19th Python For Quant Finance Meetup (Virtual)

Python for Quant Finance
Python for Quant Finance
Public group

Online event

This event has passed


Dear All.

Welcome to our 19th Meetup event. Due to the current situation, we have decided to kick-off a series of virtual Meetup events. The great thing is we hope to be able to reach more of the group than we could with an in-person event. So if you haven't seen us for a while it would be great to see you at this virtual event and future ones over the coming months.

**Important** To register for this online event please go here: https://attendee.gotowebinar.com/register/8277585735062999565

The agenda for the first virtual Meetup event is as follows:

Jason Ramchandani (Refinitiv): Introduction

Dr. Richard L. Peterson & Anthony Luciani (MarketPsych Indices): Creating Market Forecasts with News and Social Media Data using Jupyter Notebooks

In this talk Anthony Luciani and Richard Peterson will help developers investigate the predictive (and reactive) nature of news and social media information flow during crises like COVID-19. The Refinitiv MarketPsych Indices are aggregated sentiment, emotional, and thematic indices derived from the top 2,000 global business news and 800 social media sites. Using this data Luciani and Peterson will also demo the free MarketPsych Data Eikon App for visual exploration and Jupyter notebooks for predictive analytics on this dataset.

Dr. Yves Hilpisch (The Python Quants | The AI Machine):
Reinforcement Learning: From Playing Games to Trading Stocks

This talk introduces Q-learning as a successful algorithm in reinforcement learning. It illustrates the application of a DQL agent to a game from the OpenAI Gym environment. It also illustrates how the same DQL agent can learn to trade financial instruments. The examples are based on self-contained Python code.

Book Raffle, Closing Remarks

See you all online on 23. April 2020!