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Data By the Bay is the first Data Grid conference matrix with 6 vertical application areas  spanned by multiple horizontal data pipelines, platforms, and algorithms.  We are unifying data science and data engineering, showing what really works to run businesses at scale.
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Monday, May 16 • 4:00pm - 4:40pm
Quantitative Trading with Machine Learning

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Quantitative Trading is the methodical way of trading. It's a $300b industry, and Quantitative Hedge Funds are considered to be the elite of Hedge Funds. Today, with more and better data and software than ever, the application of machine learning methods on financial data becomes increasingly popular in the industry. In this talk we introduce basic concepts of quantitative trading and showcase a simple example of an application of machine learning to create a quantitative trading alogrithm for Futures.

Speakers
avatar for Martin Froehler

Martin Froehler

CEO, Quantiacs
Starting with US stocks in high school, continuing through his mathematics education in Europe, and culminating as head of a private quantitative research firm in Zurich, Martin has over 20 years experience with the markets. As a manager and teacher of new Quants, Martin realized that anybody could become a great Quant and has set out to make that possible.



Monday May 16, 2016 4:00pm - 4:40pm
Ada

Attendees (21)