Anthony Luciani is a Senior Quantitative Analyst at MarketPsych. He is working on simplified sentiment and “Superforecasters” models. He developed sentiment-based financial models, previously for Optirisk. He has a Master’s Degree in Financial Mathematics from the University of Leicester.
Currency and Forex Forecasting with Media Sentiment Data
In this talk Anthony Luciani describes how media analytics are providing new insights into the origins and topping process of asset price bubbles. Examples from price bubbles including the China Composite, cryptocurrencies, housing, and many others will be explored. Recent mathematical models of bubble price action will be augmented with sentiment analysis. Attendees will leave with new models for identifying and taking advantage of speculative manias and panics.