Pre-PyCon PyData Meetup - June 2016 - Algorithmic Trading + Quantopian

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Agenda

• 6:45pm - 7:00pm Networking

• 7:00pm - 7:55pm Presentation: Pandas for Financial Factor Modeling by Delaney Granizo-Mackenzie

Synopsis: A common technique in quantitative finance is that of ranking stocks by using a combination of fundamental factors and price-based signals. Delaney Granizo-Mackenzie, a software engineer at Quantopian, will be presenting an IPython Notebook that explores long-short strategies and fundamental factor models in an application involving US equities.

Speaker: Delaney's background is in computer science, math, and statistics. Prior to joining Quantopian, Delaney worked in a bioinformatics lab at Dartmouth researching non-linear genetic interactions. During his time at Quantopian he has facilitated financial engineering workshops in collaboration with professors at MIT, Harvard, Cornell, Stanford, and many other institutions. He curates and interactive online curriculum at https://www.quantopian.com/lectures , and teaches the curriculum at international workshops (https://www.quantopian.com/workshops).

Updates

• PyCon Singapore 2016 is happening tomorrow!!! See https://pycon.sg/

• New ebooks/videos from O'Reilly! Only for members (who have not requested an ebook yet) attending the session!

• Join the NSCC (National Supercomputing Centre Singapore) Hackathon! Solve interesting business problems with supercomputers http://www.nscchackathon.com/

Join us on Facebook and Twitter

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Sponsors

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Group Sponsor

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