Sales Ended

Using Python To Analyse Financial Markets

Event Information

Share this event

Date and Time

Location

Location

Room 404, 30 Russell Square

Birkbeck

Bloomsbury

London

WC1E 7HX

United Kingdom

View Map

Event description

Description

Using Python To Analyse Financial Markets

About the event: In this talk we will demonstrate the benefits of using Python to analyse financial markets. We discuss the parallels between the stages involved in solving a generalised data science problem, and the specific case of developing a trading strategy. We briefly describe how open source Python libraries finmarketpy, findatapy, and chartpy aim to tackle these specific stages. In particular, we discuss how abstraction can be used to generate clean code for developing trading strategies, without the low level details of data collection and data visualisation. Later, we give Python code examples to show how we can download market data, analyse it, and how to present the results using visualisations. We also give an example of how to implement a backtest for a strategy using finmarketpy.

About the speaker: Saeed Amen is the founder of Cuemacro. He has a decade of experience creating and successfully running systematic trading models at Lehman Brothers (where he co-developed MarQCuS which had $2bn AUM), Nomura, the Thalesians and now at Cuemacro. Independently, he runs a systematic trading model with proprietary capital. He is the author of Trading Thalesians – What the ancient world can teach us about trading today (Palgrave Macmillan). He graduated with a first class honours master’s degree from Imperial College in Mathematics & Computer Science. He is also the co-founder of the Thalesians.

www.computationalmethods.net | info@computationalmethods.net

Date and Time

Location

Room 404, 30 Russell Square

Birkbeck

Bloomsbury

London

WC1E 7HX

United Kingdom

View Map

Save This Event

Event Saved