**Special Colloquium** — An Introduction to Quantitative Finance from the Viewpoint of an Experimental Physicist

Event Dates: 

Monday, December 3, 2018 - 9:00am

CTQM Seminar Type: 

  • Related Seminar Series

Speaker Name(s): 

Joseph Mitchell

Speaker Affiliation(s): 

former researcher at Renaissance Technologies

Abstract, Event Details: 

 During the past several decades it has become common for Wall Street firms to hire workers trained in Physics, Mathematics and other technical fields. Given this, it is perhaps interesting for physicist to learn a bit about quantitative finance. We will discuss some properties of financial data and the very basics of risk and cost models. Along the way we will contrast some aspects of financial data analysis with the data analysis of physics experiments. Finally, time permitting, we will discuss a textbook example of a trading strategy.