All posts tagged high frequency trading

May 13, 2013

SemLab Internship Opportunities: Now open for international candidates

Interns

Internship Opportunities: Now open for international candidates:

1- Econometrics & Operations Research

2- Quantitative Modeling for Algorithmic Trading & Testing

We are looking for candidates for our fast growing work in our knowledge engineering developments in algorithmic trading.

Ad1-

Background of candidate is in Econometrics & Operations Research at a M.A. level university.

The candidate will be joining our Research & Development team in The Netherlands, near Amsterdam Airport. The thesis project is focusing on news analytics for multi asset class investments. The candidates should have an understanding of the implications and effects from news events on investments and risks. Macro economics and fixed income as well as equities and derivatives are subjects of interest of the internship work.

Duration: 6 month. After a successful completion of the thesis it is expected to be part of the growing development team.

Ad2-

Background of the candidate is in Quantitative Modeling and/or Financial Mathematics (M.Sc./PhD-thesis)

The candidate will be joining our Research & Development team in The Netherlands, near Amsterdam Airport. The thesis project is focusing on news analytics and market data for equity asset class algorithmic trading.

Candidates should have an understanding of risk/(multi) asset valuation modeling and an emphasis on financial service applications.

We require academic experience in the field of financial data analysis and research, with strong analytic solving skills, including tools like Matlab/R and experience of working with statistics and data sets for testing your algorithm and benchmark against indices.

Communication in English is essential to both of the intern positions as well as a valid EU working permit.

If you are interested in any of these positions please send your C.V. to stalknecht@semlab.nl

 

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.

 

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