05
Apr
2017

How to Implement Timeseries Segmentation Algorithms

Details

DEVELOPER WEBINAR: IMPLEMENTING A TIMESERIES SEGMENTATION ALGORITHM IN A HIGH PERFORMANCE ANALYTICAL COMPUTE ENVIRONMENT

Ever wondered how you could segment huge quantities of high-frequency timeseries tick data streams? Ever been put off due to the technical challenges?  

In this developer webinar, we investigate the theoretical and practical aspects of how to implement a change point algorithm using a timeseries of tick data. This is an extremely useful technique for those interested in segmentation of time series. We will highlight some of the academic and engineering challenges that come with the application of this class of algorithm to the microsecond tick data frequency space – and also propose workflow solutions that solve for many of these. We will also discuss the results of this type of analysis.   If you are interested in or working with problem sets that require High-Performance Analytical Computation – this is a must see webinar for you.

Areas of implementation include:

  • Quant Research and Algorithms

  • Time series and High Frequency Analytics

  • High performance Computing Architecture

  • Market Impact

  • Risk

Date: Wednesday, 5 April, 2017

 

We are running 2 webinars for developers in different timezones. Please register for the most convenient one.


APAC Session:  1PM Beijing / 3PM Sydney / 2PM Tokyo / 10:30AM Bangalore


EMEA/AMERS Session: 3PM London / 4PM Paris / 10AM NYC 


 

Agenda

  • What is segmentation and why is it useful in the analysis of timeseries data?

  • Introduction to Change Point Algorithm class

  • Typical implementation of segmentation using a timeseries of tick data

  • Overview of technology stack

  • Workflow and Code Demo

  • Discussion of results generated

  • QA Session

 

Date

Start Date & Time: 05 Apr 2017 09:00 CDT
End Date & Time: 05 Apr 2017 10:00 CDT

Date: Wednesday, 5 April, 2017

 

We are running 2 webinars for developers in different timezones. Please register for the most convenient one.


APAC Session:  1PM Beijing / 3PM Sydney / 2PM Tokyo / 10:30AM Bangalore


EMEA/AMERS Session: 3PM London / 4PM Paris / 10AM NYC 


 

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