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).
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- RT @cuemacro: "Learn now, rather than later" reflecting on Notre-Dame and why we shouldn't procrastinate when it comes to learning https://t.co/Deqml0v28R https://t.co/3iXHcnIbq0,
- RT @ManQuantTech: NumPy-compatible, CUDA accelerated matrix library: https://t.co/fj1D1j6lnq - a library with very high potential.,
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