BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Dealing with the 3 V's: Bigger\, Faster\, Weirder - Dr Joris Peete
 rs\, GSA Capital
DTSTART:20191014T120500Z
DTEND:20191014T130000Z
UID:TALK130480@talks.cam.ac.uk
CONTACT:Jan Samols
DESCRIPTION:Quantitative finance is a highly competitive environment\, lev
 eraging statistical analysis to gain a small but repeatable edge in the ma
 rkets. Throughout the decades\, many innovative algorithms have come and g
 one - initially successful but eventually losing their power\, as they bec
 ome publicly known and widely traded. In a way\, systematic funds are enga
 ged in a never-ending arms race of turning publicly available information 
 as quickly and as accurately as possible into a fair price\, and efficient
 ly acting on those opportunities that are currently over- or undervalued.\
 n\nLike many industries\, the last decade has seen an explosion of availab
 le data. The volume is starting to be measured in petabytes (bigger)\, the
  incoming velocities reaching multiple GB/s (faster)\, carrying an ever-gr
 owing variety of alternative data (weirder). More data really just means a
  bigger haystack\, though\, and research is intensified to continue distil
 ling useful information from this torrent. In tandem\, technology solution
 s need to become more sophisticated\, more autonomous and more performant.
 \n\nIn this talk\, we'll discuss how GSA is handling these challenges. We'
 ll mainly focus on the technological aspects\, as experienced by one of th
 e teams - the Data Services Group. Slightly sensationalist abstract aside\
 , this has been an exciting journey\, and continues to be.\n\nSpeaker:\n\n
 Joris completed his PhD in Applied Physics from Ghent University\, Belgium
 \, in 2011. He subsequently spent three years in Nuremberg\, Germany\, des
 igning algorithms and software for computational fluid dynamics simulation
 s\, with a focus on aeroplane wing icing and race car engines. After movin
 g to London\, he joined Winton Capital Management in 2014 and subsequently
  GSA Capital in 2017. His time in the wondrous world of finance is mostly 
 spent building technology for trading systems\, data pipelines\, risk calc
 ulations and historical back-testing. Outside of work he enjoys quantitati
 ve sports betting and anything to do with computational neuroscience. He a
 lso has a passion - but sadly no talent - for playing the trumpet. 
LOCATION:FW26\, Computer Laboratory
END:VEVENT
END:VCALENDAR