Vienna<-R 2020 March - Joint Meetup with the Thalesians

Dear ViennaR members,

our next event is jointly organised with the Thalesians Austria Meetup Group and has thus a stronger focus on quantitative finance topics. R itself has a long history in quant finance and we are happy to bring the two communities together for the first time!
The Meetup is hosted at Talent Garden in the main hall on the 6th floor - refreshments are provided by our host for the networking session.

TOPICS

1. Philipp Mayer: Complex analysis in financial markets; How sqrt(-1) can mess up your books
2. Christopher Helf: Developing trading strategies in the browser with Trality (https://www.trality.com)

DETAILS

1. On the surface complex analysis (a classical branch of mathematics dealing with complex numbers, or the complex plane, ranging back to the 16th century) and capital markets seem to have not too much in common, except maybe the same starting letter. However, working in the industry I’ve come across very practical problems challenging this believe. Here, I would like to give a peculiar example, that, although already a bit aged (mid 2000s), still shows that sometimes you might consider to think twice when capital markets are projected on the complex plane.

2. Trality is a new platform for the development, testing and deployment of (crypto-) trading strategies based on Python. The Trality team will present their WebAssembly based technology that allows users to develop, debug, and encrypt trading strategies directly in the browser without setup and will give a short insight and introduction into their API and product as well as an outlook on future development directions in this area.

See you there!

Greetings,
ViennaR organizers