Multimedialne seminarium z ekono- i socjofizyki
sala 1.03, ul. Pasteura 5
2015-04-21 (18:30)
Grzegorz Link (Wydział Fizyki UW)
Automatyczne strategie inwestycyjne i handel algorytmiczny. Wprowadzenie, przykład
Automated investment strategies and algorithmic trading: a practical introduction
It is widely known as the flash crash of 2010 -- said to be the first stock market crash strongly associated with algorithmic trading bots. But, in the words of mathematician and quant-fund pioneer, Jim Simons: it was also the quickest one to recover. What are the basic concepts of computer-driven, numerically-oriented quantitative investment strategies? Are there scientific foundations for their development and how do they differ from standard investing? In this talk I'll introduce a view and present experiences of designing such strategies.
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