Meet up

Building web apps for systematic investment strategies

Monday, 8th January in London

This meetup was organised by Full Stack Quants in January 2018

Overview

Kirill Egorov will show us how to build web applications for back testing systematic investment strategies, using R with Shiny.

Building web applications for back testing systematic investment strategies (using R with Shiny)

Kirill Egorov

Kirill has been working on data management and analytics in financial services for the last 8 years. He started out in the Treasury team of a large Russian bank, where he was building data pipelines and models for liquidity management and middle office reporting. After moving to London he joined a fixed income brokerage startup, where he has been building out their data analytics platform, leveraging multiple open source technologies.

Reasons to use SQLite

Jack Grahl

Jack Grahl works on software testing, QA and delivery for PrismFP Analytics. His mission is to enable a team developing sophisticated data proccessing and analytics software in Python and R to move fast without breaking too much stuff. He studied Mathematics at UCL and gained a PhD in Probability and Measure Theory. He has previously worked as a quantitative analyst and written code in C#, Perl, Python and C++ for hedge funds and financial software companies.



Thank you to our sponsors and partners


Silver

Who's coming?

Attending Members