Python Quants Conference | NYC Tech Events - GarysGuide

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Python Quants Conference

	Exec Conference Center, 1601 Broadway, 8th Fl
	Mar 14 (Fri) , 2014 @ 09:00 AM
	$159

DETAILS

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For up-to-date information and announcements, check out <A HREF="http://forpythonquants.com">http://forpythonquants.com</A>!
 
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 Equity Option pricing!
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This is a conference <A HREF="http://forpythonquants.com">for Python Quants'.</A>
This conference is a dedicated look at the use of the <A HREF="http://python.org">Python programming language</A>in analytical finance.
In the past few years, the Python programming language has come to <A HREF="http://www.talyarkoni.org/blog/2013/11/18/the-homogenization-of-scientific-computing-or-why-python-is-steadily-eating-other-languages-lunch/">dominate the world of scientific computing</A>. Tools like <A HREF="http://pandas.pydata.org">Pandas</A>, originally developed at <A HREF="http://www.aqr.com/">AQR Capital Management</A> and built upon a mature numeric and scientific computing ecosystem (<A HREF="http://scipy.org">NumPy & SciPy</A>) show us that Python is extremely well-suited to analytical workflows, and tools like <A HREF="http://numba.pydata.org">Numba</A> and <A HREF="http://blaze.pydata.org">Blaze</A> show us how well these workflows can scale. The enthusiasm and energy that follows the <A HREF="http://pydata.org">PyData</A> 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 event is for you!
 
Schedule
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;" WIDTH="160"></TH><TH CLASS="heading" STYLE="text-align: center;" WIDTH="395">talks</TH><TH CLASS="heading" STYLE="text-align: center;" WIDTH="395">workshops</TH></TR>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">9:00a-9:30a</TH>
<TD CLASS="break" STYLE="text-align: center; border: 1px solid #eee; padding: 10px;" COLSPAN="2">breakfast</TD>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">9:30a-10:30a</TH>
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Keynote: Future of Python in Finance
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.
<A HREF="http://www.linkedin.com/pub/kirat-singh/1/8b3/746">LinkedIn</A> <A HREF="http://thepythonquants.com">The Python Quants</A></TD>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">10:30a-11:30a</TH>
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Derivative Analytics with Python
Dr Yves Hilpisch
Dr Yves Hilpisch is Managing Director Europe of <A HREF="http://www.continuum.io/">Continuum Analytics Inc.</A>, the premier provider of Python-based, enterprise-ready data analytics solutions. He is founder of <A HREF="http://www.visixion.com">Visixion GmbH - The Python Quants</A>, which is the provider of the first <A HREF="http://www.derivatives-analytics.com">Python-based derivatives analytics suite</A>. He is author of the book <A HREF="http://www.derivatives-analytics-with-python.com">Derivatives Analytics with Python</A> 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.
<A HREF="http://www.linkedin.com/pub/yves-hilpisch/25/433/74b">LinkedIn</A> <A HREF="http://hilpisch.com">Personal Site</A> <A HREF="http://www.uni-saarland.de/">University of Saarland</A> <A HREF="http://thepythonquants.com">The Python Quants</A></TD>
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Big Data & Excel in Finance
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.
<A HREF="http://datanitro.com">DataNitro</A> <A HREF="http://www.linkedin.com/pub/ben-lerner/23/412/213">LinkedIn</A>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">11:30a-12:30p</TH>
<TD CLASS="break" STYLE="text-align: center; border: 1px solid #eee; padding: 10px;" COLSPAN="2">lunch</TD>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;" ROWSPAN="2">12:30p-1:30p</TH>
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Python + Bitcoin + Finance + Analytics
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.
<A HREF="http://uk.linkedin.com/in/aroldao">LinkedIn</A></TD>
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Financial Analysis Tools
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.
<A HREF="http://www.linkedin.com/pub/david-himrod/14/aa1/b67">LinkedIn</A></TD>
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Open Financial Data Sets & Quandl
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.
<A HREF="http://ca.linkedin.com/in/tammerkamel">LinkedIn</A> <A HREF="http://quandl.com">Quandl</A></TD>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">1:30p-2:30p</TH>
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Markowitz Portfolio Optimization & Bayesian Regression 
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 <A HREF="http://amazon.com/dp/0321888030">"R for Everyone: Advanced Analytics and Graphics"</A>.
<A HREF="http://www.linkedin.com/in/jaredlander">LinkedIn</A> <A HREF="http://www.jaredlander.com/about/">Lander Analytics</A> <A HREF="http://columbiadatascience.com/about-the-class/about-the-team/">Columbia Data Science Team</A> <A HREF="http://thepythonquants.com">The Python Quants</A></TD>
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Building Quant Equity Strategies in Python
Dr 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 Thompson 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.
<A HREF="http://www.linkedin.com/in/jessicastauth">LinkedIn</A> <A HREF="http://quantopian.com">Quantopian</A></TD>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">2:30p-3:00p</TH>
<TD CLASS="break" STYLE="text-align: center; border: 1px solid #eee; padding: 10px;" COLSPAN="2">Pi-day coffee break (free sweet & savory pies provided courtesy of <A HREF="http://teksystems.com">TEKSystems</A>!)</TD>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">3:00p-4:00p</TH>
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Prototyping Bootstraps of Discount Curves in Python
Dr Sergio Fanchiotti
Dr Sergio Fanchiotti, credit risk specialist, quant, developer, and Python enthusiast. Sergio's talk will cover bootstrapping discount curves using Python.
<A HREF="http://www.linkedin.com/in/sflnk">LinkedIn</A></TD>
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Notable Features of Python
James Powell
James Powell, Python expert, enthusiast, and instructor. James speaks at over 7 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)`
<A HREF="http://thepythonquants.com">The Python Quants</A> <A HREF="http://dontusethiscode.com">Personal Site</A></TD>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">4:00p-5:00p</TH>
<TD CLASS="event talk" STYLE="text-align: center; border: 1px solid #eee; padding: 10px;">
Ultra High Performance American Equity Option Pricing in Python
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.
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Interactive Financial Analytics with Python & the VSTOXX Volatility Index 
Dr Yves Hilpisch
Dr Yves Hilpisch is Managing Director Europe of <A HREF="http://www.continuum.io/">Continuum Analytics Inc.</A>, the premier provider of Python-based, enterprise-ready data analytics solutions. He is founder of <A HREF="http://www.visixion.com">Visixion GmbH - The Python Quants</A>, which is the provider of the first <A HREF="http://www.derivatives-analytics.com">Python-based derivatives analytics suite</A>. He is author of the book <A HREF="http://www.derivatives-analytics-with-python.com">Derivatives Analytics with Python</A> 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.
<A HREF="http://www.linkedin.com/pub/yves-hilpisch/25/433/74b">LinkedIn</A> <A HREF="http://hilpisch.com">Personal Site</A> <A HREF="http://www.uni-saarland.de/">University of Saarland</A> <A HREF="http://thepythonquants.com">The Python Quants</A></TD>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">5:00p-5:45p</TH>
<TD CLASS="event talk" STYLE="text-align: center; border: 1px solid #eee; padding: 10px;" COLSPAN="2">panel discussion, closing notes, & raffle (sponsored by O'Reilly Media)
<UL CLASS="panel-topics">What problems in finance is Python particularly well-suited to solve?
<LI>How do we address the concurency question in Python?</LI>
<LI>What is the state of libraries for financial applications & where do we need to improve things?</LI>
<LI>What is the state of Python APIs, and how can we most effectively source financial data for our applications?</LI>
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<TR><TH CLASS="time" STYLE="text-align: left; border: 1px solid #eee; padding: 10px;">7:30p</TH>
<TD CLASS="break" STYLE="border: 1px solid #eee; padding: 10px;" COLSPAN="2">cocktail reception sponsored by <A HREF="http://careers.bankofamerica.com/job.aspx?n=14609">Bank of America</A></TD>
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<DIV CLASS="hover_title">This conference is made possible by generous donations from the following sponsors:</DIV>
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Quartz is revolutionizing the way Global Markets does business at Bank of America Merrill Lynch. Quartz will be the primary platform for pricing trades, managing positions, and computing risk exposure. Thousands of developers are using the highly-agile platform to deliver applications to thousands of end users. As a part of the Quartz team, you will contribute to the technology that will define the future of our business <A HREF="http://careers.bankofamerica.com/job.aspx?n=14609">Join Us!</A>
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