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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.
 
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.
  
*[[Machine Learning for Trading Course]]
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*Teaching
*[[ML4T Software Installation]]
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**[[Machine Learning for Trading Course]] (grad)
*[[HMM Toolkit]]
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**[[Undergrad ML4T]] (obsolete - now same as grad class)
*[[Memoization]] (Beta)
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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]]
 +
**[[Memoization]] (Beta)
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**[[ML4Art]]
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**[[DQ4T]]
  
 
==Members of Our Group==
 
==Members of Our Group==
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<B>Tucker Balch</B>, Ph.D., Director, Quant Software Research Group<BR>
 
<B>Tucker Balch</B>, Ph.D., Director, Quant Software Research Group<BR>
 
Professor, Interactive Computing, Georgia Tech<BR>
 
Professor, Interactive Computing, Georgia Tech<BR>
 +
Instructor for CS 7646<BR>
 
Chief Scientist, [http://lucenaresearch.com Lucena Research, Inc.]<BR>
 
Chief Scientist, [http://lucenaresearch.com Lucena Research, Inc.]<BR>
 
[http://www.cc.gatech.edu/~tucker website]<BR>
 
[http://www.cc.gatech.edu/~tucker website]<BR>
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<br clear=all>
 
<br clear=all>
  
[[File:buzz-small.png|left|border]]
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[[File:Jianling_Wang.jpg|left|border]]
<B>C David Byrd</B>, Graduate Student and Head TA<BR>
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<B>Jianling Wang</B>, TA for CS 7646<BR>
Title, IMTC<BR>
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Graduate Student, College of Computing, Ga Tech<BR>
 
<br clear=all>
 
<br clear=all>
  
[[File:buzz-small.png|left|border]]
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[[File:Vivek_george.png|left|border]]
<B>Brian Hrolenok</B>, Ph.D. Student and Head TA<BR>
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<B>Vivek George</B>, TA for CS 7646<BR>
Multiagent Robotics and Systems Lab<BR>
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Graduate Student, College of Computing (CSE), Ga Tech<BR>
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2016 Summer Intern, Electronic Arts<BR>
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website: https://www.linkedin.com/in/vivekjohn<BR>
 
<br clear=all>
 
<br clear=all>
  
 
==Alumni==
 
==Alumni==
  
[[File:buzz-small.png|left|border]]
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[[File:Cdb_headshot_side_150x150.jpeg|left|border]]
<B>Devpriya Dave</B>, MSCS Georgia Tech<BR>
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<B>David Byrd</B>, Ph.D., Georgia Tech<BR>
Quant Developer, Morgan Stanley<BR>
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Asst Professor, Bowdoin College<BR>
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Instructor for CS 7646, Summer 2016, Summer 2017, Fall 2019<BR>
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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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[[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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[[File:Sourabh_150_150.jpg|left|border]]
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<B>Sourabh Bajaj</B>, MSCS, Georgia Tech<BR>
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Software Engineer, Coursera Inc<BR>
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[http://sourabhbajaj.com website]<BR>
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<BR clear = all>
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 +
[[File:Dev_150_150.png|left|border]]
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<B>Devpriya Dave</B>, MSCS, Georgia Tech<BR>
 +
Analyst, Data Division, Morgan Stanley<BR>
 +
[https://www.linkedin.com/in/devpriyadave website]<BR>
 
<BR clear=all>
 
<BR clear=all>
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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>
 +
<BR clear = all>
  
 
[[File:buzz-small.png|left|border]]
 
[[File:buzz-small.png|left|border]]
<B>Jayita Bhattacharya</B>, MSCS Georgia Tech<BR>
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<B>Rohit Sharma</B>, MS QCF, Georgia Tech<BR>
ML Specialist, Pandora<BR>
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Blackrock Capital<BR>
 
<BR clear = all>
 
<BR clear = all>
  
[[File:buzz-small.png|left|border]]
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[[File:Vishal_150_150.jpg|left|border]]
<B>Alexander Moreno</B><BR>
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<B>Vishal Shekhar</B>, MS QCF, Georgia Tech<BR>
Ph.D. student, Georgia Tech<BR>
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Software Engineer, [http://axioma.com Axioma Inc.]<BR>
 +
[http://vishalshekhar.altervista.org website]<BR>
 
<BR clear = all>
 
<BR clear = all>
  

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]