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: Decomposing the Term Structure of Interests Rates: Evidence from a Small Open Economy https://t.co/FSwiW46Y6R #QuantLinkADay,
- RT @annareitman: Show me the alpha: how big data is shaping the modern investor - panel from @RavenPack conference https://t.co/5BcLXqNEq6,
- RT @PaulaRowinska: Birth of words https://t.co/2xn1uvqkfT https://t.co/d3x51foPFQ,
- RT @saeedamenfx: my friend @bilokon @thalesians is giving a Python/Data science bootcamp @Level39CW https://t.co/oHHpaZjfkN - looks like a great course!,
- RT @Level39CW: MeetOurMentor: Nic Lenz is a Senior Executive in #business growth - having engaged with some of the largest #financial institutions in the UK. See his tips on engaging with new markets and FI’s here: https://t.co/qlohDYldDA #fintech,