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Alan Waldman Discusses Algorithmic Trading and Machine Learning for Cryptoassets
Due to the transparent nature of public blockchains, substantial data is available to traders. Join us to discuss algorithmic trading powered by machine learning, as well as delving into some interesting and unexpected findings. Algorithmic trading using non-deterministic methods will also be discussed.

Presentation will last approximately 45 minutes followed by 15 minutes for Q&A. Session will be recorded, and the recording link will be sent to those who have registered for the webinar.

Jul 14, 2022 12:00 PM in Eastern Time (US and Canada)

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Speakers

Alan Waldman
Co-Founder & CEO @Pareto Frontier Capital
Alan Waldman is the CEO and Co-Founder of Pareto Frontier Capital. In this role, he leads the development of algorithmic trading strategies for the crypto asset markets. Alan has a passion for viewing systematic trading through a non-traditional lens. His interests include stochastic processes, deep learning, data analysis, and working with non-stationary data. In addition to running Pareto Frontier Capital, Alan is studying at the University of Chicago’s Department of Mathematics graduate school to receive his Master’s in Financial Mathematics. Previously, Alan studied at Washington University in St. Louis where he received his B.S.B.A with a double-major in economics and finance and at London School of Economics where he participated in the General Course.
Keith Black, PhD, CFA, CAIA, FDP
Senior Advisor @FDP Institute
Keith Black has over thirty years of financial market experience. He currently serves as Managing Director and Program Director for the FDP Institute. He previously was a Managing Director at the CAIA Association, where he co-authored several editions of the level I and II CAIA curriculum. As a consultant, Keith advised institutional investors on their asset allocation and manager selections in hedge funds, commodities, and managed futures. Prior experience includes trading commodity and equity derivatives and building quantitative stock selection models. Dr. Black previously served as an assistant professor at the Illinois Institute of Technology. He has published in a number of journals, including The Journal of Wealth Management and The Journal of Alternative Investments. Dr. Black earned a BA from Whittier College, an MBA from Carnegie Mellon University, and a PhD from the Illinois Institute of Technology. He holds the CFA, CAIA, and FDP Charters.