Sentiment Analysis in Financial Investments & Trading
10009806-18
香港九龍達之路78號
2021-01-21
莊小姐 2788 5768
amandajohn@hkpc.org
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只提供英文版本

This programme aims at enabling banking and finance practitioners to apply Sentiment Analysis on investment and trading which includes portfolio construction, re-balancing and trading strategies.

In addition, participants will learn how to apply Deep Learning and NLP (Natural Language Processing) techniques on textual sentiment processing and understanding.

Day 1 (3 hours): Sentiment Visualisation and Trading Applications

  • Raw data collection by web scraping
  • Dataset pre-processing and cleaning
  • Calculate sentiment scores with aggregation, weighting, volume counting and moving average in different timeframes
  • Industry applications: Sentiment index for long/short trading strategies in different asset classes: Equities, Bonds, Forex and Commodities, Smart Beta for portfolio construction and re-balance by pair-algorithm
  • Case Analysis: Textual data visualisation in word cloud, charts and histograms, Apply rule-based sentiment APIs to extract emotions, social media sentiments and stock price correlation

Day 2 (3 hours): Natural Language Processing and Deep Learning Techniques

  • Building blocks of Natural Language Processing
  • News classifications by topic modelling
  • News relevance (identifying market moving events) and company entity extraction
  • Word2Vec embedding to understand language semantics
  • Introduction to deep learning based techniques for sentiment analysis
  • Case analysis: Understand news content and semantics by training a Word2Vec embedding, develop a sentiment analyser by Deep Learning Sequence model (LSTM) with pre-trained language model

Target Audiences

  • Financial practitioners interested in applying sentiments on investment and trading
  • Professionals who would like to sharpen their skills with the latest AI and Machine Learning technologies
  • SME / start-up entrepreneurs who wish to get inspiration from incorporating sentiment analysis into their businesses

Certificate of Attendance

A Certificate of Attendance will be awarded to participants who have completed the full programme requirement with 75% or above attendance rate.

Date & Time

21 & 22 Jan 2021 (Thu & Fri), 09:30 – 12:30

Total 6 hours

Location

HKPC (78 Tat Chee Avenue, Kowloon Tong, Hong Kong)

Medium

Cantonese with training material in English

Programme Fee

HK$6,000  (May apply up to $4,000* subsidy)

* This course is subject to approval under the Reindustrialisation and Technology Training Programme (RTTP ), which offers up to 2/3 course fee reimbursement upon successful applications. For details: https://rttp.vtc.edu.hk

To enrol, please complete the online enrolment form and settle the payment through HKPC Academy website (http://www.hkpcacademy.org). Participants are advised to make registration on or before 31 December 2020.

Trainer

Mr Ken LIU

Mr LIU is co-founder and CTO of Datatact, which is a startup in AI, Machine Learning and Big Data for Trading Strategies and Social Media Analytics. He is a hands-on expert in his specialised area for over 15 years.  Prior to Datatact, Ken worked at Citi, Goldman Sachs and Credit Suisse as Algo-Trading developer. Ken earned a Master in Computer Science from University of Southern California and a Bachelor in Computer Science from University of Warwick.

 

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