NYU Courant Mathematical Finance & Financial Data Science Seminar
In this Seminar, Dr Elliot Banks, Chief Product Officer, BMLL, joins Petter Kolm, NYU Courant Professor, and his team at the NYU Courant Institute of Mathematical Sciences to discuss data science and machine learning in finance, market microstructure, trading strategies, backtesting and more. They also examined key features of European and US equity market microstructure by utilising Level 3 orderbook data, the most granular view of orders and trades available.
Watch the Seminar Video: