The Quest for Profitability by Michael Halls-Moore & Data Driven Strategies

Come by and hear Michael Halls-Moore from QuantStart.com (https://www.quantstart.com/about-mike)and Seong Lee, product manager at Quantopian (https://www.quantopian.com), give two great talks on algorithmic trading.

Agenda

6:00pm: Networking & pizza

6:15pm - 7:00pm: Seong Lee - "Data Driven Strategies"

7:00pm - 8:00pm: Michael Halls-Moore - "The Quest for Profitability"

8:00pm: Q&A and Wrap-up

Data Driven Strategies: How Unconventional Data Sources Can Provide an Edge in Systematic Trading by Seong Lee

Often new data sources can be the driving factor behind discovering new alpha. In this talk, Seong will go over where these new data sources are coming from, where you can get them, and a few specific examples to solidify the concept.

The Quest for Profitability - Optimizing Your Quant Research Workflow To Help Find New Trading Strategies by Michael Halls-Moore

One of the main benefits of the internet has been the rapid dissemination of smart ideas to lots of people. With quant research platforms becoming ever more sophisticated and more freely available, is it becoming harder to find profitable trading strategies that haven't already been implemented? How can we as retail quants go about finding new trading strategies?

One area in which we can compete is the optimisation of our research workflow. By streamlining the process of studying, testing and implementing our strategies, it is possible to increase the likelihood of finding an exploitable edge that others may not yet be aware of.

In this talk we will discuss techniques to both formalise and subsequently optimise your current research workflow with the aim of identifying new profitable quant trading strategies that you can bring to market.

About the Speakers

Dr. Michael Halls-Moore

Mike received his PhD from Imperial College London where he developed fluid dynamics codes for rocket propulsion engines. Subsequent to his PhD he worked as the lead systems developer for Oxalyst Systems LLP, a long-short equity fund based in London. He is now the founder of QuantStart.com, which discusses quantitative trading methods using Python and R.

Seong Lee

Seong is a product manager and business development lead at Quantopian helping to build out their data business. Prior to joining Quantopian, he built data analysis applications for a Cambridge tech startup and holds a B.S. from Boston College.

About Quantopian

Quantopian inspires talented people everywhere to write investment algorithms. Select authors may license their algorithms to us and get paid based on performance. For more information, please visit us at: https://www.quantopian.com (https://www.quantopian.com/).