Quantitative Finance Seminars
The Thalesians Quantitative Finance Seminars are a series of talks for dedicated finance professionals to learn about state-of-the-art quantitative finance methodology from seasoned speakers.
We provide a unique opportunity for finance professionals to further their careers by sharing expertise and cross-pollinating new methodology and ideas in the wider context of the finance industry.
Come along to our seminars in Canary Wharf (LDN), Midtown Manhattan (NYC) or Budapest (BUD) and join us for a quantitative finance talk by a guest speaker followed by discussions and often also networking drinks.
Videos of some of the London talks are available: older videos in Flash format and downloadable in MP4 format for iPod/iTunes. Newer videos are available on this website and on our YouTube site.
The London seminars charge £15 at the door for events to cover the venue hire and other expenses. Admittance to the IAQF/Thalesians NYC seminars is strictly by online registration only and is $25 for non-IAQF members.
- For UK talks, please contact Paul Bilokon, paul, who is at thalesians.com, to reserve your place and/or sign up to our official seminar list.
- For US talks, please contact Matthew Dixon, matthew, who is at thalesians.com, or Harvey Stein, harvey, who is at thalesians.com to reserve your place and/or sign up to our official seminar list.
- However, the quickest and easiest way to register (and pay online) is on Thalesians Meetup.com
Forthcoming Seminars for 2015
Behavioural Models & Sentiment Analysis: Applied to Finance (London - External Event) — Speakers including Hafez & Amen
Date and Time
15-16th July 2015
To sign up
You can register for this event and pay online at Unicom's website at http://conferences.unicom.co.uk/sentiment-analysis/programme.php
Sentiment analysis has developed as a technology that applies machine learning and makes a rapid assessment of the sentiments expressed in news releases. News (events) move the market and are measured quantitatively. Analysts and investors digest financial news and their perceptions impact the market and move stock prices. This conference presents the current state of the art in this fast-emerging field. This is the 5th conference on this topic organized by UNICOM Seminars Ltd. The programme focuses on the application of Sentiment Analysis to the respective models of trading, fund management and risk control. Specialists in the domain present their recent research results, case studies and technology overviews. In particular the topic of Algorithmic Trading is addressed. Special features of this year’s conference are the inclusion of Social Media data (Twitter, blogs, Google Trends, online searches); how trustworthy these are and how they influence market sentiment, sentiment analysis for multiple asset classes.
- Saeed Amen: Managing director and co-founder of the Thalesians.
- Cristiano Arbex Valle: OptiRisk
- Ashok Banerjee: Dean of New Initiatives and External Relations at IIM Calcutta
- Svetlana Borokova: Associate professor of Quantitative Finance at the Vrije Universiteit Amsterda
- James Cantarella: Global Proposition Manager for Enterprise Analytics at Thomson Reuters
- Asher Curtis: Assistent Professor at University of Washington
- Elijah DePalma: Quantitative research analyst for Thomson Reuters Machine Readable News group
- Giuliano De Rossi: Head of European Quantitative Research team at Macquari
- Dan diBartolomeo: President and founder of Northfield Information Services, Inc
- Armando Gonzalez: President & CEO of RavenPack
- Ilya Gorelik: CEO & Founder of Deltix, Inc.
- Peter Hafez: Quant Research at RavenPack
- Gary Kazantsev: R&D Machine Learning group at Bloomberg
- Adrian Letchford: Research Fellow in Data Science at Warwick Business School
- Raphael Markellos: Professor of Finance at Norwich Business School, University of East Anglia
- Gautam Mitra: Founder and the MD of OptiRisk Systems
- Richard Peterson: CEO of MarketPsych Data
- Stephen Pulman: Professor of Computational Linguistics at the Department of Computer Science, Oxford University
- Rajib Ranjan Borah: co-Founder and Director of iRageCapital Advisory Private Limited, and QuantInsti Quantitative Learning Private Limited
- Xiang Yu: Business Development Techno Executive at OptiRisk Systems
Thalesians/Quant Finance Group Germany (Frankfurt) — Quant Evening
Date and Time
6:00 p.m. on Monday, 7 September, 2015
PPI AG Office, Wilhelm-Leuschner-Straße 79, Frankfurt Am Main
You can register for this FREE event on Meetup.com: http://www.meetup.com/thalesians/events/223304563/
FREE evening of talks, kindly hosted by PPI AG
Thanks for Jochen Papenbrock and Adrian Zymolka for organising and for PPI AG for hosting.
- History, Mission Statement and Future of the Group & Welcome from PPI Host
- Saeed Amen (Thalesians) - Quant trading in FX
- Yves Hilpisch (Python Quants) - Python
- Thomas Wiecki (Quantopian) - Crowd-sourced hedge funds
- Jochen Papenbrock (PPI) - Correlation Networks
- Miguel Vaz (D-Fine) - Networks with Python/Spark
- Adrian Zymolka (Axioma) - Multi-Period Optimization
Event finish and drinks!
You can access the Thalesians/Quant Finance Germany (Frankfurt) LinkedIn Group page here.
Thalesians Seminar (Zurich) — How to build a CTA? / interactive Python PyThalesians demo
Date and Time
6:00 p.m. on Tuesday, 8 September, 2015
ETH Swiss Federal Institute of Technology Zurich, Raemi Street 101, 8092 Zurich
You can register for this FREE event on Meetup.com: http://www.meetup.com/thalesians/events/223572550/
This will be a FREE event and our first event in Zurich - thanks to ETH for kindly hosting this event and for Swati Mital for organising. The talk will be at 6pm Zurich time.
In this talk, we shall be discussing CTAs and giving some background about the industry. We shall give a brief overview of the types of strategies CTAs use to trade markets, creating a generic proxy for a typical CTA fund. We shall also be discussing how CTA strategies can be used to improve the risk adjusted returns of long only equity and bond investors.
Later, there will also be an interactive Python demo showing how to use the PyThalesians Python code library (partially open sourced on GitHub). Amongst other things we shall investigate the properties of intraday FX volatility, where we'll be accessing live market data via Bloomberg and also creating customised plots using Matplotlib.
Saeed Amen is a Managing Director and a Co-founder at Thalesians Ltd.
Saeed is currently publishing ground-breaking quant strategy notes at Thalesians Ltd., drawing upon nearly a decade of experience both creating and running systematic trading models successfully with real cash. Independently, he is also a systematic FX trader, running a proprietary trading book trading liquid G10 FX. He is currently also writing a book on trading which is due to be published by Palgrave Macmillan (preliminary title: Trading Thalesians - What the ancient world can teach us about trading today)
Saeed started his career at Lehman Brothers. He worked on the FX desk developing systematic trading models for both G10 and EM and was part of the team who developed the MarQCuS suite of models. He was also responsible for a systematic FX prop trading book and conducted research around high frequency FX including economic events. Later he was at Nomura as an Executive Director in Quantitative Strategy, also in FX, developing their model infrastructure and also running systematic FX prop risk. He graduated from Imperial College with a first class honours master's degree in Mathematics and Computer Science.
Our old events page is here
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