We're kicking off 2013 with a very interesting January meetup!
Our main presentation will be from Todd Minehardt, who will be talking about Bicycle Trading, LLC, his one-man algorithmic trading platform which was built to support algorithmic trading of securities at low frequency (10-50 trades/day). The code base is written in python, coded by and for a scientific programmer who doesn't really consider himself a "software developer" per se. Details about data storage, model building, simulation, and trading will be presented. Several aspects in which python functionality shines will be examined in greater detail. To date, a small positive net profit has been realized. Todd has a background in geology and chemistry, but has spent the last several years working in the finance space as a quantitative researcher/strategist.
Afterwards, we will have some time for open Q&A, and then make our way to a nearby bar for more banter.
(Note: Starting Nov 2012, our meetings have moved from the Texas Tribune to the Capital Factory space on the 16th floor of the Omni Hotel in downtown Austin.)