Description
iztok kucan/Joris Peeters - Algorithmic Trading with Python [EuroPython 2016] [21 July 2016] [Bilbao, Euskadi, Spain] (https://ep2016.europython.eu//conference/talks/algorithmic-trading-with-python)
This is a look behind the scenes at Winton Capital Management- one of Europe’s most successful systematic investment managers. The talk will mainly focus on how Python gives researchers fine-grained control over the data and trading systems, without requiring them to interact directly with the underlying, highly-optimised technology.
Have you ever wondered what technologies are used in a systematic trading system that utilises computer models and accounts for the majority of trading on the stock market? This is a look behind the scenes at Winton Capital Management- one of Europe’s most successful systematic investment managers. In this talk, we’ll run through an overview of Winton’s trading infrastructure, including data management, signal generation and execution of orders on global exchanges. The talk will mainly focus on how Python gives researchers fine-grained control over the data and trading systems, without requiring them to interact directly with the underlying, highly- optimised technology.