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AIR-Quants Workshop with Jan Novotny, PhD: Analysing the Limit Order Book
Registration
Registration is now closed (this event already took place).
Details
- Selected students/guests receive some instructions/materials in advance before workshop. This will include link to data to download and some sample code.
- The workshop will start with introduction of a speaker and introduction of a topic. Students will be engaged to discuss their current knowledge of the topic. At the end of the introduction, students will have working knowledge of a problem. Then, we will proceed with some practical part. Students/guests need to have an access to Eduroam, to be able use kdb+/q.
- Students will work in groups of 2-3 on the practical project. The practical part will be interactive, where one more professional will be engaged and discussing with students. Participants will thus have an opportunity to try to solve a practical problem as well as discuss it immediately with people working in industry.
- The workshop will be concluded with discussion. Participants will be encouraged to extend the work they have done during the workshop later on their own.
- Reception and Networking
by 28th February. Participants will be selected based on prior basic knowledge in programming, study major but mainly interest in mathematical finance and trading.
Where
Bayes Business School, 106 Bunhill Row
Room LG002
106 Bunhill Row, London EC1Y 8TZ, UK
Speakers
Jan Novotny
FX Quant Trader, Deutsche Bank
Hosted By
Contact the organizers