Workshop: Validating a Fundamentals Algotrading Strategy

In addition to our traditional meetups, we’re going to start hosting workshops with a more hands-on, practical focus. Since there was such a high turnout for the “Perils of Quantitative Investing” meetup, our first workshop will focus on the intersection between finance and machine learning.

Topic: Validating a Fundamental Algotrading Strategy from Financial Ratios 


Ben Gimpert has graciously agreed to lead this workshop. Ben is currently the CTO of Quiverity Research Systems, and earlier Ben was the CTO of Altos Research after his ML startup was acquired. Ben was a quant at Credit Suisse, JPMorgan during the credit crisis, and buy-side commodities shop EdF Trading in London.

Tentative Schedule:

6:30pm-7:00pm -- socializing

7:00pm-7:15pm -- lightning talk (tbd)

7:15pm  - 8:30pm -- workshop

8:30pm -- 9:00pm -- socializing

Quick note:

* Our host venue (Optimizely) will be asking you to sign an NDA.

* Optimizely will be providing us with food and beverages in their cafeteria area. They ask that you do not take food/beverages from the shelves or refrigerators

* Thank you to those that helped fill out our survey. Hopefully we'll be able to address your questions during the workshop. If not, I'm sure there will be time at the end for you to pick Ben's brain.

Special thanks to Optimizely for hosting and providing food.

Survey for possible future ML/Finance workshops:

In the even that we have another ML/Finance workshop in the future, please help us make the workshop most beneficial to you by filling out this form: link-to-google-form

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