From Instant to Eternity - Challenges in Data Engineering @ Optiver

We are thrilled to announce our new event about Data Engineering, its challenges, new cutting-edge trends and how to implement it successfully at scale.

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SPEAKERS:

Zuotian Tatum - Application Engineer (Optiver):
"Below Nanoseconds – Data engineering challenges for low latency trading"

As a leading market maker, Optiver operates globally in a highly competitive and rapidly changing environment. Our infrastructure is a combination of vastly distributed systems, high-performance
computing and low-latency trading algorithms on one hand; and high-throughput dataflows, huge storage, and data analysis on the other.

To facilitate data-driven decisions across various business areas in this dynamic environment, my team builds data and analytic infrastructure to capture nanosecond precision timestamped network traffic. This infrastructure is used to support our machine learning / back testing framework, real-time performance monitoring for our low latency trading systems as well as gain insights into the inner workings of exchange infrastructure.

I will give an overview of the data engineering involved in capturing network data with nanosecond precision timestamps, where we dive below nanoseconds to answer crucial business questions, and
the challenges of running such a system in real-time.

Gabrielle Davelaar - AI Technical Specialist (Microsoft):
"MLOps, Data and a Digital Audit Trail"

To recreate an outcome of a ML/DL model, people often only take the model development part into account, but what about the data? If data changes, the model also changes. Hence, your data also needs to be versioned. This talk will dive into the question around data development in ML/DL models and what to consider to be able to recreate an outcome of any particular day.

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EVENT DETAILS:

February 5 2020, at 18:00
Address: Optiver office, Strawinskylaan 3095 · Amsterdam
Food & drinks provided

Agenda:
18:00 - Doors open, welcome food & drinks
18:40 - Introduction
18:45 - Zuotian Tatum: Below nanoseconds – Data engineering challenges for low latency trading
19:30 - Break
19:40 - Gabrielle Davelaar: MLOps, data and a digital audit trail
20:25 - Networking drinks

See you there :-)