Astronomical Trading! (and a thing or two about Algo Trading)
Astronomical Trading! (and a thing or two about Algo Trading)


What if the moon, sun, stars and planets could help us trade in the financial markets? In this fun talk I will touch on some of the key aspects involved in developing and backtesting trading strategies. I will demonstrate some popular indicators used by traders and how this could be used at designing more complex strategies based on machine-learning. I will also cover some important checks required before applying a trading strategy, as well as some common mistakes when dealing with financial time series.


Tanya Sandoval is a data scientist at Koch Supply & Trading London, where her focus is on developing systematic strategies to trade Commodities, FX and Fixed Income markets. She holds a PhD in Physics from the University of Cambridge, for which she worked on the ATLAS experiment at the Large Hadron Collider at CERN in Geneva, searching for supersymmetry. During her career she also held positions at Apple and then Shell, where she worked on applying machine-learning techniques to various business use-cases, ranging from oil ricks and retail to trading.

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