sentiment HD App analyses current financial news in real time and displays the news sentiment of all major equities in an intuitive graphical interface. This provides at-a-glance insight in market moving events and keeps you ahead of the competition.

SemLab’s News Sentiment HD optimizes the way you keep in touch with the rapid developments in global equity markets by:

✩ Aggregating over 57 leading news sources.
✩ Analyzing the news impact for all major equities.
✩ Visualizing for immediate insight into potentially market moving developments.

NewsSentiment HD is used by professional and private fund managers to stay abreast of current affairs and ahead of the competition.

✩ Act before the market moves.
✩ Boost your 401k and equity portfolio return.
✩ Be well informed and act quicker than the exchange.

NewsSentiment HD for iPad is the ultimate app to boost your 401k and equity portfolio return. It empowers you to keep ahead of the US/EU equity markets and abreast of relevant news events – always.

Features:

✩ Enhanced for iPad
✩ Detailed news events
✩ Global market overview
✩ Real-time, 24×7, minimal latency
✩ Intuitive interface, no training required
✩ Aggregated news from over 57 news sources

For more information, please visit the iTunes Store.