[Viennar-meetup] ViennaR März

Florian Schwendinger schwendingerf at gmail.com
Wed Mar 11 17:35:28 CET 2020


Dear ViennaR members,

our next event is jointly organised with the Thalesians Austria Meetup
Group and has thus a stronger focus on quantitative finance topics. R
itself has a long history in quant finance and we are happy to bring
the two communities together for the first time!
The Meetup is hosted at Talent Garden in the main hall on the 6th
floor - refreshments are provided by our host for the networking
session.

TOPICS

1. Philipp Mayer: Complex analysis in financial markets; How sqrt(-1)
can mess up your books
2. Christopher Helf: Developing trading strategies in the browser with
Trality (https://www.trality.com)

DETAILS

1. On the surface complex analysis (a classical branch of mathematics
dealing with complex numbers, or the complex plane, ranging back to
the 16th century) and capital markets seem to have not too much in
common, except maybe the same starting letter. However, working in the
industry I’ve come across very practical problems challenging this
believe. Here, I would like to give a peculiar example, that, although
already a bit aged (mid 2000s), still shows that sometimes you might
consider to think twice when capital markets are projected on the
complex plane.

2. Trality is a new platform for the development, testing and
deployment of (crypto-) trading strategies based on Python. The
Trality team will present their WebAssembly based technology that
allows users to develop, debug, and encrypt trading strategies
directly in the browser without setup and will give a short insight
and introduction into their API and product as well as an outlook on
future development directions in this area.

See you there!

Greetings,
ViennaR organizers


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