Alexandria Technology is a leading provider of financial sentiment data and OptiRisk Systems is well known for financial models for asset allocation enhanced by sentiment. Alexandria and OptiRisk are presenting the results of their collaborative research for asset allocation. The webinar will be in two parts:

PART 1: Alexandria describes its AI and NLP methods for sentiment quantification and sets it against the benchmark of Loughran McDonald, and FinBERT. It then presents its recent success with their Earnings Call approach to asset allocation.

PART 2: OptiRisk presents its acclaimed method of asset allocation based on Second Order Stochastic Dominance (SSD) The main attraction/ advantage of SSD is that it sets out to shorten the tail of the portfolio return distribution and thereby reduce the tail risk. The enhancement is then achieved using RSI the momentum indicator and the News Sentiment RSI (NRSI) indicator . These are then combined to produce improved asset allocation results.


Dan Joldzic

CEO, Alexandria Technology

Christopher Kantos

Managing Director, Head of Quantitative Research, Alexandria Technology

Prof. Gautam Mitra

Founder and Managing Director, OptiRisk Systems

Zryan Sadik

Senior Quantitative Analyst and Researcher, OptiRisk Systems

Wednesday, 31 May, 2023