Testing Financial Hypotheses with Open Source

  • January 14, 2014 · 6:30 PM
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For our inaugural Open Finance Meetup the topics will be: “Testing Financial Hypotheses with Open Source” presented by Dan Gerlanc and a "Crash Course in Binary Options, Trading Strategies, and R" presented by Ben Sgro. We’ll be looking at free software tools in R and possibly Python and Java.

Financial hypotheses might range from something simple like “If I bought IBM on December 18th at market open and sold it a week later, I would make money” to, “The average quintile spread return from a 1-month momentum strategy on a universe of the SP500 between 2000 and 2010 is negative.” We’ll look at ways to evaluate both of these statements from data acquisition through to some basic coding.

Informal networking will follow.

Special thanks to Simulmedia for hosting us!

About the Presenters:

Dan Gerlanc is an experienced quantitative analyst and developer with over seven years of experience in empirical finance research, model development, and implementation.  He has first-hand experience with the entire quantitative investment process from data management through to portfolio construction and trading. He has coauthored several open source R packages, published in prominent peer-reviewed journals, and is active in the data analytics communities in New York and Boston.

Dan enjoys teaching about data science and has presented talks and workshops for New England Artificial Intelligence, Boston Predictive Analytics, Boston Data Mining, and General Assembly. He has served as an R TA for courses at Tufts Medical School. He has been programming in R for almost a decade.

Dan is the founder of Enplus Advisors, a data science consulting firm. Enplus specializes in providing world-class analytics teams on a contract basis. At Enplus, Dan has worked in industries ranging from green energy to financial services with companies of all sizes, from one person startups to large multinationals.

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Ben Sgro

BIO: Ben's interest & professional career span finance and software-dev to hardware and infosec. Ben is currently employed as a Sr. engineer at Simulmedia.

TALK: Crash course in Binary options, Trading strategies & R
DETAILS: During this talk we will look at what Binary options are, what brokers offer them and how they are structured. Once that basic foundation is in place we'll venture into using R to build a simple model using cumulative distribution frequency for evaluating possible trades. This talk is essentially a crash-course in Binary options, R and simple model building.

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  • Ben Sgro (.

    Thanks to everyone for coming out - Dan for organizing and Simulmedia for hosting. I also enjoyed the QA session and drinks. I'll provide my talk slides to Dan and he can put them on meetup.

    January 16, 2014

  • Dmitry M.

    Missed the event. Daniel, please share the slides if at all possible. Thanks you!

    January 15, 2014

  • Ahmad R.

    Gracious hosts and lovely space at Simulmedia. Looking forward to the next one whenever or wherever it may be.

    January 15, 2014

  • A former member
    A former member

    Good talks, I definitely would love to see more. A big thanks to Simulmedia for hosting.

    January 15, 2014

  • Michael F.

    great start. Looking forward to more.

    January 14, 2014

  • A former member
    A former member

    very good.

    January 14, 2014

  • Joseph

    I just got invited at 6:06pm for the 6:30pm meeting but I am over one hour away. Sorry I can not make it. Please give my seat to someone else.

    January 14, 2014

  • sewell t.

    Definitely would like to attend, currently on the wait list. Will the presentations be recorded and/or slides made available afterwards? Thx.

    January 14, 2014

    • Daniel G.

      Slides will be available afterwards but we're not set to record this.

      January 14, 2014

  • A former member
    A former member

    I see that some people are canceling but not removing their RSVP. Is the 50 an actual hard limit? I very much want to attend this meet up.

    January 13, 2014

  • helene

    Sorry, will have to cancel for jan 14.

    January 13, 2014

  • Art

    Wow

    January 5, 2014

  • johnatha

    Yes

    December 19, 2013

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