BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:GSA Capital: Staying Competitive - Julian Roth
DTSTART:20221018T120500Z
DTEND:20221018T125500Z
UID:TALK182669@talks.cam.ac.uk
CONTACT:Ben Karniely
DESCRIPTION:Abstract:\n\nQuantitative finance is a highly competitive envi
 ronment\, leveraging statistical analysis to gain a small but repeatable e
 dge in the markets. Throughout the decades\, many innovative algorithms ha
 ve come and gone - initially successful but eventually losing their power\
 , as they become publicly known and widely traded. In a way\, systematic f
 unds are engaged in a never-ending arms race of turning publicly available
  information as quickly and as accurately as possible into a fair price\, 
 and efficiently acting on those opportunities that are currently over- or 
 undervalued.\n\nIn order to maintain our edge GSA is exploring new markets
  (Crypto)\, investing into increasingly faster trading models\, and using 
 more available data. While this creates new opportunities\, it also comes 
 with new challenges requiring our technology to become more sophisticated\
 , more autonomous and more performant.\n\nIn this talk we will discuss how
  GSA is handling these challenges. We will focus on the work done by an en
 gineering team working closely with both researchers and other engineers. 
 In a closer look we will explore both the technological and research side 
 of our work on feature engineering of new\, alternative data (e.g. SEC fil
 ings\, credit card transaction data\, social media sentiment\, ...) for th
 e use in downstream models.\n\nSpeaker:\nJulian completed his MSc. in Comp
 uter Science from Oxford in 2020. He then spent one year in Cambridge work
 ing for Amazon Alexa where he researched Text-to-Speech machine learning m
 odels before joining GSA Capital in 2021.His time at GSA is spent pre-proc
 essing data for research models\, preparing risk calculations & reports fo
 r Portfolio Managers\, running GSA's discretionary trading platform and en
 gineering features for researchers. Outside of work he enjoys rowing and p
 lays the guitar.\n\nAbout GSA:\nGSA Capital is a multi-award winning inves
 tment manager that has been delivering exceptional results for over 15 yea
 rs. With offices in London and New York\, GSA Capital combines a world-cla
 ss proprietary platform with innovative thinking to develop and deploy sys
 tematic and process-driven investment strategies across all asset classes\
 , geographies and timescales.\n\nAudience:\nWe welcome students of all aca
 demic levels from the Computer Science\, Engineering\, Mathematics\, Stati
 stics and any other closely related disciplines.\n\nPlease sign up via our
  events listings at www.gsacapital.com/careers\n\nSome catering will be pr
 ovided outside the room before the talk.
LOCATION:Room FW26\, Computer Laboratory\, William Gates Building
END:VEVENT
END:VCALENDAR