conference ‘For Python Quants’The Python QuantsFriday, March 14, 2014 from 9:00 AM to 6:00 PM (EDT) |
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Event Details
For up-to-date information and announcements, check out http://forpythonquants.com!
On Pi-Day, March 14, 2014, the Python Quants are proud to be hosting a conference "for Python Quants" right in the heart of New York City.
This conference is the first of its kind, focusing on the intersection of the Python programming language and analytical and quantitative finance. This one-day, two-track conference features ten industry-leaders speaking on topics ranging from spreadsheets and Excel to statistical and machine learning to algorithmic investing platforms to Bitcoin to bootstrapping discount curves and optimizing American Option pricing!
This is a conference ‘for Python Quants’.
This conference is a dedicated look at the use of the Python programming languagein analytical finance.
In the past few years, the Python programming language has come to dominate the world of scientific computing. Tools like Pandas, originally developed at AQR Capital Management and built upon a mature numeric and scientific computing ecosystem (NumPy & SciPy) show us that Python is extremely well-suited to analytical workflows, and tools like Numba and Blaze show us how well these workflows can scale. The enthusiasm and energy that follows the PyData conference series is testament to Python's status as a serious contender in big data, and the successes of the Bank of America Quartz project and JP Morgan Athena project further demonstrate that Python can be applied problems at the very largest of scales in financial institutions.
If you're a quant, if you use Python, or if you're just interested in seeing what the future holds, then this event is for you!
Schedule
| talks | workshops | |
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| 9:00a–9:30a | breakfast & registration |
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| 9:30a–10:30a |
Keynote: Future of Python in Finance Kirat Singh Kirat Singh is the visionary behind Bank of America's Quartz platform and JP Morgan's Athena platform. Quartz alone comprises over ten million lines of Python code running across ten thousands of users' desktops in every line of business, supported by a team of over four thousand programmers and custom infrastructure managing over forty-thousand compute cores. LinkedIn The Python Quants |
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| 10:30a–11:30a |
Derivative Analytics with Python Dr Yves Hilpisch Dr Yves Hilpisch is Managing Director Europe of Continuum Analytics Inc., the premier provider of Python-based, enterprise-ready data analytics solutions. He is founder of Visixion GmbH — The Python Quants, which is the provider of the first Python-based derivatives analytics suite. He is author of the book Derivatives Analytics with Python and currently authors a book on ‘Python for Finance’ for O'Reilly which he will be previewing at the conference! Yves is a graduate in Business Administration, has a doctoral degree in Mathematical Finance and is Lecturer for Mathematical Finance at Saarland University. LinkedIn Personal Site University of Saarland The Python Quants |
Big Data & Excel in Finance Ben Lerner Ben Lerner, CEO of DataNitro, Excel and data analysis expert. DataNitro lets you automate Excel with Python - it's the premier solution for spreadsheet data management, governance, and integration. |
| 11:30a–12:30p | lunch | |
| 12:30p–1:30p |
Python + Bitcoin + Finance + Analytics Dr Antonio Roldao Dr Antonio Roldao, scientific computing and FPGA expert, who will be speaking about the newest frontier in finance: cryptocurrencies. A Bitcoin expert & enthusiast, Antonio will be covering the exciting world of Python + Bitcoin + Finance + Analytics. LinkedIn |
Financial Analysis Tools Dave Himrod Dave Himrod, data analytics and optimisation expert, who manages a team of analysts, quants, and engineers devoted to crafting world-class algorithms using open-source technologies like python, pandas, and matplotlib. LinkedIn |
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Open Financial Data Sets & Quandl Tammer Kamel Tammer Kamel is founder and CEO of Quandl, a platform covering millions of financial and economic time-series datasets from hundreds of sources. Quandl's long-term mission is to make all numerical data on the internet easy to find and easy to use. LinkedIn Quandl |
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| 1:30p–2:30p |
Markowitz Portfolio Optimization & Bayesian Regression Prof. Jared Lander Prof Jared Lander, Columbia professor, statistician, and machine learning expert with consulting experience throughout the financial industry. Jared is the author of the Addison-Wesley publication "R for Everyone: Advanced Analytics and Graphics". LinkedIn Lander Analytics Columbia Data Science Team The Python Quants |
Building Quant Equity Strategies in Python Dr Jess Stauth Dr Jess Stauth, VP of Quant Strategy at Quantopian, former quant research analyst at StarMine, and former director of quant product strategy for Thomson-Reuters. Quantopian is the first algorithmic trading platform in the browser and a robust platform for writing algorithms, backtesting against over a decade of stock data, paper-trading, and live-trading through a brokerage account. Quantopian also hosts a strong community of quants and developers where members can learn from each other and collaborate. LinkedIn Quantopian |
| 2:30p–3:00p | Pi-day coffee break (free sweet & savory pies provided courtesy of TEKSystems!) | |
| 3:00p–4:00p |
Prototyping Bootstraps of Discount Curves in Python Dr Sergio Fanchiotti Dr Sergio Fanchiotti, credit risk specialist, quant, developer, and Python enthusiast. Sergio's talk will cover bootstrapping discount curves using Python. LinkedIn |
Notable Features of Python James Powell James Powell, Python expert, enthusiast, and instructor. James speaks at over 7 conferences every year on advanced Python topics from generators to CPython embeddings. He is also the proud inventor of one of the gnarliest Python one-liners: `(None for g in g if (yield from g) and False)` The Python Quants Personal Site |
| 4:00p–5:00p |
Ultra High Performance American Option Pricing in Python Mark Lake, Dr Leif Andersen Mark Lake has been doing quantitative development on Wall Street for nearly 30 years. He was a member of the team that built SecDb at Goldman Sachs and part of the Core Quartz team at Bank of America. His interest in Python dates back to 1995. |
Interactive Financial Analytics with Python & the VSTOXX Volatility Index Dr Yves Hilpisch Dr Yves Hilpisch is Managing Director Europe of Continuum Analytics Inc., the premier provider of Python-based, enterprise-ready data analytics solutions. He is founder of Visixion GmbH — The Python Quants, which is the provider of the first Python-based derivatives analytics suite. He is author of the book Derivatives Analytics with Python and currently authors a book on ‘Python for Finance’ for O'Reilly which he will be previewing at the conference! Yves is a graduate in Business Administration, has a doctoral degree in Mathematical Finance and is Lecturer for Mathematical Finance at Saarland University. LinkedIn Personal Site University of Saarland The Python Quants |
| 5:00p–5:45p | panel discussion, closing notes, & raffle (sponsored by O'Reilly Media)
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| 6:30p | post-conference drinks & open bar @ Social Bar // 795 8th Ave, New York, NY, 10019 | |
Quartz is revolutionizing the way Global Markets does business at Bank of America Merrill Lynch. Quartz will be the primary platform for pricing trades, managing positions, and computing risk exposure. Thousands of developers are using the highly-agile platform to deliver applications to thousands of end users. As a part of the Quartz team, you will contribute to the technology that will define the future of our business Join Us!
When & Where
Executive Conference Center
1601 Broadway
8th Floor
New York,
NY 10019
Friday, March 14, 2014 from 9:00 AM to 6:00 PM (EDT)
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Organizer
The Python Quants
The Python Quants is a group of Python and financial experts dedicated to solving fundamental problems in front-office finance, from research and modelling problems to risk analytics. The Python Quants is proud to support the NYC Python and finance communities with this headline event.
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