Seminar (San Francisco) - Quant Fintech Mixer Event

Please note that you can alternatively sign up for this event at eventbrite: bit.ly/1WcxkPE

Itinerary:

5:30pm: Reception in Julia's Lounge

6pm: Technical Sessions

Scott Locklin, Kerf - High performance columnar databases with an integrated programming language for solving large time series problems

Hugh Edmundson, Theorem - Data science for market place lending

Matthew Dixon, Quiota - Machine Learning for algorithmic trading

7:00pm: Discussion and Networking*

Abstracts:

Kerf is a high performance columnar database with integrated programming language for solving large time series problems. It is written in C and supports native JSON and SQL. Kerf can be used for trading platforms, feedhandlers, low-latency networking, high-volume analysis of realtime and historical data and logfile processing.

Theorem is an investment manager in the marketplace lending space. Our team uses machine learning and data science to identify loans with the highest risk-adjusted return in the $100 billion marketplace lending space. We use these insights to manage capital, advise investors and create stable portfolios across the business cycle. Theorem is backed by Two Sigma Investments, Y Combiantor, Max Levchin and other leading investors. Theorem has raised and is deploying over $150 million in capital.

Quiota is a consulting and information-as-a-service start-up specializing in providing machine learning and financial modeling services for trading, investment management and compliance. We are building a team of data scientists and quants with a background in machine learning and financial econometrics to enhance trading and portfolio management workflow.

About the Speakers:

Scott Locklin is a former Lawrence Berkeley National Labs physicist. He has worked on operations research, machine learning, forecasting and quantitative finance problems since 2004.

Hugh Edmundson is the CEO and Co-Founder of Theorem. Before Theorem, Hugh was a member of Morgan Stanley’s Credit Derivatives team, where he structured and traded synthetic CDOs. He holds a BS in Computational Finance from Carnegie Mellon University.

Matthew Dixon is an Intel funded tenure-track Assistant Professor of Finance and Statistics at the Illinois Institute of Technology, Chicago, and CEO of Quiota, LLC. He has worked for investment banks as a quant and held academic appointments at Stanford, UC Davis and USF. He holds a PhD in Applied Math from Imperial College, London. He is also the co-founder of the Thalesians.

About the Thalesians: The Thalesians are a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics and computer science, not necessarily in that order. Learn more about us at http://www.thalesians.com .

• Please note that we will head to a nearby restaurant for dinner and drinks afterwards. Please email matthew@thalesians.com if you are interested in joining us so that I can estimate the head-count.