All posts tagged Goldman Sachs

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

 

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