Hamburg R User Group: A professional trading research system in R
- 20.00 Join the Zoom Conference
- 20.05 Welcome / AOB
- 20.10 "A professional trading research system in R" - Daniel Brandt (SSW Trading)
- 20.55 Break
- 21:00 Meet the Expert: Daniel Brandt
- 21.30 Virtual cool down Beer
This is the event organized by Hamburg R User Group but feel free to join the Zoom session!
Dear R Users, we are happy to announce a new meetup after a very long time. We are looking forward to see many old and new faces and listen to an interesting talk by Daniel Brandt about the use of R in his work at SSW Trading. As usual the meetup will be open for all to attend, and newcomers / beginners are very welcome.
** A professional trading research system in R - Daniel Brandt (SSW Trading)
At SSW Trading, our algorithms are responsible for automatically trading more than[masked] Instruments at different exchanges daily all around the world. In order to stay ahead of the competition, we have developed a cutting-edge research platform, providing instant access to many terabytes of data, along with significant computational resources both on premise and in the cloud as well as our own in-house solutions for machine learning and data mining pipelines.
During this talk, we want to demonstrate how this state-of-the-art research system is created and controlled from within R, how R interfaces and packages are used to leverage a host of different services and technologies, and how these tools are combined into our machine learning pipeline.
We will demonstrate how we use Non-Standard Evaluation (NSE) in R to enable data analysis with completely immutable data, showing how R can be used to track (and reverse) all data manipulation steps and their originators.