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GSA Capital: Staying Competitive

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  • UserJoris Peeters, PhD in Applied Physics
  • ClockMonday 11 October 2021, 13:05-13:55
  • HouseOnline.

If you have a question about this talk, please contact Ben Karniely.

Quantitative hedge funds grind through large amounts of data in order to obtain and exploit a small edge in the financial markets. It is a crowded space, though, and in order to stay alive one constantly needs to innovate. In this talk I’ll give a whirlwind tour of what this means for GSA as a whole and its technology teams in particular. We are always trying to cover new markets (like crypto), new data streams (even Reddit!) and new strategies. At the same time we aim to optimise our existing systems, e.g. by reducing latency or running large-scale historical simulations on AWS , so we can stay ahead of competitors.

Speaker: Joris completed his PhD in Applied Physics from Ghent University, Belgium, in 2011. He subsequently spent three years in Nuremberg, Germany, designing algorithms and software for computational fluid dynamics simulations, with a focus on aeroplane wing icing and race car engines. After moving to London, he joined Winton Capital Management in 2014 and subsequently GSA Capital in 2017. His time in the wondrous world of finance is mostly spent building technology for trading systems, data pipelines, risk calculations and historical back-testing. Outside of work he enjoys quantitative sports betting and anything to do with computational neuroscience. He also has a passion – but sadly no talent – for playing the trumpet.

About GSA : GSA Capital is a multi-award winning investment manager that has been delivering exceptional results to global investors for over 15 years. With offices in London, New York and Hong Kong, GSA Capital combines a world-class proprietary platform with innovative thinking to develop and deploy systematic and process-driven investment strategies across all asset classes, geographies and timescales.

Please sign up online at www.gsacapital.com/careers

Join Zoom Meeting https://gsacapital.zoom.us/j/84499455391?pwd=UjBJT1FBRXZRK2gwU1ZMejlFa05aZz09

Meeting ID: 844 9945 5391 Passcode: 257464

This talk is part of the Computer Laboratory Tech Talks series.

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