Date: 20 October from 6pm until 7pm (drinks, canapes and networking after with representatives of GSA)
Location: Bill Roscoe Lecture Theatre, Wolfson Building, the Oxford University Computer Science Department
Engineering Infrastructure for Systematic Trading at GSA Capital
This talk will introduce GSA Capital and provide an overview of the technology and infrastructure. The session will explore the role of the Technology team and topics will include the collaboration between engineers and researchers, tech stacks, and how it supports researchers in developing and deploying trading strategies.
The talk will also present an engineering project focused on compressing exchange trade and order data into an efficient binary format, reducing the replay time by around ten-fold, enabling rapid generation of intraday equity trading signals.
Speaker:
Junhui Yang joined GSA in 2023 as a software developer supporting the firm’s founder. He works on building and maintaining data pipelines, back testing frameworks, monitoring systems and other critical tools essential to the success of a quantitative fund. Prior to GSA, he studied Mathematics and Computer Science at Merton College, University of Oxford and spent a brief period at Meta.
Audience:
We welcome students of all academic levels from the Department of Computer Science and Technology at the University of Oxford. The Tech talk will be followed by informal chats with representatives from GSA over canapes and drinks. Please register interest so we can gauge numbers for catering purposes. Please note this event is reserved for students enrolled at the University of Oxford.
