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.
Our Latest News
SESAMm is a fast-growing company which participates in major events, forums and competitions across the world. We want people in the asset management industry to know more about Big Data and artificial intelligence… and we also like to show what we do best!
Discover our video presentation and latest news in the following section.
Happy New Year! Our new website is now live and 2017 promises to be full of events & announcements.
SESAMm participated in the conference “Fintech: overview of a changing financial ecosystem”.
SESAMm has received the prestigious FINANCE INNOVATION Label.