School of Computing

May 24
15:00 - 15:30
Data Science: Ismail Anwar
Data Science Group Seminar
Trading: Algorithms, Challenges and Swarms

Abstract: 

Ever since the introduction of computers to the trading floor, many facets of trading in the stock market have undergone massive development and acceleration. Trading time horizons have shrunk from days to nanoseconds, and information that goes into decisions now can include overall sentiment over various social networks. In this talk, I will go over the challenges faced by a modern trader to systematically arrive at and employ a trading scheme that can move with the market while still fulfilling the trader's objectives. I will then introduce my research in attempting to use Particle Swarm Optimization (PSO), in the systematic discovery of competent trading schemes, incorporating information from technical; fundamental; quantitative and sentiment analysis, that can adapt to the shifting tides of the market, approaching a horizon of truly fire-and-forget trading systems

Location

Intellectual Hub
United Kingdom
Medway map

Details

Contact: Michael Kampouridis
E: M.Kampouridis@kent.ac.uk
T: +441634888837

School of Computing, University of Kent, Canterbury, Kent, CT2 7NF

Enquiries: +44 (0)1227 824180 or contact us.

Last Updated: 14/08/2015