Big Data for Market Finance
At SESAMm, we analyze billions of news articles, social media messages, blogs and forums posts to help predict financial markets movements. Our goal is to bring new relevant information to asset managers, investments banks, hedge funds and brokers across the world.
We specialize in identifying major emotions trends and behavioral biases. Our toolset consists of natural language processing, quantitative analysis and machine learning applied to Big Data. We rely on artificial intelligence to make sense of textual information and implement those algorithms on distributed computing architectures to optimize the processing of very large datasets.
Big Data tools
We extract, store and analyze billions of messages, posts and articles from various sources. We rely on storage facilities designed for Big Data and distributed computing architectures based on large clusters of machines.
We develop our own Natural Language Processing algorithms to analyze textual data. We focus on subjectivity, which includes sentiment, emotions and opinions of asset managers, influential individuals and consumers.
We use machine learning and quantitative analysis to describe complex relationships between sentiment, emotions or opinions and financial markets. This allows us to generate predictive indicators based on textual data.
L'humeur des marchés
By combining Artificial Intelligence, Natural Language Processing and Quantitative Analysis from SESAMm’s R&D, we have developed L’Humeur des Marchés, a new data-visualization solution.
Obtain an informational advantage by using our analytics, insights, and graphs on all major financial assets worldwide.
The video interview of our CEO from the French Fintech Tour in London & Dublin!
Analyse Financière has written an article on us and our new product, l’Humeur des Marchés.
L’AGEFI Hebdo, the specialised financial magasine, interviewed SESAMm on its new product.