Abstract: In this talk, we introduce the topic of NLP, explaining what it is and many of the tasks which are involved in NLP ranging from tokenisation, named entity recognition to topic modelling. We explain what word embeddings are, comparing and contrasts various models. We later show Python code examples of many NLP libraries, including NLTK and spaCy, as well as showing how to source content from the web using libraries such as newspaper. We also give a number of use cases for NLP from a trading perspective, such as Fed communications.
Bio: Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020. Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a co-founder of the Thalesians.