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Data Science and Quantitative Research

Online Data Science Events

October 4, 2021

This summer, Optiver challenged the global Data Science community to explore the principles of volatility and its integral role in financial markets by hosting a competition on Kaggle, the world’s largest data science and machine learning community.

In October, we are excited to dive further into data science at Optiver with two open events spanning global time zones. 

Realized Volatility Explained

  • 4th of October at 5 PM Amsterdam time (10 AM Chicago time)
  • 15th of October at 11 AM Amsterdam time (8 PM Sydney time | 5 PM Shanghai time)

In this interactive lecture, Optiver trainer Robbert Pullen will discuss the essential role of market makers in the financial landscape – especially concerning options pricing. With more than 20 years of experience at Optiver both in trading practice and theory, Robbert has a deep understanding of market structure he’ll share with the event attendees.

After a broad introduction to financial markets and their various instruments, Robbert will dive into the unique nature of options, and the ways their prices can be calculated. He will explain the so-called “implied volatility” of options, which plays a crucial role in their valuation. Next, he’ll explain how implied volatility and its behaviour is one of the most interesting and challenging factors for market makers.

By the end of the event, attendees will have a clearer idea of Optiver’s function as a market maker, its method of pricing options, the importance of realized volatility, and the key role data science plays at every step in the process.

From Packet to Market Insights: Unravel the Kaggle Competition and Data Science at Optiver

  • 21st of October at 11 AM Amsterdam time (8 PM Sydney time | 5 PM Shanghai time)
  • 26th of October at 5 PM Amsterdam time (10 AM Chicago time)

Since launching our first Kaggle competition in July, Optiver has received many questions from the data science community. Questions like: which stocks are we trying to predict the realized vol of? What is the training and testing period? What is the mystery behind stock_id 31? 

In this online panel session, Optiver welcomes the data science community to ask all their questions about our Kaggle competition on Predicting Realized Volatility! In addition to answering your pressing queries, we’ll also dive deep into how we capture peta-bytes of market data with the highest precision, and how data science is utilised in Optiver’s market making business. Come get to know our team, hear our experiences of working at Optiver, and learn how our firm improves global financial markets.

Register now

To register for one or both of the events, please sign up using the registration form below. Should you not receive a confirmation of registration or if you have any other questions, please reach out to us at [email protected].

We look forward to seeing you there!