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Quantitate machine learning in hedge funds, why you should be a ML 'hipster', interview prep for quant jobs, David Kelly - the data scientist show#044
David Kelly is a senior member of research staff at the Voleon Group, a quantitative hedge fund solving large-scale financial prediction problems with statistical machine learning. Previously, he was an assistant professor at New York University. He has a phD in math from the University of Warwick. Today, we’ll talk about quantitative machine learning in hedge fund and his career journey.
(00:00) Intro
(00:01:03) how he got into machine learning
(00:04:01) his day-to-day as a quant
(00:07:17) time-series model in hedge fund
(00:10:35) data versioning in finance
(00:17:32) back testing in finance
(00:34:02) traps and mistakes of quant ML
(00:37:58) how to have an edge in quant ML
(00:49:31) where does he find inspiration in algorithms
(00:56:48) from junior data scientist to tech lead 01:09:25 interview preparation for quant jobs
(01:15:55) common mistakes in people's early career
(01:20:51) how he sees his career grow
(01:22:36) the future of quantitative ML
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By Daliana Liu
4.7
7575 ratings
David Kelly is a senior member of research staff at the Voleon Group, a quantitative hedge fund solving large-scale financial prediction problems with statistical machine learning. Previously, he was an assistant professor at New York University. He has a phD in math from the University of Warwick. Today, we’ll talk about quantitative machine learning in hedge fund and his career journey.
(00:00) Intro
(00:01:03) how he got into machine learning
(00:04:01) his day-to-day as a quant
(00:07:17) time-series model in hedge fund
(00:10:35) data versioning in finance
(00:17:32) back testing in finance
(00:34:02) traps and mistakes of quant ML
(00:37:58) how to have an edge in quant ML
(00:49:31) where does he find inspiration in algorithms
(00:56:48) from junior data scientist to tech lead 01:09:25 interview preparation for quant jobs
(01:15:55) common mistakes in people's early career
(01:20:51) how he sees his career grow
(01:22:36) the future of quantitative ML
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