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"The Hunt For Alpha Among Alternative Data Sources" from QuantCon Singapore 2016

Dr. Michael Halls-Moore, Founder of, gave this presentation at QuantCon Singapore 2016. QuantCon, our algorithmic trading conference, will be back in Singapore this September 28th-30th with another expert line up of speakers. Check out Dr. Michael Halls-Moore’s presentation below to get a preview of this year’s event, and reserve your spot today.

"The Hunt For Alpha Among Alternative Data Sources" by Dr. Michael Halls-Moore

The lifeblood of many quantitative trading strategies is a mix of high-quality, high-frequency asset pricing data and detailed information on company fundamentals. Such data is now available quite readily at low cost from multiple vendors. In addition it is more straightforward than ever to "wrangle" the data into the necessary formats for rapid quant research.

Quantitative hedge funds, family offices, proprietary trading houses and even some retail quants are realising that many of the traditional sources of alpha are decaying. In essence, the search for alpha must be continued elsewhere.

So-called "alternative" data sources are a relatively recent solution to the problem of alpha decay. Satellite imagery, email receipts, social media, Internet-of-Things sensors, weather patterns and earnings calls can all provide insights that lead to novel trading ideas.

Along with these new sources of data are methods to quantify and analyse it, including statistical machine learning, computer vision, sentiment analysis and deep neural networks.

In this presentation, he considers new data sets and discusses how you can apply freely-available data science tools to help find new alpha among them.

Join us this year to hear "An Ensemble Approach to Nowcasting Economic Conditions: A Practitioner’s View"  from our keynote speaker Yi Li, Portfolio Manager at GIC’s Systematic Investment Group (SIG). Use discount code QCommunity2017 to get 10% off  your ticket at

Other 2017 talks include:

  • "Order & Randomness in Asian Market Microstructure" by Dr. Kerr Hatrick, Executive Director of the Electronic Trading Strategist Group at Morgan Stanley
  • "Supply Chain Earnings Diffusion" by Josh Holcroft, Head of Quantitative Research, Asia at UBS Investment Bank
  • "Real-time Machine Learning Architecture and Sentiment Analysis Applied to Finance" by Juan Cheng, Data Scientist at InfoTrie

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