Workshop "Quantitative Finance: Global macro trading strategy using Probabilist"

14.00-14:30 ODSC Intro and Networking
14:30-15:30 Session 1st Part
15:30 - 16:00 - Snacks/Coffee Break
16:00-17:30 Session 2nd Part
17:30-18:00 AMA Session

Workshop topic: Quantitative Finance: Global macro trading strategy using Probabilist

Abstract:
Crude oil plays an important role in macroeconomic stability and it heavily influences the performance of the global financial markets. Unexpected fluctuations in the real price of crude oil are detrimental to the welfare of both oil-importing and oil-exporting economies. Global macro hedge-funds view forecast the price of oil as one of the key variables in generating macroeconomic projections and it also plays an important role for policymakers in predicting recessions.
In this workshop, we will build a global macroeconomic strategy using Probabilistic Graphical Models.

Speaker One: Pankaj Kumar, Quantitative Finance Researcher at Investment Management Team - State Street

Bio:
Pankaj is a 2016 IIT-Bombay grad, an ex- Risk Management professional with MSCI. Experienced Quantitative Researcher with a demonstrated history of working in the financial services industry. Skilled in Factor Modeling, Analytics, and Research. Author of papers in Operation Research and currently working as Senior Associate in Active Quantitative Equity team in SSGA (Statestreet Global Advisors) 4th Largest Asset Management Fund. Current Research includes Environmental, Social & Governance factor to generate alpha for US and UK market. In addition, Pursuing CFA, giving L-3 coming June.

Speaker Two: Usha Rengaraju, Principal Data Scientist at Mysuru Consulting Group
https://www.linkedin.com/in/usha-rengaraju-b570b7a2

Bio:
Usha is a polymath and unicorn data scientist with strong foundations in Economics, Finance, Business Foundations, Business Analytics, and Psychology. She specializes in Probabilistic Graphical Models, Machine Learning and Deep Learning. She has completed a Financial Engineering and Risk Management program from Columbia University with top honors, micro masters in Marketing Analytics from UC Berkeley and statistical analysis in Life Sciences specialization from Harvard. Usha has around 5 years of technical experience working in various companies like Infosys, Temenos, NeoEYED and Mysuru Consulting Group and is a part of dedicated group of experts and enthusiasts who explore Coursera courses before they open to the public , an ambassador at AIMed (an initiative which brings together physicians and AI experts) , participant @ Stanford Scholar initiative ,community member in NumFOCUS ,part-time Data science instructor , core organizing team member @ WIDS(Women in Data Science--Bangalore Chapter)and volunteer at Statistics without Borders. She developed the course curriculum for Probabilistic Graphical Models @ Upgrad which is taught by Professor Srinivasa Raghavan from IIIT Bangalore.

Speaker Three: Abinash Panda, Co-Founder of Startup Prodios

Bio:
Abinash is the Co-Founder of a startup -Prodios and has been a data scientist for more than 4 years. He has worked in multiple early-stage startups and helped them build their data analytics pipeline. He loves to munge, plot and analyze data. He has been a speaker at several Python conferences. Abinash Panda has written two books in Probabilistic Graphical Models and HMM
https://www.amazon.com/Hands-Markov-Models-Python-probabilistic/dp/1788625447
https://www.amazon.com/Mastering-Probabilistic-Graphical-Models-Python/dp/1784394688
He is the founding member and significantly contributed to the pgmpy package.

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