Mining alpha signals from unstructured text - Sameena Shah, PhD

http://photos1.meetupstatic.com/photos/event/2/7/f/8/event_284890232.jpegThis September we are delighted to invite Dr. Sameena Shah as our speaker.

Sameena will be talking about how her team has been creating quant signals from textual information in corporate filings, news, and social media. The talk will be at a beginner's/intermediate level and requires no pre-requisite readings.

Dr. Shah leads Thomson Reuters R&D's work in finding alpha from underexploited data sources. Sameena has been leveraging big data analytics for finding predictive signals from textual information in corporate filings, news, social media, company hierarchy analysis etc. Prior to joining Thomson Reuters, she worked for a hedge fund in NYC creating statistical arbitrage driven quantitative strategies. Sameena holds a PhD in Machine Learning and Optimization from IIT Delhi. Her research has received several awards including those from Microsoft Research and Google. Sameena is on the review panel of several major journals and a PC member for several International Conferences.

Optional pre-meeting reading would include work by Paul Tetlock ( for example, http://www0.gsb.columbia.edu/faculty/ptetlock/papers/Tetlock_et_al_JF_08_More_Than_Words.pdf ) and Elizabeth Blankespoor.