Spring Quant Series

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.