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SUMMARY:All Things Data - Joris Peeters\, GSA Capital
DTSTART:20181015T120500Z
DTEND:20181015T131500Z
UID:TALK111964@talks.cam.ac.uk
CONTACT:Jan Samols
DESCRIPTION:Data Engineering has traditionally perhaps not been the sexies
 t of topics\, but the recent explosion of data – and the need to make se
 nse of it – has spurred many new technologies. Quantitative hedge funds 
 like GSA crucially depend on good and timely data\, as the input to our tr
 ading algorithms\, and we spend a lot of time building reliable and fast p
 ipelines to achieve this. Very often we can make use of existing open sour
 ce solutions. In this talk\, we’ll give an overview of the existing GSA 
 technology and what we want to do next. Some of the topics covered are eve
 nt-based pipelining\, reproducible and bi-temporal data\, efficient and fl
 exible data querying and distributed transformations\, leveraging technolo
 gies like Apache Kafka & RabbitMQ\, Apache Arrow & Parquet & HDF5\, Kubern
 etes & Nomad\, Docker\, Kong\, Arctic/Mongo & SQL. We’ll also show the v
 iew from a bit higher up\, namely what other technology teams exist at GSA
  and how all these pieces interact to ultimately turn data into trades.\n 
 \nSpeaker bio:\nJoris Peeters completed his PhD in Applied Physics from Gh
 ent University\, Belgium\, in 2011. He subsequently spent three years in N
 uremberg\,  Germany\, designing algorithms and software for computational 
 fluid dynamics simulations\, with a focus on aeroplane wing icing and race
  car engines. After moving to London\, he joined Winton Capital Management
  in 2014 and subsequently GSA Capital in 2017. His time in the wondrous wo
 rld of finance is mostly spent building technology for trading systems\, d
 ata pipelines\, risk calculations and historical back-testing. Outside of 
 work he enjoys quantitative sports betting and anything to do with computa
 tional neuroscience. He also has a passion – but sadly no talent – for
  playing the trumpet.
LOCATION:FW26\, Computer Laboratory
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