The most successful hedge-funds in today’s financial markets are consuming large amounts of alternative data, including satellite imagery, point-of-sale data, news, social media and publications from the web. This new trend is driven by the fact that traditional factors have become less predictive in recent years, requiring sophisticated investors to explore new data sources. The majority of this new alternative content is unstructured and hence must first be converted into structured analytics data in order to be used systematically. Instead of building such capabilities themselves, financial firms are turning towards companies that specialize in this field. In this talk, Kevin will discuss some of the practical challenges of giving structure to unstructured content, how entities and ontologies may be used to link data and the ways in which semantic intelligence can be derived for use in financial trading algorithms.