Machine Learning for Finance Reading Group Series

This series of reading groups will go over material covering different aspects of machine learning and AI in algorithmic trading and quantitative finance. The reading group is organised by Matthias Qian and Jan Calliess. Please mail Matthias to join the mail-list. The reading group is from 11 to 12 am on Friday during term time, at the lecture theatre of the Oxford Man Institute of Quantitative Finance, Eagle House.

MICHAELMAS 2019

We will continue to read research papers.

HILARY 2019

We will be reading research papers now. The papers for each week, along with the dates of the reading group, will always be available here in advance.

MICHAELMAS 2018

We kick off the series covering the material presented in the following book: Algorithmic Trading: Winning Strategies and their Rationale by Ernest P. Chan, Wiley. We will cover one chapter per session. The discussion of each chapter will be let by a course member each week. Furthermore, code examples and application of the methods to data will be presented.

The book can be read online via the Bodleian. Slides and codes examples for past sessions (created by the group members) can be found here: