The Mystery of Deja vu: What do Financial Time Series, DNA Sequences and Spreadsheets Have in Common?

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• Bjoern Stiel, Founder of Fintech Startup Pathio; ex-UBS Quant
• Monday 28 November 2016, 19:00-20:30
• Lecture Room 6, Cambridge University Engineering Department, Trumpington Street, Cambridge CB2 1PZ.

If you have a question about this talk, please contact Marcin Wójcik.

Live coding examples using Python and AWS Lambda!

Summary:

Finding the longest common sequence for a DNA or protein sequence to identify regions of similarity within DNA and protein sequences is a well known problem in bioinformatics. In this talk, we will take a fresh look at surprisingly similar problems in the world of financial data and technology: How can we clean incoming tick data for high frequency trading? And, how do you find an unintetionally introduced error in a spreadsheet? This is a hands-on talk with a some live coding examples using Python and AWS Lambda.

Speaker bio:

Bjoern Stiel is the founder of Pathio, London based technology startup that provides a version control solution for Excel. Before starting this own venture, Bjoern worked in technology and trading at UBS Investment Bank in London. At UBS , he was responsible for building the risk management and backtesting platform for the UBS Constant Maturity Commodity Index. Bjoern holds a Master’s degree in Economics from the Freie Universitaet Berlin and a Master’s degree in Financial Engineering from Birkbeck College, University of London.

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This talk is part of the Cambridge University Algorithmic Trading Society list series.

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