CME group is one of the world’s leading derivatives marketplace allowing clients to trade futures, options, cash and OTC markets – empowering market participants to efficiently manage risk and capture opportunities. CME Group aims to explore how public 13F filings—quarterly reports submitted by institutional investors to the SEC—can be leveraged to generate actionable insights for sales, marketing, and product development. This project’s goal is to help CME better understand which firms are exposed to asset classes relevant to its futures products and how those exposures evolve over time.
Watch the team present this project at 02:36:55 in the session recording here.
Keywords: NLP, Futures, Time Series, SEC Form 13F, Risk Factor Hedging
Faculty Advisor
Roger is an Associate Clinical Professor at the University of Chicago. He teaches Leadership Skills in the Master of Science in Applied Data Science program. Previously Roger was VP, Analytics and Customer Operations at Entytle. Entytle provides a SaaS tool supporting customer installed base automated sales with AI and machine learning. Roger has also worked at Gartner, Sagence, Booz & Co, PwC, Diamond Management & Technology Partners and the Boston Consulting Group. Roger is active in the data, analytics and technology communities in the Chicago area. He attends many MeetUps, roundtables and industry events. Roger founded and chairs the Chicago Booth Big Data & Analytics Roundtable.