• 20th Python For Quant Finance Meetup (Virtual)

    Online event

    Dear All. This is our second Cross-Meetup-Group Virtual Event. Please register under: https://register.gotowebinar.com/register/7117739506532791823 AGENDA OPENING Jason Ramchandani (Refinitiv): Introduction TALK 1 Accelerate financial modelling using IPUs and Poplar via standard ML frameworks like TensorFlow Alexander Tsyplikhin, Senior AI Engineer at Graphcore In the finance sector, the need for new hardware and software to run complex machine learning models for both training and inference is significant. This talk will outline how Graphcore’s IPU architecture and Poplar® Software Stack powers incredible breakthroughs in Machine Intelligence – and what this means for the future of finance and trading. It will also highlight how to run advanced financial models up to 15x faster using TensorFlow, example use cases and performance benchmarks. TALK 2 Introduction to Bayesian Modelling using COVID-19 Data Dr. Thomas Wiecki, VP of Data Science, Head of Research at Quantopian In this talk, Thomas will demonstrate the benefits of Bayesian statistics using COVID-19 as an example. Specifically, he will show how important uncertainty quantification is, the benefits of hierarchical modelling, and the model development and refinement process, going from a simple exponential model, to a logistic model, to an SIR model. CLOSING Closing Remarks See you all online on Thursday, 14th May 2020! Yves

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  • 19th Python For Quant Finance Meetup (Virtual)

    Online event

    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: OPENING: Jason Ramchandani (Refinitiv): Introduction TALK 1: 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. TALK 2: 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. CLOSING: Book Raffle, Closing Remarks See you all online on 23. April 2020! Yves

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  • 18th Python for Quant Finance Meetup

    Thomson Reuters

    Dear All, We are back with our next Meetup group event in London. We are grateful that Refinitiv is hosting us in Canary Wharf. It has been a while since the last event and we are more excited than ever to get started again in 2019. Here the tentative agenda for the Meetup event: I. INTRODUCTION II. TALK "Refinitiv Labs: Financial Data Workflows using Python & Jupyter - Plus Rapids & XGBoost on a GPU" by David Oliver (Senior Data Scientist) and Ievgen Goichuk (Senior Software Engineer) III. BREAK | REFRESHMENTS IV. TALK "News from The Python Quants: Python for Finance (2nd ed) and Artificial Intelligence in Finance" by Yves Hilpisch (The Python Quants & The AI Machine) V. NETWORKING RSVP early since places are limited. Best, Yves P.S. RSVPs are only accepted with full name (first/last name) provided via Meetup. Otherwise entrance to the building might be denied.

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  • Algo Summit London (external event)

    Grange St. Paul's Hotel

    Dear All, There is an interesting event coming up in mid-June about algorithmic trading in London. It is organized by FXCM and you can register under: https://www.fxcm.com/uk/algorithmic-trading/algo-trading-summit-2018/ [You need to register on this external page, RSVP on Meetup is not enough.] The Algo Summit It is a mix of talks and workshops. See you there! Best, Yves

  • 17th Python for Quant Finance Meetup

    Thomson Reuters

    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. Best, Yves

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  • ODSC Europe | London 2017 (paid event)

    Hotel Novotel London West

    Dear Python Quants, the ODSC Open Data Science conference will be back in London in October. Last year's initial conference was already well attended. This year will bring, among others, a dedicated Quant Finance Track and probably more than 1,000 people in attendance. https://www.odsc.com/london The organizers have provided us with the Discount Code PYQUANT which is valid for up to 70% off of regular ticket prices. After Friday, 21. July 2017, prices will increase. You can book your discounted tickets under: https://www.eventbrite.com/e/odsc-europe-2017-tickets-34804071916?discount=PYQUANT Hope to see you there, Yves

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  • 16th Python for Quant Finance Meetup

    Thomson Reuters

    Dear Python Quants, The program has changed for next Monday. Quantum computing will be covered in a later event. I am excited that we will have a "quantamental" talk by Tim Gaumer about Factor Diversification (see abstract of the talk and bio of Tim below). I will also briefly talk on Performance Python -- How to Make Python Really Fast. Thanks to Thomson Reuters for hosting us again. Happy Python Coding, Yves ABSTRACT Achieving alpha in actively managed funds and portfolios is getting more challenging by the day. Diversification may be the last free lunch on Wall Street. Tim will discuss the benefits of diversifying your investment portfolio by various market factors rather than tilting it toward just one. Tim will explore value, momentum, quality, and other factors and show which work best in North America and how best to combine them into a single, alpha-generating, multi-factor model. BIO Tim Gaumer is Director of Fundamental Research at Thomson Reuters, a position he also held at StarMine, a company acquired by Thomson Reuters in 2008. With more than 20 years of experience conducting fundamental analysis, Tim is widely regarded as an expert who helps fundamental investors apply StarMine’s innovative quantitative research in their investment process. Tim previously worked at several buy-side firms, most recently at Transamerica Investment Management as an equity analyst and portfolio manager.

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  • 15th Python for Quant Finance Meetup

    Thomson Reuters

    Dear Python Quants, I am happy to announce -- after a while -- our next Python for Quant Finance Meetup Event. Our preliminary agenda so far is: • Dominik Christ (AHL): PyBloqs is a lightweight and flexible Python framework for automated report creation and visualisation. It’s used extensively in AHL and across Man Group for building reports on trading strategies, portfolios, risk etc. The code is on Github under https://github.com/manahl/PyBloqs (https://github.com/manahl/PyBloqs) • Jorge Santos (Thomson Reuters): Quick and Amazing Updates Regarding Eikon Python API and Cufflinks & QuantFig • Yves Hilpisch (http://tpq.io): Building & Training Neural Nets from Scratch in Python for Regression & Classification Reach out if you have ideas for lightning talks. Remember to provide your full name on meetup.com for the registration because you might otherwise have trouble getting into the building. Thanks to Thomson Reuters for hosting our group once again. Best, Yves

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  • For Python Quants Bootcamp New York (paid event)

    Fitch Learning

    Dear Python Quants, The next For Python Quants Bootcamp will take place in New York in May 2017. We have compiled an intense 4-day program which you find described in detail under http://fpq.io Members of our group get a discount of 10% when using the code FPQ_YVES_10. All four event days are broadcast live over the web so that you can follow from any location in the world (there will also be video recordings available for a couple of weeks afterwards). If you have questions, get in touch with the organizing team at the CQF Institute via [masked]. Best, Yves P.S. This is a paid event for which you need to register separately (see http://fpq.io).

  • 14th Python for Quant Finance Meetup

    Thomson Reuters

    Dear Python Quants, I hope you had a good start in 2017. We are back with our Python for Quant Finance Meetup events on 23. January in London. We have planned the following agenda for the event: • Review 2016 and Outlook 2017 • Python News (Releases, Books, etc.) • High Performance Machine Learning without the Pain: Intel® Distribution for Python | Frank Schlimbach (Intel) • Algorithmic Trading with Python (1 of 3): Regression-based Prediction | Yves • Blockchain with Python (1 of 3): Hashing | Yves • TPQ Announcements: http://python-for-algorithmic-trading.com, workshop in February • Book Raffle Hope to see you in Canary Wharf and thanks to Thomson Reuters for having us again. Best, Yves P.S. Please update your RSVP since we are already fully booked. Remember to provide your full name on Meetup to avoid security issues at the venue. P.S.S Around the date of the Meetup event, the Blockchain Week London will take place. The organizers have provided us with a discount code for our group. Visit http://www.blockchainweek.com and use the code BCL (conference 30% discount and workshop 25% discount).

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