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Speaker "Kevin Sun" Details Back

 

Topic

The Pursuit of Beating the S&P500 using Machine Learning

Abstract

Interested in learning what it is like to build a model that can potentially beat the S&P500? In this talk, we'll go through the 4 year journey of building a model from start to finish of such an endeavor, and highlight some of the key elements of success along with some of the key lessons learned throughout this journey. Not only will you learn more about using data science in a financial setting, you'll also learn how to avoid major pitfalls such as survivorship bias and how to implement and test your financial models.

Profile

Kevin is currently a senior data scientist at Rock Central and has been a practicing data scientist since 2017. He has applied his data scientist expertise in numerous fields and applications such as in People Analytics, Healthcare, Market Research, and Customer Lifetime Value Modeling. He has also worked in numerous areas of data science, ranging from predictive analytics, A/B testing, NLP, and image processing. Outside of work he loves to play basketball, compose music, and play strategic card/board games while finding ways to incorporate data science and analytics to improve on these hobbies.