Department of  Computing

Applications of Computing in Industry : Lecture

20 November
Noon, LT308 Huxley
 
company: GSA Capital

Title: Research Technology Challenges for the Systematic Hedge Fund
Abstract:

For a systematic hedge fund manager like GSA the technical challenges are many fold. On the one hand you need to make sense of decades of historical data in order to spot patterns, test hypotheses and build fully algorithmic trading strategies. On the other you need to ensure that those strategies are able to execute their trades around the world while competing with other market participants at the microsecond level. This talk will introduce you to some of these challenges and give some insight into how we tackle them.

Speaker Details: Will Muldrew
 

Will Muldrew is Head of Research Technology for GSA Capital, a multi award winning quantitative investment manager that focuses on systematic trading across electronic markets for equities, futures and foreign exchange. Will completed his undergraduate degree in Physics at Imperial College followed by a postgraduate diploma in Computer Science at Trinity College, Cambridge. After finishing his studies he spent 3 years working for software houses (including Autonomy) before entering the world of financial technology.


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