About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

A-Team Webinar to Explore Machine Readable News Integration

Subscribe to our newsletter

Intelligent machine readable news, which turns unstructured news data into actionable insight, and can be used to uncover market trends, identify correlations, evaluate sentiment and inform quant strategies and predictive models, has become a powerful tool in the arsenals of trading and investment firms seeking a competitive edge. While machine readable news feeds typically provide applications with a mix of real-time alerting, low-latency news updates, analytics, and historical news archives, their value to traders and investors is often dictated by how well they are integrated with internal systems.

In an upcoming A-Team Group webinar on 30th November 2021, ‘Integrating Intelligent Machine Readable News’, sponsored by Moody’s Analytics, a group of industry thought leaders will get together to discuss best practices around integrating intelligent machine readable news for competitive advantage.

The webinar will feature expert panelists Andrea Nardon, Chief Quant Officer of Black Alpha Capital, Gurraj Singh Sangha, Chief Quantitative Investment Officer of Token Metrics, Sergio Gago Huerta, Managing Director of Media Solutions at Moody’s Analytics, and will be moderated by Sarah Underwood, Editor at A-Team Group.

The panel will look at use cases of low-latency and ultra-low latency news feeds, and how to overcome the challenges of integrating feeds with existing internal systems. Panelists will discuss practical approaches, technologies and tools to support integration, and will highlight some pitfalls to avoid. e look forward to you joining us for what should be a fascinating and informative discussion.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

Sphinx Targets 24/7 Energy Markets with Blockchain-Enabled Derivatives Exchange

A new entrant to the energy derivatives landscape is preparing to test whether modern trading infrastructure can reshape how energy risk is managed. Sphinx, a startup exchange operator, is developing a platform designed for continuous trading and near-instant settlement in energy derivatives, initially targeting U.S. natural gas and electricity markets. The Sphinx Global Commodity Exchange...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

Practical Applications of the Global LEI – Client On-Boarding and Beyond

The time for talking is over. The time for action is now. A bit melodramatic, perhaps, but given last month’s official launch of the global legal entity identifier (LEI) standard, practitioners are rolling up their sleeves and getting on with figuring out how to incorporate the new identifier into their customer and entity data infrastructures....