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SUMMARY:Algorithmic Trading for Data Scientists - Alonzo Jarman
DTSTART:20151001T180000Z
DTEND:20151001T200000Z
UID:TALK61081@talks.cam.ac.uk
CONTACT:Dr Sobia Hamid
DESCRIPTION:Sipping Champagne on your yacht while your cutting-edge AI alg
 orithms make a killing on the financial markets...that's the dream.  The r
 eality is that finding “alpha” or “excess returns” is hard work.  
 Algorithmic trading (also known as systematic or black box trading)\, is t
 he automated application of trading rules to buy and sell financial instru
 ments.  This talk will bypass the hype and misconceptions that surround bl
 ack box trading\, and look at the problem from a hard nosed data science p
 erspective. Financial market positions are managed by formal orders\, and 
 these are translated into decision rules by dividing the trading system up
  into 2 sub-problems: trading signals and money management.  The process o
 f discovering and evaluating trading signals and especially the associated
  biases and other headaches will be familiar to the experienced data scien
 tist: finding relevant features while avoiding data mining bias. The botto
 m line is that a statistically robust approach is even more important when
  your hard-earned money is at risk.\n\nSpeaker - Alonzo Jarman \n\nA mathe
 matician and engineer by academic training\, Alonzo architects and manages
  scientific and technical software development projects for leading organi
 sations such as the Bank of England\, Lloyds Register\, and GlaxoSmithKlin
 e.\n\nRegistration for this event is compulsory as talks are popular. To r
 egister\, please visit www.meetup.com/Data-Insights-Cambridge/
LOCATION:For venue details\, please register at www.meetup.com/Data-Insigh
 ts-Cambridge/
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