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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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for i = 5
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==Members of Our Group==
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  next i
 
  
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==Next Section==
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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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Professor, Interactive Computing, Georgia Tech<BR>
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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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[http://www.cc.gatech.edu/~tucker website]<BR>
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<br clear=all>
  
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'''1. Data Analysis with Pandas'''
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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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  1.1 Number Crunching with Python
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Associate Professor, Computer Science, University of Georgia<BR>
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      * Python Fundamentals [''I think we can skip this it would be too basic'']
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<br clear=all>
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      * Numpy Fundamentals - ''chap 4''
 
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        --> Creating Arrays
 
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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:Jianling_Wang.jpg|left|border]]
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<B>Jianling Wang</B>, TA for CS 7646<BR>
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Graduate Student, College of Computing, Ga Tech<BR>
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<br clear=all>
  
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        --> Series
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[[File:Vivek_george.png|left|border]]
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            => Working with Index
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<B>Vivek George</B>, TA for CS 7646<BR>
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            => Operations - Filtering
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Graduate Student, College of Computing (CSE), Ga Tech<BR>
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            => Incomplete Data     
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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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        --> Data Frame ''page 115''
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==Alumni==
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            => Creating Data Frame
 
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            => Operations on columns and rows
 
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            => Essential Function -  Reindexing, Indexing and filtering
 
  
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  1.2 Data Analysis
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[[File:Cdb_headshot_side_150x150.jpeg|left|border]]
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<B>David Byrd</B>, Ph.D., Georgia Tech<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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      * Reading and Writing Data - ''chap 6- page 155,163''
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[[File:Bhrolenok_headshot_150x132.jpg|left|border]]
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        --> Importing Data using Pandas
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<B>Brian Hrolenok</B>, Ph.D., Georgia Tech<BR>
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        --> Importing data without pandas
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Postdoctoral Fellow, Georgia Tech<BR>
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        --> Saving and exporting data using pandas
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[https://bhrolenok.github.io/ website]<br>
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        --> Saving and exporting data widout pandas
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<br clear=all>
  
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      * Pre-processing Data - ''chap 5- Page 142,145''
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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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      * Date and Time - ''Page 290,298 and [https://www.kevinsheppard.com/images/0/09/Python_introduction.pdf]''
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[[File:Dev_150_150.png|left|border]]
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        --> Creating Date and Time
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<B>Devpriya Dave</B>, MSCS, Georgia Tech<BR>
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        --> Date Mathematics
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Analyst, Data Division, Morgan Stanley<BR>
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        --> Time Series Plotting ['' Page 319-323 Note:This can be added in graphs'']
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[https://www.linkedin.com/in/devpriyadave website]<BR>
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<BR clear=all>
  
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      * Graphs - ''chap 8 Note: Perfect''
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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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      * 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: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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[[File:Vishal_150_150.jpg|left|border]]
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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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'''2. Machine Learning'''
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==Publications==
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'''3. Machine Learning for trading'''
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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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