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[[Machine Learning for Trading Course]]
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==Quantitative Software Research Group at Georgia Tech==
  
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==Data Analysis with Pandas==
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The Quantitative Software Research Group investigates systematic algorithms for trading and investing.  Our focus is on Machine Learning, but we are also interested in other types of algorithms that inform us about markets and trading.
  
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* 1.1 Stuff
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*Teaching
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**1.1.1 More Stuff
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**[[Machine Learning for Trading Course]] (grad)
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**[[Undergrad ML4T]] (obsolete - now same as grad class)
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**[[ML4T Software Installation]]
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**[[Undergrad Intro AI Course]]
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*Research
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**[https://github.com/abides-sim/abides ABIDES] Agent-Based Interactive Discrete Event Simulator
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**[https://arxiv.org/abs/1904.12066 ABIDES arXiv paper]
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**[[HMM Toolkit]]
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**[[Memoization]] (Beta)
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**[[ML4Art]]
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**[[DQ4T]]
  
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==Next Section==
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==Members of Our Group==
  
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'''1. Data Analysis with Pandas'''
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[[File:tucker-balch-headshot.png|left|border]]
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<B>Tucker Balch</B>, Ph.D., Director, Quant Software Research Group<BR>
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  1.1 Number Crunching with Python
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Professor, Interactive Computing, Georgia Tech<BR>
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      * Python Fundamentals [''I think we can skip this it would be too basic'']
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Instructor for CS 7646<BR>
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Chief Scientist, [http://lucenaresearch.com Lucena Research, Inc.]<BR>
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      * Numpy Fundamentals - ''chap 4''
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[http://www.cc.gatech.edu/~tucker website]<BR>
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        --> Creating Arrays
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<br clear=all>
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        --> Basic Indexing and slicing
 
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        --> Data Processing using Arrays
 
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            => Basic Indexing and slicing
 
  
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      * Pandas Data Structure - ''chap 5 and [http://www.ideal.ece.utexas.edu/courses/ee380l_ese/ppt/Research_Paper_Presentation_Pandas_Moshiul_Arefin.pdf]''
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[[File:maria-hybinette-small.png|left|border]]
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<B>Maria Hybinette</B>, Ph.D.<BR>
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Associate Professor, Computer Science, University of Georgia<BR>
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<br clear=all>
  
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        --> Series
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[[File:Jianling_Wang.jpg|left|border]]
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            => Working with Index
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<B>Jianling Wang</B>, TA for CS 7646<BR>
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            => Operations - Filtering
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Graduate Student, College of Computing, Ga Tech<BR>
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            => Incomplete Data     
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<br clear=all>
  
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        --> Data Frame ''page 115''
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[[File:Vivek_george.png|left|border]]
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            => Creating Data Frame
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<B>Vivek George</B>, TA for CS 7646<BR>
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            => Operations on columns and rows
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Graduate Student, College of Computing (CSE), Ga Tech<BR>
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            => Essential Function -  Reindexing, Indexing and filtering
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2016 Summer Intern, Electronic Arts<BR>
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website: https://www.linkedin.com/in/vivekjohn<BR>
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<br clear=all>
  
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  1.2 Data Analysis
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==Alumni==
  
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      * Reading and Writing Data - ''chap 6- page 155,163''
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[[File:Cdb_headshot_side_150x150.jpeg|left|border]]
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        --> Importing Data using Pandas
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<B>David Byrd</B>, Ph.D., Georgia Tech<BR>
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        --> Importing data without pandas
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Asst Professor, Bowdoin College<BR>
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        --> Saving and exporting data using pandas
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Instructor for CS 7646, Summer 2016, Summer 2017, Fall 2019<BR>
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        --> Saving and exporting data widout pandas
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Instructor for CS 4646, Spring 2018<BR>
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[https://www.bowdoin.edu/profiles/faculty/d.byrd website]<BR>
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<br clear=all>
  
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      * Pre-processing Data - ''chap 5- Page 142,145''
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[[File:Bhrolenok_headshot_150x132.jpg|left|border]]
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<B>Brian Hrolenok</B>, Ph.D., Georgia Tech<BR>
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Postdoctoral Fellow, Georgia Tech<BR>
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[https://bhrolenok.github.io/ website]<br>
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<br clear=all>
  
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      * Date and Time - ''Page 290,298 and [https://www.kevinsheppard.com/images/0/09/Python_introduction.pdf]''
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[[File:Sourabh_150_150.jpg|left|border]]
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        --> Creating Date and Time
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<B>Sourabh Bajaj</B>, MSCS, Georgia Tech<BR>
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        --> Date Mathematics
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Software Engineer, Coursera Inc<BR>
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        --> Time Series Plotting ['' Page 319-323 Note:This can be added in graphs'']
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[http://sourabhbajaj.com website]<BR>
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<BR clear = all>
  
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      * Graphs - ''chap 8 Note: Perfect''
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[[File:Dev_150_150.png|left|border]]
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<B>Devpriya Dave</B>, MSCS, Georgia Tech<BR>
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Analyst, Data Division, Morgan Stanley<BR>
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[https://www.linkedin.com/in/devpriyadave website]<BR>
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<BR clear=all>
  
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      * Statistical Function - ''chap 5- page 137-141  Note: We can add more or merge this with some other section I feel this is important''
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[[File:Jayita_150_150.jpg|left|border]]
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<B>Jayita Bhattacharya</B>, MSCS, Georgia Tech<BR>
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Software Engineer (Playlist), [http://www.pandora.com/careers Pandora Media]<BR>
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<BR clear = all>
  
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[[File:Alex_150_150.jpg|left|border]]
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<B>Alexander Moreno</B>, MSCS, Georgia Tech<BR>
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Ph.D. student, Georgia Tech<BR>
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[https://scholar.google.com/citations?user=zoqP2-IAAAAJ&hl=en&oi=sra website]<BR>
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<BR clear = all>
  
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[[File:buzz-small.png|left|border]]
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<B>Rohit Sharma</B>, MS QCF, Georgia Tech<BR>
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Blackrock Capital<BR>
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<BR clear = all>
  
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'''2. Machine Learning'''
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[[File:Vishal_150_150.jpg|left|border]]
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'''3. Machine Learning for trading'''
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<B>Vishal Shekhar</B>, MS QCF, Georgia Tech<BR>
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Software Engineer, [http://axioma.com Axioma Inc.]<BR>
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[http://vishalshekhar.altervista.org website]<BR>
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<BR clear = all>
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==Publications==
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* Moreno, Alexander, and Tucker Balch. "Speeding up large-scale financial recomputation with memoization." Proceedings of the 7th Workshop on High Performance Computational Finance. IEEE Press, 2014. (conference)
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* Moreno, Alexander, and Tucker Balch. "Improving financial computation speed with full and subproblem memoization." Concurrency and Computation: Practice and Experience (2015). (Journal) [http://onlinelibrary.wiley.com/doi/10.1002/cpe.3693/full]

Latest revision as of 16:34, 27 August 2021

Quantitative Software Research Group at Georgia Tech

The Quantitative Software Research Group investigates systematic algorithms for trading and investing. Our focus is on Machine Learning, but we are also interested in other types of algorithms that inform us about markets and trading.

Members of Our Group

Tucker-balch-headshot.png

Tucker Balch, Ph.D., Director, Quant Software Research Group
Professor, Interactive Computing, Georgia Tech
Instructor for CS 7646
Chief Scientist, Lucena Research, Inc.
website

Maria-hybinette-small.png

Maria Hybinette, Ph.D.
Associate Professor, Computer Science, University of Georgia

Jianling Wang.jpg

Jianling Wang, TA for CS 7646
Graduate Student, College of Computing, Ga Tech

Vivek george.png

Vivek George, TA for CS 7646
Graduate Student, College of Computing (CSE), Ga Tech
2016 Summer Intern, Electronic Arts
website: https://www.linkedin.com/in/vivekjohn

Alumni

Cdb headshot side 150x150.jpeg

David Byrd, Ph.D., Georgia Tech
Asst Professor, Bowdoin College
Instructor for CS 7646, Summer 2016, Summer 2017, Fall 2019
Instructor for CS 4646, Spring 2018
website

Bhrolenok headshot 150x132.jpg

Brian Hrolenok, Ph.D., Georgia Tech
Postdoctoral Fellow, Georgia Tech
website

Sourabh 150 150.jpg

Sourabh Bajaj, MSCS, Georgia Tech
Software Engineer, Coursera Inc
website

Dev 150 150.png

Devpriya Dave, MSCS, Georgia Tech
Analyst, Data Division, Morgan Stanley
website

Jayita 150 150.jpg

Jayita Bhattacharya, MSCS, Georgia Tech
Software Engineer (Playlist), Pandora Media

Alex 150 150.jpg

Alexander Moreno, MSCS, Georgia Tech
Ph.D. student, Georgia Tech
website

Buzz-small.png

Rohit Sharma, MS QCF, Georgia Tech
Blackrock Capital

Vishal 150 150.jpg

Vishal Shekhar, MS QCF, Georgia Tech
Software Engineer, Axioma Inc.
website

Publications

  • Moreno, Alexander, and Tucker Balch. "Speeding up large-scale financial recomputation with memoization." Proceedings of the 7th Workshop on High Performance Computational Finance. IEEE Press, 2014. (conference)
  • Moreno, Alexander, and Tucker Balch. "Improving financial computation speed with full and subproblem memoization." Concurrency and Computation: Practice and Experience (2015). (Journal) [1]
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