Yanjun Zhao (Jump Trading)
Topic: Data Analysis in Quantitative Trading
Quantitative trading has been a forefront in financial innovation in the past few decades, and it has greatly reshaped the landscape of trading strategies throughout the global financial world. Data analysis forms the bedrock of quantitative trading, enabling the extraction of valuable insights from complex financial datasets. Challenges such as data quality, overfitting, and market noise are addressed through rigorous preprocessing and validation methods. This presentation gives an overview of quantitative trading and the general way of how data analysis is applied in this specific area.
Yanjun Zhao, gradudated from Tsinghua University and Georgia Institute of Technology, has been working on quantitative trading in Citadel Securities and Jump Trading in last 14 years.