Hudson & Thames

Democratizing quantitative finance.

[Hudson & Thames @hudson_thames]

🚀 Exciting News! 🌟 Get early access to our much-anticipated course: Mastering Backtesting for Algorithmic Trading!

https://t.co/cnIKhmkEgX

👩‍💻 Dive into the world of algorithmic trading with our expertly crafted content.

🎉 Happy Learning & Happy Trading! 🎉

[Hudson & Thames @hudson_thames]

How do you encode investment judgement into LLM workflows?

Our new paper proposes a “pattern language” for systematic investing.

The goal: move beyond prompts and toward structured, reusable strategy design knowledge.

Read the paper: https://t.co/hv3DpfV1Pg

#LLM #AIWorkflow

[Hudson & Thames @hudson_thames]

🚨 Applications are open!

The H&T Fellowship is South Africa’s most ambitious quant research program.

📈 Publish in a global journal
🧠 1-on-1 Oxford-style mentorship
💸 R50,000 bursary

For students ready to lead.
🔗 Apply: https://t.co/yV1FY7kvLx

[Hudson & Thames @hudson_thames]

🚨🚨 Congratulations to Don Marcos Lopez de Prado on receiving your knighthood! 🏅 Your groundbreaking contributions to quantitative finance and your impact on society are truly inspiring. Thank you for advancing our field! 🙌 @lopezdeprado

https://t.co/459y60C1fR

[Hudson & Thames @hudson_thames]

@uwabuegwu @JacquesQuant Its open source :) No need to purchase.

[Hudson & Thames @hudson_thames]

🎉 The v0.8 release of our #pairstrading library, #ArbitrageLab is here! To celebrate, we're offering a 85% discount on subscriptions with code ARBLAB08RELEASE throughout the month of July👉
https://t.co/hDTcuTAnp0
Unleash top-tier #algorithms for smarter #trading! 🚀📈

[adia_lab @adia_lab]

We have officially wrapped the #ADIALabSymposium! On the final day, discussions highlighted AI’s potential to enhance urban infrastructure.

Thank you to everyone who joined us in person and virtually over the last three days. Your engagement made this event a success.

[Hudson & Thames @hudson_thames]

A new paper: Enhanced Backtesting for Practitioners has just been released in the Journal of Portfolio Management.

It's a great read for those who want to improve the accuracy of their simulations and avoid the deployment of false investment strategies

https://t.co/vPnV7RE11L

[Quantopian @quantopian]

In this episode of Quant Radio, our AI hosts dive into the 3 key types of backtests: walk-forward testing, resampling, and Monte Carlo simulations. Using simple, relatable analogies, they explain each method's pros, cons, and common pitfalls.

Listen here: https://t.co/0FbJTFm7b9

[Hudson & Thames @hudson_thames]

🔎 We shall compare the value of alternative data against the traditional multifactor investment strategies. What is suggested is that using media sentiment as a single factor can achieve comparable investment results to a multifactor strategy.

[Hudson & Thames @hudson_thames]

📢 This Friday the H&T Reading Group will discuss Chapter 5 of “The Book of Alternative Data: A Guide for Investors,Traders and Risk Managers” by Denev, A et al.

[Hudson & Thames @hudson_thames]

📢 We will also discuss “The value of alternative data: The case for media sentiment return, risk, and sustainability, return, risk, and sustainability" by Svetlana Borovkova et al.

📚 Join our Reading Group here: https://t.co/wRCnZhKFMR

[Hudson & Thames @hudson_thames]

🔍 We considered the dynamics that influence liquidity in the FX market as well as how efficiently the market operates and how it responds to various economic and financial stimuli.

[Hudson & Thames @hudson_thames]

🔍 We examined market liquidity and efficiency within the foreign exchange (FX) market by investigating a dataset from CLS Bank. This includes detailed records of FX settlement instructions, providing a unique view of the finalization and settlement phases of FX transactions.

[Hudson & Thames @hudson_thames]

📢 We also discussed “FX Liquidity and Market Metrics: New Results Using CLS Bank Settlement Data” by Joel Hasbrouck and Richard M. Levich.

[Hudson & Thames @hudson_thames]

📢 Last Friday the H&T Reading Group discussed “Market Data” that can be found in Chapter 19 of “The Book of Alternative Data: A Guide for Investors, Traders and Risk Managers” by Denev, A et al.
📚 Join our Reading Group here: https://t.co/wRCnZhKFMR

[Hudson & Thames @hudson_thames]

We will examine the complexities of the FX (foreign exchange) spot market, using an extensive and novel dataset of foreign currency settlement instructions submitted to CLS Bank. This data allows us to analyze market activities and liquidity with high precision.

[Hudson & Thames @hudson_thames]

This Friday the H&T Reading Group will discuss “Market Data” that can be found in Chapter 19 of “The Book of Alternative Data: A Guide for Investors, Traders and Risk Managers” by Denev, A et al.

[Hudson & Thames @hudson_thames]

We will also discuss “FX Liquidity and Market Metrics: New Results Using CLS Bank Settlement Data” by Joel Hasbrouck and Richard M. Levich.
📚 Join our Reading Group here: https://t.co/wRCnZhK7Xj

[Hudson & Thames @hudson_thames]

🔍 Forecasting export growth is complicated due to the dependency on foreign demand, which is hard to measure. We will examine whether satellite-derived nighttime lights data could address these issues.
📚 Join our Reading Group here: https://t.co/wRCnZhKFMR

[Hudson & Thames @hudson_thames]

📢 This Friday the H&T Reading Group will discuss “Satellite Imagery and Aerial Photography” that can be found in Chapter 13 of “The Book of Alternative Data: A Guide for Investors, Traders and Risk Managers” by Denev, A et al.

[Hudson & Thames @hudson_thames]

🔍 We will also discuss “Forecasting Current-Quarter U.S. Exports Using Satellite Data” by By Jun Nie and Amy Oksol.