17th Python for Quant Finance Meetup

Python for Quant Finance
Python for Quant Finance
Public group
Location image of event venue


Dear Python Quants,

We are back in 2018 with our 17th Meetup group event.
Thanks to Thomson Reuters for hosting us again.

There will be two longer talks at this event:
Yves Hilpisch (http://tpq.io): "How to get started easily in Algorithmic Trading using Python."
This talk introduces to algorithmic trading with Python, making use of the new RESTful API of FXCM Forex Capital Markets Ltd. Among others, some simple machine learning-based trading strategies are illustrated.
Matt Hertz (http://ahl.com): "Kafka in Finance: Processing 1+ Billion Market Data Messages a Day"
At Man AHL, a diversified quantitative investment manager, data is key to everything we do and we ingest over a billion market data messages a day from markets around the world. This data flows through Kafka before being stored permanently in our Arctic data store (open sourced at https://github.com/manahl/arctic). The talks dives deeper into the details of data pipelines usage at Man AHL. Kafka is in production since 2014.

As usual, there will be room for chats before the event, during the break and afterwards during drinks.

Looking forward to seeing you in Canary Wharf.