Name: (NY) - Saeed Amen - Creating trend following fund / PyThalesians demo
Start: 2015-10-01T18:00:00-04:00
End: 2015-10-01T19:00:00-04:00
Location: Shark Tank, Grind Broadway, 22nd Floor

Seminar Program
6:00pm Seminar

Full title: Creating trend following fund: How to build a CTA? / interactive PyThalesians Python markets demo

Abstract: In this talk, we shall be discussing CTAs and giving some background about the industry. We shall give a brief overview of the types of strategies CTAs use to trade markets, creating a generic proxy for a typical CTA fund. We shall also be discussing how CTA strategies can be used to improve the risk adjusted returns of long only equity and bond investors.

Later, there will also be an interactive Python demo showing how to use the PyThalesians Python code library (partially open sourced on GitHub (https://github.com/thalesians/pythalesians)). Amongst other things we shall investigate the properties of intraday FX volatility, where we'll be accessing live market data via Bloomberg and also creating customised plots using Matplotlib (see below).

http://photos2.meetupstatic.com/photos/event/9/9/4/0/600_437139232.jpeg

Bio

Saeed Amen (@thalesians) is a managing director and co-founder of the Thalesians. He has a decade of experience creating and successfully running systematic trading models at Lehman Brothers, Nomura and now at the Thalesians. Independently, he runs a systematic trading model with proprietary capital. He is the author of Trading Thalesians – What the ancient world can teach us about trading today (Palgrave Macmillan). He graduated with a first class honours master’s degree from Imperial College in Mathematics & Computer Science.

Harvey Stein

Thales of Miletus

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(NY) - Saeed Amen - Creating trend following fund / PyThalesians demo

Shark Tank, Grind Broadway, 22nd Floor 

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(NY) - Saeed Amen - Creating trend following fund / PyThalesians demo

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