Third Python Quants Conference! forpythonquants.com

We're proud to announce we're hosting another conference ‘for Python Quants’ here in NYC on Fri, May 1.

Details and registration at http://forpythonquants.com

(You MUST have a ticket via Eventbrite to attend.)

Also watch this space for more details about this event!

The conference ‘for Python Quants’ is an exclusive event brought to you by Python Quants and Fitch Learning's CQF Institute. This year, the event features a number of expert speakers covering a rich variety topics in quantitative finance, including...

• Dr Mark Higgins, former head of quant research at JP Morgan & current CEO of Washington Square Technologies, presenting on building bank-scale Python quant plaforms;
• Dr Yves Hilpisch, author of Wiley Finance's "Derivatives Analytics with Python" and O'Reilly "Python for Finance," presenting on building open source quant finance tools;
• Dr Jess Stauth, formerly head of quant research at Thomson-Reuters & current head of product at Quantopian, presenting on crowd-sourced, quantitative hedge funds;
• Sri Krishnamurthy, CFA and CEO of QuantUniversity.com, presenting on model verification and stress testing in the cloud;
• Adam Sherman on building a volatility trading fund using Python and open source technologies;
• and more!