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”.
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.
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
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