About this Event
Systematic Trading at GSA Capital
Quantitative trading firms such as GSA Capital combine advanced mathematics, statistical modelling, and high-performance computing to identify and capitalise on opportunities in global financial markets.
Join Lorenzo Lucchese, Quantitative Researcher at GSA Capital, for a high-level introduction to the systematic trading pipeline. The session will explore the key stages of the process, as well as the mathematical and computational techniques that underpin them, including:
- Signal generation
- Portfolio construction
- Trade execution
Designed as an accessible introduction to the field, the talk will focus on the broader concepts and challenges involved in systematic quantitative trading and does not require prior knowledge of finance.
About the speaker
Lorenzo Lucchese is a Quantitative Researcher at GSA Capital, specialising in the development of high-frequency trading (HFT) strategies. He joined GSA in 2024 after completing a PhD through the Mathematics of Random Systems CDT (Imperial College London and the University of Oxford), where his research focused on stochastic processes and machine learning.
About GSA Capital
GSA is a multi-award-winning investment manager that has been delivering exceptional results for over 15 years. With offices in London and New York, GSA combines a world-class proprietary platform with innovative thinking to develop and deploy systematic and process-driven investment strategies across all asset classes, geographies and timescales.For more information, visit our website at www.gsacapital.com.
Who should attend
This event is open to PhD and PostDocs UCL students with an interest in Computer Science, Engineering, Quantum, Finance, Mathematics, Statistics, or related disciplines. Whether you're interested in data science, software engineering, or the financial markets, this talk will provide valuable insights.
Agenda
🕑: 05:00 PM - 05:30 PM
Welcome and introduction
🕑: 05:30 PM - 06:30 PM
Presentation by Lorenzo Lucchese, Quantitative Researcher at GSA Capital
🕑: 06:30 PM - 07:00 PM
Informal networking with GSA representatives over food and drinks
Event venue & nearby stays
room 405, 66-72 Gower St, 66-72 Gower Street, London, United Kingdom
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