Exploiting Alternative Data in the Investment Process
Peter Hafez provides an overview of RavenPack's Big Data Analytics with a focus on the recent developments of the RavenPack product. In addition, Peter presents his latest work on news impact asymmetries.
Peter Hafez provides an overview of RavenPack's Big Data Analytics with a focus on the recent developments of the RavenPack product. In addition, Peter presents his latest work on news impact asymmetries.
Anomalies and Opportunities in the FX Option Market
During this talk, Dr. Jessica James reviews the market from its beginnings to its current day, showing where it has been wrong and which anomalies persist.
During this talk, Dr. Jessica James reviews the market from its beginnings to its current day, showing where it has been wrong and which anomalies persist.
Stochastic Filtering in Electronic Trading
Dr. Paul Bilokon provides an overview of the methods of stochastic filtering: from Kalman, to particle, to assumed density filtering at our Quant Insights Conference 2016.
Dr. Paul Bilokon provides an overview of the methods of stochastic filtering: from Kalman, to particle, to assumed density filtering at our Quant Insights Conference 2016.
Julia: A New Approach for Quantitative Finance
This talk describes how Julia’s features make it ideal to use as a single language across the entire lifecycle, from exploratory analysis to production, within quantitative finance.
This talk describes how Julia’s features make it ideal to use as a single language across the entire lifecycle, from exploratory analysis to production, within quantitative finance.
Optimizing pandas for Performance
During this talk, Jeff Reback discusses and illustrates useful tips and techniques which can be used when optimizing pandas; such as how to optimize performance and the Do's and Don'ts when writing code.
During this talk, Jeff Reback discusses and illustrates useful tips and techniques which can be used when optimizing pandas; such as how to optimize performance and the Do's and Don'ts when writing code.
Navigating Stock Market Crashes in the Brexit Trump Era
In this talk, Dr. Bill Ziemba discusses stock market crashes in the Brexit/Trump era. He focuses on four big crash measures, and various corrective actions that can help us understand these issues.
In this talk, Dr. Bill Ziemba discusses stock market crashes in the Brexit/Trump era. He focuses on four big crash measures, and various corrective actions that can help us understand these issues.
Quant Tech: Where Do We Stand?
An expert panel at our For Python Quants conference debates the current state of quantitative technology.
An expert panel at our For Python Quants conference debates the current state of quantitative technology.
Quant Bites Series
Watch these bite-sized videos focusing on the impact quant finance is having in leading practitioners fields.
Watch these bite-sized videos focusing on the impact quant finance is having in leading practitioners fields.
Using Financial Data from Quandl with Python
Carrie Shaw & Jason Byck show how to use Financial Data from their Quandl platform with Python at our FPQ Conference in New York.
Carrie Shaw & Jason Byck show how to use Financial Data from their Quandl platform with Python at our FPQ Conference in New York.
Derivatives Funding, Netting and Accounting
Dr. Mats Kjaer delivers his talk on derivatives funding, netting and accounting at last year's Quant Insights conference in London.
Dr. Mats Kjaer delivers his talk on derivatives funding, netting and accounting at last year's Quant Insights conference in London.
