Catana Capital wird einen auf Big-Data-Analysen und selbstlernenden Algorithmen beruhenden Fund im Laufe der nächsten Monate lancieren.
Der Fund wird sich zunächst auf den DAX-Index und DAX-Werte konzentrieren.
CEO und CRO Holger Knauer berichtet dem Hedge-Fund Online-Magazin Opalesque über die 4 Phasen der Catana Capital Fund-Konzeption:
Phase 1: internet crawling technology
“Anything which is written in the web, we can read,” Knauer notes.
“Whether it be a news piece or a research piece but also social media, like Twitter or StockTwits, or information regarding key events, that’s all captured in real time. We cover more than 25,000 securities globally in real time including also currency, commodities, etc.”
Phase 2: aggregation and the understanding of the data
“There is a keyword-based approach and also a sentence-based approach, along the lines of natural language processing, which allows us to identify the content of the messages,” he explains.
“We collect, for example, 300,000 messages per day, around 4 per second. This does not include the noise but only the messages which have relevant content for us.”
Phase 3: how to position the portfolio
Phase 4: trading, execution and risk management
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German fund manager to launch Big Data hedge fund
http://www.opalesque.com/659698/German_fund_manager_to_launch_Big_Data_hedge969.html