A professional trading research system in R

Dear R Users, we are happy to announce a new meetup after a very long time. We are looking forward to see many old and new faces and listen to an interesting talk by Daniel Brandt about the use of R in his work at SSW Trading. As usual the meetup will be open for all to attend, and newcomers / beginners are very welcome.

The agenda for this meetup is:

20.00 Join the Zoom Conference
20.05 Welcome / AOB
20.10 "A professional trading research system in R" - Daniel Brandt (SSW Trading)
20.55 Break
21:00 Meet the Expert: Daniel Brandt
21.30 Virtual cool down Beer

** A professional trading research system in R - Daniel Brandt (SSW Trading)

At SSW Trading, our algorithms are responsible for automatically trading more than 25.000 Instruments at different exchanges daily all around the world. In order to stay ahead of the competition, we have developed a cutting-edge research platform, providing instant access to many terabytes of data, along with significant computational resources both on premise and in the cloud as well as our own in-house solutions for machine learning and data mining pipelines.

During this talk, we want to demonstrate how this state-of-the-art research system is created and controlled from within R, how R interfaces and packages are used to leverage a host of different services and technologies, and how these tools are combined into our machine learning pipeline.

We will demonstrate how we use Non-Standard Evaluation (NSE) in R to enable data analysis with completely immutable data, showing how R can be used to track (and reverse) all data manipulation steps and their originators.