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Perils of Quantitative Investing

IMPORTANT DETAIL: Our host is requiring attendee first and last names. If this information is not available from your account, please enter it into this google doc (LINK) along with your username. In other words, if your the name on your profile is "dataguy415," you will need to fill out the google doc. If you arrive to the talk and we haven't gotten this information, it is quite possible you will be denied entrance. We will NOT be following up with individual group members to track this info down - please make sure you take care of this.

Main Talk: Perils of Quantitative Investing

Speaker: David Andre, Ph.D (Cerebellum Capital)


The field of quantitive investing is a fascinating one for machine with a wealth of data and opportunity.  However, significant perils exist for the unaware, and many machine learning experts have been surprised at the difficulties in applying significant machine learning to finance.  This talk will outline nine significant perils of machine learning in finance and present Cerebellum's primary methods for avoiding them.

Speaker bio: 

Dr. David Andre is co-founder, CEO, and CTO of Cerebellum Capital, a hedge fund whose investment programs are based on a largely automated process for discovering financial trading strategies, evaluating strategies as to the likelihood they will generalize to unseen data, and combining these strategies to optimize the likelihood of significant steady return. David was instrumental in founding and building several companies, including BodyMedia, Inc, Blue Pumpkin Software, and Shinteki. In addition to holding numerous patents for his inventions, he is the author of more than 60 peer-reviewed publications in the areas of statistical machine learning, robotics, reinforcement learning, evolutionary computation, and parallel processing, as well as a book on automatic circuit design. Dr. Andre holds B.S. and B.A. degrees in Symbolic Systems and Psychology from Stanford University and a PhD in Electrical Engineering and Computer Science with a focus in Artificial Intelligence from U.C. Berkeley.

Lightning Talk: Distributed Machine Learning via Operator Splitting

Speaker: Brendan O'Donoghue (Quantcast)

Tentative Schedule: 

6:30-7:00 - socializing

7:00-7:20 - lightning talk

7:20-8:30 - main presentation 

8:30-9:00 - socializing 

Special thanks: 

Quantcast for hosting!

Join or login to comment.

  • David A.

    Just posted a merged (audio+video) version of the recording to our group's vimeo:

    Thanks again: Tommy Chheng for recording, Quantcast for hosting, O'Reilly for the raffle/giveaways, and of course our speakers for the excellent talks.

    February 3, 2014

  • Tony T.

    All -- @tommychheng was kind enough to record the event for us. Due to the lighting conditions, the slides won't show up in the video. Cerebellum Capital is hesitant about sharing the slides as is, but David Andre informs me that there's a possibility that he will edit the slides and make them available at a later date. Here are the links to the audio and video:



    January 31, 2014

    • Tony T.

      All, a quick plug: In case anyone here is interested in an guide to Web Technologies, Tommy has a new book out. It's called "The Non-Technical Guide to Web Technologies"­

      January 31, 2014

  • Stephen

    David Andre's talk was great. Hope he will post slides.

    January 29, 2014

  • Jim S.

    Both talks were excellent.

    January 29, 2014

  • A former member
    A former member

    There's a long wait list. Might this interesting talk be repeated?

    January 23, 2014

    • victoria k.

      i was on the waiting list. has the talk been recorded?

      January 29, 2014

    • Chung

      wondering the same about any recording

      January 29, 2014

  • Inna G.

    Very informative and useful

    January 29, 2014

  • Arvind

    Agreed. Great event and wonderful talks:)

    January 29, 2014

  • Shawn O.

    Both talks were excellent.

    January 29, 2014

  • Ed W


    January 29, 2014

  • Tommy C.

    Thanks David Andre for delivering an informative talk!

    1 · January 28, 2014

  • Dave

    Really wish I could go but am stuck at work. Please feel free to post any recordings of the event. Cheers!

    1 · January 28, 2014

  • Tony T.

    All -- if you are not planning to attend, please update your RSVP to reflect so. I will send Quantcast the final guest list at 6pm the day before the event (1/27/2014). Also, we'll try our best to record the event.

    January 26, 2014

  • Simon

    We are looking for some NN people. We need help with a project to Save Rhinos in Africa from being Poached to Extinction. Those who can give a hand, please email me at [masked]
    Our website is

    Thank you.

    January 24, 2014

  • Kinshuk

    Anybody from South Bay wants to car pool or take the train together? I am in Sunnyvale. Thanks.

    January 23, 2014

  • Scott B.

    Hope I can join

    January 21, 2014

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