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Centre for Financial Technology sponsored the Imperial Blockchain Society's lecture series covering crypto algorithmic trading this spring term (Q1'23). The Quant Series taught students quantitative trading for crypto in a fun and exciting way, including probability, programming and a chance to listen to industry leaders.
The weekly series kicked off on 19th January, 2023 and spanned 5 weeks:
- Lecture 0 - Ahmed (Lead Lecturer for the Investment Society's Annual SEC course) covered the basics of Python and Object-Oriented Programming.
- Lecture 1 - Imran (Blockchain Society President) covered the basics of Pandas library used in data analysis while showing examples of its applications in algorithmic trading.
- Lecture 2 - Naman (Head of Technology, Fintech Society) introduced the Binance exchange API and showed how to stream market data and backtest strategies.
- Lecture 3 - Hilliam (from GSR, a leading market-maker in the crypto industry) spoke about decentralised finance and modelling concepts such as Liquidity Provision in automated market makers and over-collateralised lending while also scratching the hot topic of MEV (Maximal Extractable Value).
- Lecture 4 - Alfonso and Alex (from an industry-leading hedge fund, Silver8 Capital) spoke about the basics of risk management, introduced risk as a statistical concept and discussed different metrics to measure the risk of a strategy.
Overall, the Quant Series witnessed enthusiastic participation from the student community, with 350 views on YouTube for "Lecture 0" and in-person sessions having 50-97 attendees.