This talk will explore the portfolio construction process at Trexquant and the practical application of deep learning methods in quantitative trading.
Denis will introduce Mixture of Experts (MoE) models and demonstrate their behavior through a toy example using synthetic data. He will then discuss how neural networks are constructed and applied within Trexquant's real-world trading strategies, including aspects of model setup and expert construction that are specific to quantitative trading.
Add to calendarAmerica/New_YorkTrexquant Tech Talk: Applications of Deep Learning Methods in Quantitative Trading 09/30/2926
Join us for a CSAIL Alliances Tech Talk!
This talk will explore the portfolio construction process at Trexquant and the practical application of deep learning methods in quantitative trading.
Denis will introduce Mixture of Experts (MoE) models and demonstrate their behavior through a toy example using synthetic data. He will then discuss how neural networks are constructed and applied within Trexquant's real-world trading strategies, including aspects of model setup and expert construction that are specific to quantitative trading.
The lecture will also cover other deep learning approaches used in quantitative research, including Convolutional Neural Networks (CNNs), Graph Neural Networks (GNNs), and Contrastive Learning, and conclude with examples comparing portfolios constructed using these methods with those based on traditional linear models.
