For Python Quants: python and quantitative finance in the heart of NYC
Friday Mar 14, 2014
9:00 am - 5:45 pm (plus drinks!)
Executive Conference Center
1601 Broadway, New York, NY, 10019
 

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event

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!

about

This is a conference ‘for Python Quants’.

This conference is a dedicated look at the use of the Python programming language in 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 conference is for you!

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talks workshops
9:00a–9:30a breakfast & registration
9:30a–10:30a

Keynote: Future of Python in Finance

Kirat Singh

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.

10:30a–11:30a

Derivative Analytics with Python

Dr Yves Hilpisch

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.

Big Data & Excel in Finance

Ben Lerner, CEO DataNitro

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

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.

Financial Analysis Tools

Dave Himrod

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.

Open Financial Data Sets & Quandl

Tammer Kamel

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.

1:30p–2:30p

Markowitz Portfolio Optimization & Bayesian Regression

Prof. Jared Lander

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".

Building Quant Equity Strategies in Python

Dr Jess Stauth

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.

2:30p–3:00p π-day coffee break with complimentary sweet & savory pies from Pie Face!
3:00p–4:00p

Technology on the Buy-Side

Bryan Wisk

Notable Features of Python

James Powell

James Powell

James Powell, Python expert, enthusiast, and instructor. James speaks at multiple 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)

4:00p–5:00p

Ultra High Performance American Option Pricing in Python

Mark Lake

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

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.

5:00p–5:45p

panel discussion, closing notes, & raffle (sponsored by O'Reilly Media)

  • What problems in finance is Python particularly well-suited to solve?
  • How do we address the concurency question in Python?
  • What is the state of libraries for financial applications & where do we need to improve things?
  • What is the state of Python APIs, and how can we most effectively source financial data for our applications?
 
6:30p post-conference drinks & open bar @ Social Bar // 795 8th Ave, New York, NY, 10019
news via @pythonquants
venue

Executive
Conference
Center

1601 Broadway,
New York, NY,
10019

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sponsors

This conference is made possible by generous donations from the following sponsors

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