The Mystery of Deja vu: What do Financial Time Series, DNA Sequences and Spreadsheets Have in Common?
- ๐ค Speaker: Bjoern Stiel, Founder of Fintech Startup Pathio; ex-UBS Quant ๐ Website
- ๐ Date & Time: Monday 28 November 2016, 19:00 - 20:30
- ๐ Venue: Lecture Room 6, Cambridge University Engineering Department, Trumpington Street, Cambridge CB2 1PZ
Abstract
Live coding examples using Python and AWS Lambda!
Summary:
Finding the longest common sequence for a DNA or protein sequence to identify regions of similarity within DNA and protein sequences is a well known problem in bioinformatics. In this talk, we will take a fresh look at surprisingly similar problems in the world of financial data and technology: How can we clean incoming tick data for high frequency trading? And, how do you find an unintetionally introduced error in a spreadsheet? This is a hands-on talk with a some live coding examples using Python and AWS Lambda.
Speaker bio:
Bjoern Stiel is the founder of Pathio, London based technology startup that provides a version control solution for Excel. Before starting this own venture, Bjoern worked in technology and trading at UBS Investment Bank in London. At UBS , he was responsible for building the risk management and backtesting platform for the UBS Constant Maturity Commodity Index. Bjoern holds a Master’s degree in Economics from the Freie Universitaet Berlin and a Master’s degree in Financial Engineering from Birkbeck College, University of London.
Series This talk is part of the Cambridge University Algorithmic Trading Society list series.
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Bjoern Stiel, Founder of Fintech Startup Pathio; ex-UBS Quant 
Monday 28 November 2016, 19:00-20:30