AIR-Quant Workshop with Jan Novotny, PhD - Analysing the Limit Order Book.
On 5th March 2019 from 6pm to 9pm, AIR-Q Society will collaborate with Jan Novotny, PhD, a FX Quant Trader from Deutsche Bank and few other quant traders, to help us run our workshop at Cass Business School focusing on analysing the limit order book.
We will discuss how the limit order book changes and how we can utilise such changes to predict the price ahead. As a tool for our analysis, we will choose kdb+/q, which is a power columnar language using functional paradigm suitable to process long time series. We will use samples of real data for our analysis. This is a highly engaging workshop which will let students work in groups for the practical portion of the workshop.
Interested participants are encouraged to send their CV to peter.vodicka@cass.city.ac.uk by 28th February. Participants will be selected based on prior basic knowledge in programming, study major but mainly interest inmathematical finance and trading.
This is a rare opportunity for students to be able to interact with professionals from Deutsche Bank and is an opportunity not to be missed! For any queries please email to Peter Vodicka at peter.vodicka@cass.city.ac.uk.
We are looking forward to meet you.
Yours, AIR-Q Society.
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