What we're about

With a focus on machine learning in finance (asset management), this group's purpose is to bring like-minded individuals together and form a community.

A typical meetup will explore a new paper published in the Journal of Financial Data Science, Journal of Portfolio Management, or novel techniques such the Triple Barrier Labeling, Meta-Labeling, and optimizing trading rules without backtesting.

This group is well suited for a technical audience - primarily: quants, software engineers, data scientists, & math stats. We are also affiliated with ML Analytics and the Hudson and Thames Research Group.




About ML Analytics:

We offer strategic advisory services within the investment management industry. This includes evaluation of and advice to investment businesses as well as differentiated analytics and perspectives to enhance frameworks and improve decision-making.

About Hudson and Thames:

Our main activity as a research group is in London, New York, and Kiev, however as a South African I wanted to bring many of the good ideas we learned, to my home country.

We have also developed an open-source ml in finance package called mlfinlab which can be downloaded from the PyPi index: https://pypi.org/project/mlfinlab/

Past events (4)

Statistical Arbitrage Workshop Part 2

Online event

Statistical Arbitrage: Mean Reversion Workshop

Needs a location

Codependence in Financial Machine Learning

Online event

Machine Learning in Finance Day

115 West St

Photos (13)