James McGreevyQuantitative Researcher at Kaiju Capital ManagementSpeaker
Profile
James Mc Greevy is a Quantitative Researcher at Kaiju Capital Management. Having joined the Quantitative Research team in May 2023, James’ focus to date at Kaiju has been on using machine learning techniques to classify market regimes and their subsequent use in trading and risk management.
Prior to this, James studied for the MSc in Mathematics & Finance at Imperial College London, where his interests lay in portfolio management, machine learning and algorithmic trading.
James also previously worked on the Single Stocks DeltaOne and Options desk at Sunrise Brokers for three years. There, he worked on the pricing and analysis of equity derivative products and the execution of trades, where his role also included working on the software development and expansion of Sunrise’s flagship product, the award-winning Matchbox platform.
James also holds a Masters in Mathematics from the University of Bath where his thesis focused on low rank tensor approximation algorithms.
Agenda Sessions
Reinforcement learning: some applications to trading
, 16:20View Session