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 @chanep: The 2nd edition of my book Quantitative Trading is now out! Comes with Python, R, and of course @Matlab codes. New educational resources, algos, and insights! Thanks much to my colleagues at QTS and @PredictNowAI for their help. https://t.co/bSGow5eRih,
- RT @annareitman: SFM Interview: Murex on #MachineLearning adoption trends in trading and risk management (Premium) https://t.co/UvWdsq9O1X,
- Do you remember when you joined Twitter? We do! #MyTwitterAnniversary https://t.co/Kf1gUfzTPi
- RT @facebookai: We’ve built and open-sourced BlenderBot 2.0, the first #chatbot that can store and access long-term memory, search the internet for timely information, and converse intelligently on nearly any topic. It’s a significant advancement in conversational AI. https://t.co/H17Dk6m1Vx https://t.co/0BC5oQMEck,
- RT @cuemacro: "So what can NLP do for financial firms?" I talked a bit about how NLP can help us make sense of text for investing https://t.co/bjGSUl92rj https://t.co/XZVqX4nAZs,