The Thalesians are a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics and computer science, not necessarily in that order.
We run quant finance talks in New York, London, Budapest, Prague and Frankfurt. Underpinned by a decade of experience in markets at major financial institutions, we publish research, run workshops and also do bespoke projects on systematic trading. We have specific expertise in understanding how Big Data can be used to trade finanical markets. Our clients include RavenPack, a major news analytics vendor.
We have created the PyThalesians Python based financial analysis software library, which we have partially open sourced. PyThalesians provides the essential backbone for our quantitative analysis. We have also published our thoughts on markets in the new book, Trading Thalesians – What the ancient world can teach us about trading today (on Palgrave Macmillan).
- Delighted to invite you to the forthcoming @thalesians talk on #machinelearning in #drugdiscovery by Alex Zhavoronkov, the Founder of @InSilicoMeds. Sign up here: https://t.co/4PoD2yFcUh,
- RT @k_neklyudov: Our #icml2020 paper "Involutive MCMC: a Unifying Framework" is now available on arxiv https://t.co/ViSnnfi1hr. It describes many MCMC algorithms from a single perspective. Work with @wellingmax, @eeevgen, Dmitry Vetrov https://t.co/FltFuIavau,
- RT @tasabat: @thalesians @GraknLabs Thanks so much for letting us present our work at #Grakn! it was great fun and I look forward to seeing everyone in our community!,
- Free #webinar by Jörg Kienitz: General #stochasticvolatility - new models and #deep_learning. We introduce General #stochastic #volatility: https://t.co/rMutf1MVNc #quant #quantitativefinance #machine_learning #machinelearning #ml #artificial_intelligence #artificialintelligence,
- Join us for a free #webinar by Tomás Sabat on @GraknLabs #database for #complex data #complexity and query #programming language in #finance and #drugdiscovery: https://t.co/MoM25F1MJX,