Francesco is the co-founder and CEO of Brain, a company focused on the development of algorithms for trading strategies and investment decisions. He obtained his Ph.D. in Computational Methods applied to Quantum Physics from Uppsala University in 2010. He focused his career in solving complex computational problems in different sectors using a wide range of techniques, from density functional theory in solid state physics to the application of machine learning in different industrial sectors.
Brain proprietary signals based on machine learning and natural language processing techniques
We present Brain proprietary signals based on the application of machine learning and natural language processing techniques:
1) The BSR signal is a daily stock ranking based on a supervised machine learning model that uses an ensemble of features related to market regimes, stock fundamentals, prices and volumes, calendar anomalies. The model can be customized with the specific investable universe, the rebalancing frequency and the investment style.
2) The Brain Sentiment Indicator (BSI) is a daily stock ranking based on the natural language processing analysis and sentiment extraction from the financial news on a global scope.