The Algo Engineer

Talk at QuantCon Singapore

Just a quick note to say that I will be giving a talk on using the Kalman filter in algorithmic trading and demonstrating its use in arbitrage stratagies at the Quantopian conference, QuantCon, being held in Singapore on Firday 11th November. Quantopian have put togther a great list of speakers with a lot of industry heavyweights and experts from the quantitative trading blogosphere.

You can find more information and book your tickets with the 10% discount code: OMahonyQuantConS16 on the QuantCon site.