Next Meetup

LIVE WEBINAR: Convex Optimization for Finance -- EXTERNAL RSVP
Please join us for our next LIVE webinar, “Convex Optimization for Finance” at 4pm ET on June 27th! Quantopian webinars are free and open to all! Convex Optimization for Finance This webinar will provide an introduction to the theory and practice of convex optimization for financial applications. We will discuss the geometric intuition for convex objectives and constraints, demonstrate applications of convex optimization for portfolio construction, and discuss techniques for evaluating portfolio construction techniques from generative pricing models. Register here! (https://attendee.gotowebinar.com/register/2384047264495287554) About the Speaker: Scott Sanderson, Senior Software Engineer, Quantopian Scott Sanderson is a senior software engineer at Quantopian, where he is responsible for the design and implementation of Quantopian’s backtesting and research APIs. Outside of work, Scott is a contributor to several open source projects in the Python data science ecosystem, and he is a regular conference speaker on topics in numerical programming.

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What we're about

Bay Area Algorithmic Trading is for anyone interested in creating and using algorithms in the financial markets. We arrange talks from practicing quants, algorithmic traders, trading technology experts, and academics. Our focus is practical, rather than theoretical. We enjoy talking about how to automate the purchase and sale of securities using statistics, machine learning, data mining, and algorithms.

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