{"id":997,"date":"2019-10-08T08:22:31","date_gmt":"2019-10-08T06:22:31","guid":{"rendered":"http:\/\/qfrg.wne.uw.edu.pl\/?p=997"},"modified":"2019-10-08T08:48:45","modified_gmt":"2019-10-08T06:48:45","slug":"qfrg-and-dslab-meetings-on-wne-uw-the-first-meeting-on-15th-of-october-2019-at-4-45pm-in-room-b002","status":"publish","type":"post","link":"https:\/\/qfrg.wne.uw.edu.pl\/?p=997","title":{"rendered":"QFRG and DSLab meetings on WNE UW, 15th of October, 2019"},"content":{"rendered":"<p>We invite you to the first seminar inaugurating the monthly series of meetings organised jointly by <strong>QFRG<\/strong> (Quantitative Finance Research Group) and <strong>DSLab<\/strong> (Data Science Lab). The first meeting will be devoted to the presentation entitled <em><strong>Diversification with cryptocurrencies? OMG, really?<\/strong><\/em> Dr Pawe\u0142 Sakowski and Przemys\u0142aw Ry\u015b will present interactive cloud-deployed Shiny application implementing Markowitz (1952) model for equity and crypto markets.<\/p>\n<p><strong>QFRG<\/strong> <a title=\"http:\/\/qfrg.wne.uw.edu.pl\/\" href=\"http:\/\/qfrg.wne.uw.edu.pl\/\">http:\/\/qfrg.wne.uw.edu.pl\/<\/a> is a place where research is conducted and experiences are exchanged between people engaged in examining occurrences in the world of investment from the perspective of both theory and practice, on the verge of science and business.<\/p>\n<p>The activities of <strong>DSLab<\/strong> <a title=\"http:\/\/dslab.wne.uw.edu.pl\/\" href=\"http:\/\/dslab.wne.uw.edu.pl\/\">http:\/\/dslab.wne.uw.edu.pl\/<\/a> is focused mainly on academic projects devoted to deepening of the knowledge of DSLab team, sharing it with other people interested in Data Science issues and preparing scientific and didactic research.<br \/>\nThe first meeting will take place on October 15, 2019 (Tuesday) at 16.45 in room B002 at the Faculty of Economic Sciences of the University of <div id=\"metaslider-id-482\" style=\"max-width: 880px;\" class=\"ml-slider-3-27-13 metaslider metaslider-flex metaslider-482 ml-slider\">\n    <div id=\"metaslider_container_482\">\n        <div id=\"metaslider_482\">\n            <ul aria-live=\"polite\" class=\"slides\">\n                <li style=\"display: block; width: 100%;\" class=\"slide-402 ms-image\"><img src=\"https:\/\/qfrg.wne.uw.edu.pl\/wp-content\/uploads\/2013\/11\/pre_HG_Indexkurve043-880x300.jpg\" height=\"300\" width=\"880\" alt=\"\" class=\"slider-482 slide-402\" \/><\/li>\n                <li style=\"display: none; width: 100%;\" class=\"slide-518 ms-image\"><img src=\"https:\/\/qfrg.wne.uw.edu.pl\/wp-content\/uploads\/2014\/10\/Forex-arbitrage-trading-strategies-864x294.jpg\" height=\"300\" width=\"880\" alt=\"\" class=\"slider-482 slide-518\" \/><\/li>\n                <li style=\"display: none; width: 100%;\" class=\"slide-660 ms-image\"><img src=\"https:\/\/qfrg.wne.uw.edu.pl\/wp-content\/uploads\/2017\/10\/bitcoin-mining-e1503063453619-880x300.jpg\" height=\"300\" width=\"880\" alt=\"\" class=\"slider-482 slide-660\" \/><\/li>\n                <li style=\"display: none; width: 100%;\" class=\"slide-638 ms-image\"><img src=\"https:\/\/qfrg.wne.uw.edu.pl\/wp-content\/uploads\/2017\/09\/bitcoin-1-880x300.jpeg\" height=\"300\" width=\"880\" alt=\"\" class=\"slider-482 slide-638\" \/><\/li>\n                <li style=\"display: none; width: 100%;\" class=\"slide-666 ms-image\"><img src=\"https:\/\/qfrg.wne.uw.edu.pl\/wp-content\/uploads\/2017\/10\/Bitcoin_Trading-880x300.jpg\" height=\"300\" width=\"880\" alt=\"\" class=\"slider-482 slide-666\" \/><\/li>\n                <li style=\"display: none; width: 100%;\" class=\"slide-636 ms-image\"><img src=\"https:\/\/qfrg.wne.uw.edu.pl\/wp-content\/uploads\/2017\/09\/download-290x98.jpg\" height=\"300\" width=\"880\" alt=\"\" class=\"slider-482 slide-636\" \/><\/li>\n            <\/ul>\n        <\/div>\n        \n    <\/div>\n<\/div>Warsaw (ul. D\u0142uga 44\/50, aula B). The meeting will be held in English. I would like to ask you to confirm my consent for the e-mail on October 14: <a title=\"qfrg@wne.uw.edu.pl\" href=\"qfrg@wne.uw.edu.pl\">qfrg@wne.uw.edu.pl<\/a><\/p>\n<p>The seminar will be divided into three parts:<\/p>\n<p>[4:45 pm &#8211; 5:00 pm] The presentation of QFRG activity by dr Robert \u015alepaczuk,<\/p>\n<p>[5:00 pm &#8211; 5:15 pm] The presentation of DSLab activity by dr Piotr W\u00f3jcik,<\/p>\n<p>[5:15 pm &#8211; 6:15 pm]\u00a0<em><strong>Diversification with cryptocurrencies? OMG, really?<\/strong><\/em>\u00a0by dr Pawe\u0142 Sakowski and Przemys\u0142aw Ry\u015b,<\/p>\n<p>Abstract:<br \/>\nOur interactive cloud-deployed Shiny application implements Markowitz (1952) model for equity and crypto markets. We can analyse not only equity lines and performance measures for our strategies and benchmark portfolios, but also perform interactive sensitivity analysis with respect to the length of historical window, the frequency of portfolio rebalancing and the degree of financial leverage. The app serves to illustrate the potential of portfolio risk diversification offered by crypto markets. Presentation of our application will be accompanied with a gentle introduction to Modern Portfolio Analysis &#8211; it&#8217;s not a rocket science, so everyone is invited!<\/p>\n","protected":false},"excerpt":{"rendered":"<p>We invite you to the first seminar inaugurating the monthly series of meetings organised jointly by QFRG (Quantitative Finance Research Group) and DSLab (Data Science Lab). The first meeting will [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":666,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[1],"tags":[],"_links":{"self":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/posts\/997"}],"collection":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=997"}],"version-history":[{"count":7,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/posts\/997\/revisions"}],"predecessor-version":[{"id":1451,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/posts\/997\/revisions\/1451"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/media\/666"}],"wp:attachment":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=997"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=997"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=997"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}