We are excited to announce our first Meetup group event in New York.
We also want to thank our corporate sponsors and speakers from Refinitiv and Beacon Platform.
We have planned for the following agenda:
Dr. Mark Higgins (Beacon): "Deep Hedging using Neural Networks in Beacon"
Abstract: The JPMorgan QR team invented "deep hedging": training neural networks to give optimal hedges for derivatives portfolios in the presence of transaction costs and unhedgeable risks. We applied that technique to hedging of natural gas storage facilities, implemented through Google TensorFlow in Beacon's Python-based quant platform. This talk describes the results as well as how we did the implementation.
Dr. Hossein Adeli Jalodar (Refinitiv): "Short-Term Price Prediction using Tick History Level 2 Order Book Data"
Dr. Joel Sebold (Refinitiv): "Imaging and Classification of Limit Order Book
in HPC environment using a RNN"
V. Lightning Talk:
http://techtrader.ai: Autonomous Trading with Tech Trader - Experiences with both building a system that has been trading hands-off for years as well as launching a fund around it.
Dr. Yves Hilpisch (TPQ | TAIM): "AI-Powered Algorithmic Trading"
Abstract: The talk explores approaches to use AI, Machine Learning & Deep Learning for market prediction and algorithmic trading. It also discusses the importance of strategy deployment and the application of execution rules to optimize P&L. A demo of The AI Machine platform is given.
VI. Book Raffle & Signing (Python for Finance, 2nd ed., O'Reilly)
I hope to see you in person in New York.
P.S. Security rules at the venue require that you provide your full name (given & last name) via the Meetup page if you RSVP.