This is a short post to let you know that I'll be speaking at QuantCon on the April 9th 2016 in New York City.
Over the past five years the software landscape for retail quant traders, and researchers at quant funds, has changed dramatically.
The uptake of open source programming languages such as R and Python, along with backtesting environments and data sets made available by sites such as Quandl and Quantopian has lead to a huge surge in usage of machine learning, time series analysis and other modern statistical methodology, as applied to quantitative finance and algorithmic trading.
QuantCon is all about "Leveling Wall Street's Playing Field", and as such, it has been designed to help you craft outperforming trading strategies using some of these exciting new tools and methods.
QuantCon has an amazing speaker line-up, with some of the top names in quant finance and the quant blogosphere, including Emanuel Derman, Ernie Chan, Tucker Balch, Andreas Clenow, Wes McKinney and Wesley Grey.
I am really interested in helping you, as prospective or practising quant traders, learn how to craft robust and sophisticated trading tools to increase your productivity and profitability while researching, backtesting and deploying your trading strategies.
I will be talking about how you can now access and create tools for quantitative trading and finance that have previously only been available to institutional funds, and how they can give you an edge in your trading.
I'm really looking forward to meeting a lot of the QuantStart and Quantopian community, so please come and say hi and introduce yourself at the conference.
If you haven't already signed up, you can still get early-bird tickets for $399 from the QuantCon site.comments powered by Disqus
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