11-14 March 2013
Saas Fee
Europe/Zurich timezone

ROOT in Finance: A Hedge Fund Perspective

12 Mar 2013, 19:20
20m
Schweizerhof (Saas Fee)

Schweizerhof

Saas Fee

Speaker

Jason Ward

Description

Systematic trading in the financial markets is a challenging problem. In order to have reliable trading strategies one must acquire and prepare historical financial data, visualise data to understand how things work, develop ideas and models to backtest, and then integrate the framework into an environment that uses the trade recommendations. We look at an example of how ROOT has been used in finance, from the perspective of having worked a decade in HEP followed by a decade in a hedge fund. Some competing software technologies and frameworks for developing and testing systematic trading strategies will be mentioned, and some thoughts and feedback provided on areas where ROOT can be developed in order to continue to be a viable and attractive solution to this kind of application.

Primary author

Presentation Materials