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).
- RT @saeedamenfx: starting shortly at 1330 ET @bilalhafeez123 is speaking @thalesians on "How Macro Can Help Quants". Free sign up at https://t.co/SQsRJ3UP6P,
- RT @irenealdridge: Exciting weekend reading! Our new paper, "What Data Series Matter? Explaining key trends and factors generated by Artificial Intelligence" is now on SSRN: https://t.co/L4YVQPNRw3 #ai #artificialintelligence #data #bigdata #datascience #finance #trading #crudeoil #futures #mkt,
- RT @HHarkishan: Just received this today. Thank you very much @thalesians @bilokon for sending the book and for the kind words 🙂. Its a honor to be part of @thalesians community. I am very excited about the book. #generativeAI https://t.co/mVO3beTQBS,
- RT @saeedamenfx: Iterated and exponentially weighted moving principal component analysis by @bilokon et al https://t.co/8SgOWWvcTe #QuantLinkADay https://t.co/R1ST2e2Ekb,
- RT @irenealdridge: Here is a better link: #datascience #innovation #PCA https://t.co/E6rwdPPiKE,