Centre for Doctoral Training in Financial Computing & Analytics

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Conferences & Events

Professional (part-time) PhD Students

Recruitment event for industry based (part-time) PhD students – 29th September 2016 at UCL

The UK Centre for Financial Computing & Analytics (www.financialcomputing.org) is keen to encourage Professional (part-time) PhDs, targeting highly qualified professionals working in financial and data science services industry in London.

The UK Centre is hosting an evening event for industry professionals, and for companies interested in encouraging their staff to pursue a part-time PhD based on their work in the firm.

The event will take place on Thursday 29th September 2016 from 16.30h-18.00h at UCL, Malet Place, Roberts building, G08 Sir David Davis LT, London, WC1E 7JE.

The event will throw light on how a part-time PhD works. In addition, presentations from professionals currently doing part-time PhDs will take place. There will be opportunity to ask questions and obtain all necessary information for pursuing a PhD degree part-time.

If you are interested in attending, please register here and send an email to Yonita Carter This email address is being protected from spambots. You need JavaScript enabled to view it.

PhD Opportunities in Finance and Data Science

Research students and young professionals are invited to attend a half-day conference.

Wednesday 24th June 2015
13:00 - 17:00

University College London
Cruciform B304 LT1,Cruciform Building, Gower Street,London, WC1E 6BT

UCL’s Centre for Doctoral Training in Financial Computing & Analytics is organising a conference to bring together university researchers and industry professionals to discuss future directions and job opportunities in finance and data science.

Topics will include algorithmic trading, financial mathematics, health analytics, fintech, people analytics, consulting, computational advertising and deep learning.This event will be of interest to PhD students, Post Docs, industry professionals and companies seeking to recruit PhDs to work in finance and data science.

Speakers include: Mike Lynch (Invoke Capital), John Loizides (Citi), Jessica James (Commerzbank), George Calderbank (Winton Capital), Clare Finn-Levy (Essentia Analytics), Giles Pavey (Tesco dunnhumby), Alan Payne (BUPA), Thore Graepel (Google Deep Mind), Orlando Machado (Moneysupermarket.com) and Ray Eitel (Accenture).

Register your interest

Please send any questions to:
Yonita CaterThis email address is being protected from spambots. You need JavaScript enabled to view it.

pdfPhD studentship with Team SKY

Seminars

The London Quantitative Finance Seminar
www3.imperial.ac.uk/mathfin/events/lqfseminars

Finance & Stochastics Seminar
www3.imperial.ac.uk/mathfin/events/seminars

Algorithmic Trading Conference & Competition

Algorithmic trading is the most popular research topic in investment banking. As trading has become increasingly automated, the requirement for computer scientists, physicists, mathematicians and other specialists in the financial computing field to migrating towards quantitative analysis has also grown.

In recognition of this, UCL's Financial Computing Centre, in association with Microsoft, hosted conferences in June 2010 and 2011, bringing together university researchers and financial industry professionals to discuss future directions and job opportunities in algorithmic trading.

The conferences also launched the annual Global Algorithmic Trading Competition, sponsored by Microsoft, Barclays Capital, Citi and Knight Capital. In 2012, UCL hostedthe Eurex Trading Game Competition.

Global Algorithmic Trading Competition 2011

In September 2011, over 100 teams of students and young professionals participated in a trading competition using the UCL AlgoTrading platform, with prizes totaling £25,000.

Server equipment with the Algorithmic Trading Platform (ATP) was provided, and trading took place via an API that allows development of strategy, market updates and the issuing and management of orders during the competition. All operations were performed with virtual money.

There were five sponsored prizes of £5000 each.
  • Microsoft’s Best Algorithm Prize
  • Best Use of Microsoft software prize
  • Barclays Capital Prize for Best Competition Entry by a Female Contestant
  • CitiFX Prize for Best Trading Model
  • Knight Capital’s prize for Best Use of Data

The participant with the largest balance and best risk performance throughout the trading period was the winner. The prize for the best Microsoft product application was granted after analysis of write-ups of how the Microsoft products were used and applied in strategies.

Algorithmic Trading Conference 2010: Speakers & Presentations

PhD and MSc students presented their work alongside invited speakers.

Download slides from the conference:

Dr A. Herbert, Managing Director Microsoft Research
Keynote Address - Microsoft Research Cambridge2.32 Mb

Professor Philip Treleaven, UCL
Algorithmic Trading: current trends & future directions

Sethu Raman, Microsoft
Product Review & Competition launch

Dr. D. Brown & Michal Galas, UCL
UCL’s Algorithmic Trading System Platform, 3.1 Mb

Merrill Lynch/Bank of America
Algorithmic Trading Challenges, 316 Kb

John Loizides, Citi
High Frequency Finance2.42 Mb

Antonios Hadjigeorgalis, Trading Technologies
Trading Tools, 755 Kb

Chris Bracegirdle, UCL
Linear Dynamical Systems for Price Prediction, 1.1 Mb

Mahnoosh Mirghaemi
Pre-Trade Analysis, 546 Kb

Janti Shawash, UCL
FTSE 100 Returns & Volatility Estimation, 1.3 Mb

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