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Activity Number: 39 - Methods in Financial Risk Assessment
Type: Contributed
Date/Time: Sunday, July 30, 2017 : 2:00 PM to 3:50 PM
Sponsor: Section on Risk Analysis
Abstract #323654
Title: Using an Automated News Sentiment Analysis as an Additional Trading Rule for High Frequency Trading Engine
Author(s): Brahim Brahim*
Companies: BDV Big Data Visualizations Inc
Keywords: Predictive Modeling ; Algorithmic Trading ; Sentiment Analysis ; High Frequency Trading ; Big Data
Abstract:

As we know HFT activity occurs in milliseconds, So more faster than sentiment analysis, the aim of this study is detecting strategies that mislead the financial markets and private dark pools. We can not control the financial market in a Some Particular cases, events, among those particular cases are creates a false impression in the market that may disrupt the stock signal and the volatility, In our new trading strategy, we have taken into consideration, The automation of the result of news sentiment analysis in a real time and consider it As an Additional Trading Rule For our Trading strategy which can be integrated into the High Frequency Trading Engine. and Finally, We will show you the proof of concept and some use cases.


Authors who are presenting talks have a * after their name.

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