It Came from Research: Use Python w/ Scala

• What we'll do

In this meet-up, available both offline and online, RR (see below) are presenting an intraday trading algorithm where Scala programming is used with Python research (script). It is illustrated how interesting Python research findings can be turned into a real trading algorithm format using Scala. In this case, the benefit of writing the actual trading algorithm in Scala (not Py) is that more precise simulations with full order-book precision ("L3") become available.

The platform used to illustrate these concepts is developed by Rayleigh Research (RR), and presented in the June 2022 meet-up, to which this is a sequel. You do not need necessarily to have attended the earlier meet-up though, there will be repetitive parts and introductory remarks throughout this meet-up.

Discussants: Chris & Tommi of Rayleigh Research (RR) + Q/A

Note: If you have any relevant research, whether in Python, R, or in any language, or want to present something yourself, you are welcome to do so! Also, for any future meet-up, we welcome your research and trading ideas.

• What to bring

Your wit and any questions! :) If you are attending physically, please bring your own laptop if you like to learn more efficiently – not required though. Please RSVP early in order to guarantee a space in the physical meeting!

• Important to know (offline/physical participants!)

Physically, the meeting will be at Henry Fordin katu 5 C, 5th floor, at Rayleigh Research's HQ; you can also attend remotely via Zoom (link). Please let me know 1 day before if you arrive physically at the location.