18.05.2017

• 18.05.2017
  mi-fi.org

  Organisations-Account

  

  Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading

  Ort

  University of Zurich, KO2 F 180

  
  General
  If you are interested in technology and how it is changing the world of investing, this meetup is a great place to start.
  Quantopian is coming to Switzerland and working with The Swiss Finance + Technology Association to host a meetup on 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.
  
  
  GET YOUR TICKET - Free for students
  
  
  This talk is based on the following lectures from the Quantopian Lecture Series:
  • Pairs Trading
  • Integration, Cointegration and Stationarity
  The meetup is on May 18th 2017 and it is a unique opportunity to discuss quant finance topics and network with your quant finance peers. Join Delaney MacKenzie, Director of Academia at Quantopian who oversees the firm’s worldwide educational and academic initiatives, for an introduction. Delaney’s background is in computer science, statistics, math, and computational genetics. While working with professors at schools including Princeton, MIT, Stanford, and Harvard, Delaney developed the free online Quantopian Lecture Series. The lecture series combines academic rigor and industry realism and has since spawned a global workshop program teaching quantitative finance. Delaney currently focuses on maintaining the quality of the lectures as they grow, while also growing the audience of people who have learned from the lectures.
  
  
  GET YOUR TICKET - Free for students
  
  
  For dedicated future Quantopian users, the meetup will be followed by a full day workshop with introduction to algorithmic trading [May 20th 2017], which will give the opportunity to transform your knowledge and skills of writing and trading with algorithms.
  
  
  Agenda:
  • 6.00pm – Arrival
  • 6.15pm – Presentation on topics
  • 7.30pm – Q&A
  • 8pm – Informal exchange over food & drinks
  
  
  GET YOUR TICKET - Free for students
  
  
  Mandatory: Limited seats – first come first served basis.
• 18.05.2017 12:00 bis 14:00
  Finance Club

  Organisations-Account

  

  Brown Bag Lunch mit Capco (presented by Finance Club UZH)

  Ort

  Institut für Banking und Finance, Plattenstrasse 14 im 1. Stock

  An den Brown Bag Lunches des Finance Clubs habt Ihr die Möglichkeit, mit Vertretern der Praxis direkt ins Gespräch zu kommen.
  
  
  Jede Woche stellt sich ein neuer Arbeitgeber vor und gibt Euch einen Einblick in die Berufswelt. Zu Beginn eines BBL’s gibt es eine kurze Präsentation. Danach laden wir Euch zu einem lockeren Stehlunch ein, an dem Ihr die Möglichkeit habt, Euch mit anderen Studierenden und Praxisvertretern auszutauschen.
  
  
  Dresscode: Keiner / Casual (ein Hemd schadet nie)
  
  Location: Institut für Banking und Finance, Plattenstrasse 14 im 1. Stock
  
  Sprache: im Normalfall Englisch (nur Deutsch, falls ausdrücklich von der Firma gewünscht)
  
  
  Die Teilnahme steht Studenten aller Richtungen offen, eine Anmeldung ist nicht erforderlich.
  
  Mehr Infos: https://financeclub.ch/studierende/lunches/