New York and Boston Algorithmic Trading Case Study


In September, G-Research will be hosting their annual algorithmic trading case study in both New York in Boston.

The event will feature a live trading simulation game that will give you an insight into the world of quantitative finance, along with more information on the industry and what G-Research does. Some of our Quantitative Researchers and Machine Learning Specialists will also be on hand to answer questions and share their knowledge.

We will be at The Westin New York Grand Central on Friday 20th September and then on campus at MIT on Monday 23rd September.

Full details for the New York event can be found here.

Full details for the Boston event can be found here.

To register for a place, simply email  with ‘New York Case Study’ or ‘Boston Case Study’ in the subject line.

We look forward to seeing you there!

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