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New York Data Science presents Basic Statistical Arbitrage

March 1 @ 6:30 pm - 8:30 pm

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Join us on March 1st for a great talk by Max Margenot, Data Scientist and part of the Academia Team at Quantopian. Max will be presenting “Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading”.

Abstract

In algorithmic trading, information is king. You can tease out an edge to trade on even by using only the most basic properties of time series. In this lecture, we will cover the statistics that ground the trading logic when conducting pairs trades and discuss how to find pairs.

Speaker: Max Margenot

Max works at Quantopian as a data scientist and manages the lecture series for the academic team, coordinating content development and helping to run the company’s quantitative finance workshops. Max holds a MS in Mathematical Finance from Boston University and has a strong background in statistics and computer science. He has implemented trading systems based on machine learning in the past and has published research on theoretical mathematics.

Agenda

6:30pm – 7:00pm –> Check-ins & Networking

7:00pm – 7:45pm –> “Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading” by Max Margenot

7:45pm – 8:00pm –> Q&A

8:00pm – 8:30pm –> Networking and Discussion

About our Sponsor

Galvanize is the premiere dynamic learning community for technology. With campuses located in booming technology sectors throughout the country, Galvanize provides a community for each the following:

  • Education – part-time and full-time training in web development, data science, and data engineering
  • Workspace – whether you’re a freelancer, startup, or established business, we provide beautiful spaces with a community dedicated to supporting your company’s growth
  • Networking – events in the tech industry happen constantly on our campuses, ranging from popular Meetups to multi-day international conferences

To learn more about Galvanize, visit galvanize.com.

Details

Date:
March 1
Time:
6:30 pm - 8:30 pm

Venue

Galvanize
315 Hudson St2nd floor
New York, NY 10075 United States

Organizer

Galvanize NYC