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Tilman Sayer, Advanced Logic Analytics

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Advanced Logic Analytics appoints chief information officer

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Advanced Logic Analytics (ALA), a provider of enterprise-class big data and finance analytics solutions for buy- and sell-side institutions and other financial firms, has appointed Tilman Sayer as chief information officer.

Sayer (pictured), who will report to managing director Nick Ellis, will lead the strategic development of ALA’s new and market-leading ALA OneLogic financial analytics suite which includes models for behavioural, emotional and sentiment-based trading and portfolio optimisation models.  
 
“There is a rising importance to financial enterprise use of big data analytics in the markets, in addition to our ALA OneLogic compliance, big data and financial analytics solutions, we have many plans underway, including building digital finance advice, ‘robo-adviser’, that will utilise our algorithms to automatically allocate, manage and optimise client assets,” says Ellis.
 
Pim Dale, CEO at ALA, says: “For traders, our predictive models identify and catch signs of bubbles, market trends, overconfidence in M&A deals, and other useful trading indicators, in any language, and across jurisdictions. We believe sentiment, behavioural and emotional analysis will evolve at an accelerated pace over the coming years and it is key for my team to deliver best-in-class predictive analytics for our customers.”
 
“We are gaining such an experienced and respected financial mathematics and modelling specialist,” says Dale. “Tilman leads our team of academics and will be an invaluable asset as we continue to develop our global big data analytics platform and extend its unique capabilities within financial markets analytics.”
 
Prior to joining ALA Sayer worked as a senior analyst and financial engineer at OptiRisk Systems where he engineered the enhancement of mathematical models for equity trading and developed trading signal tools for equity assets based on the concept of stochastic dominance.
 
Sayer was a research fellow at the department of Financial Mathematics at the Fraunhofer Institute for Industrial Mathematics (ITWM) in Kaiserslautern, Germany. There, he worked as researcher and consultant and developed risk management solutions with particular focus on UCITS IV regulations, portfolio strategies based on the risk budgeting principle and designed an accelerated hardware implementation to simulate asset price paths in the Heston model for Monte Carlo simulations.

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