Hyperight

Improving Equities Trading With Data Science – Morten Bunes Gustavsen

Trading equities for a large institution is quite complex with a multitude of brokers, venues, and trading-algorithms to choose from. This session presents how DNB Asset Management analyzes the large amount of data received during and after each trade, and how this is used to optimize the trading performance..

Questions:

  • All brokers claim to have the best algorithms, use your data to find out for yourself.
  • Sometimes the most interesting data is that which is absent.
  • Financial data are very noisy, to see the interesting patterns this noise must be handled well.

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