Network with the Options Clearing Corporation (OCC)
Please join us at the CME Group Foundation Business Analytics Lab for a networking event [April 30, 3:30 - 5pm] with the Options Clearing Corporation (OCC), the world’s largest equity derivatives clearing organization located here in Chicago. Hear directly from group leaders about activities and opportunities available at OCC in Artificial Intelligence, Machine Learning, and Data Science.
This is a free event sponsored by the OCC (www.theocc.com) in collaboration with the CME Lab, and is open to students and faculty.
Rambler Investment Fund Meetings
The Rambler Investment Fund (RIF) is a student-run global macroeconomic fund with the explicit goal of generating an absolute return. The fund was founded in spring of 2015 and is actively managed by 5 investment committee members who are assisted by 30 analysts. Please contact us at email@example.com if you have any inquiries.
Business Analytics Week
Analytics Week is six days of workshops and training where you can learn and work with analytics tools used by major companies to transform data into actionable insights.
|09:30-01:00 pm||4/04||Intermediate Excel Workshop||No Details|
|11:30-01:00 pm||4/09||Visual Analytics with Tableau||Details|
|04:00-06:00 pm||4/10||Machine Learning Explained||Details|
|04:00-06:00 pm||4/11||Visual Analytics with Tableau||Details|
|11:00-01:00 pm||4/12||Machine Learning Explained||Details|
|09:00-11:00 am||4/13||Cognitive Analytics - IBM Watson||Details|
|11:00-01:00 pm||4/13||Mining Google Searches with R||Details
The Rambler Investment Fund's Fall Pitches
RIF's Fall Semester Pitches had a strong turnout, with a diverse group of industry professionals, alumni, and staff in attendance. Investment pitches by RIF's student analysts ranged from ForEx strategies to value investments such as Huntsman Corp. Additionally, two analysts created and pitched RIF's first equity basket (composed of several defensive primes). RIF is also branching out into new, uncorrelated markets such as the crypto space. We are excited to allocate a small percentage of our assets into this budding industry, which we anticipate to have large growth and further attraction from mainstream investors. A special thanks to all of those who attended Fall pitches, we sincerely appreciate your support an hope to see you again this Spring!
Introduction to Algorithmic Trading
This meeting will discuss how to build a stock market trading strategy using Quantopian, an online stock backtester developed in Python. This introductory level workshop will give you the ability to create and backtest your own basic trading strategies using Quantopian pipelines. The workshop will take place Saturday, April 8, 2017 from 9:30 AM – 3:00 PM CDT in the Quinlan's Business Analytics Lab. For more information click here.