Buying Happiness

Our November meeting will focus on Natural Language Processing and feature a talk from Max Margenot, lead data scientist at Quantopian, about sentiment and algorithmic trading. This will be the first Meetup we’ve had in a while, so come join us and let us know what you want the next meetings theme to be!

Title:
Buying Hapiness - Using Word2Vec to Turn Feelings into Trades

Abstract:
Max will discuss how to build a Twitter sentiment model in Python using Word2Vec and long short-term memory networks (LSTMs), comparing and contrasting with more conventional statistical models. We cover basic Natural Language Processing (NLP) techniques, providing different ways to extract features from text data for use in modeling. We describe a potential use of this sentiment model in developing cross-sectional algorithmic trading signals for factor models, expanding upon previous work using Twitter data.

Speaker Bio:
Max's background is in applied mathematics, statistics, and quantitative finance. He runs the online lecture series at Quantopian and is responsible for workshop curriculums and educational content. In addition to having experimented with algorithmic trading of cryptocurrencies and natural language processing for algorithmic trading, Max has published work in theoretical mathematics. He works with top universities including Columbia, U Chicago, and Cornell and holds a MS in Mathematical Finance from Boston University.

Agenda:
6:00pm: Meet and greet. Talk about NLP!
6:30pm: Talk by Max Margenot + Q&A
7:30pm: Announcements
8:00pm: End of the event

Sponsors:
Light refreshments will be provided by MassMutual.