Date: 27 October 2025 at 4pm 

Location: MR2, Centre for Mathematical Sciences, Wilberforce Road, Cambridge, CB3 0WA

 

Systematic Trading at GSA

Quantitative trading firms like GSA Capital combine advanced mathematics, statistical modelling, and high‑performance computing to uncover and capitalize on opportunities in financial markets. This talk will provide a high‑level tour of the systematic trading pipeline - from signal generation, through portfolio construction, to trade execution, highlighting the key mathematical and computational techniques underpinning each component.

Speaker:

Lorenzo Lucchese is a Quantitative Researcher at GSA Capital, specializing in the development of high‑frequency trading (HFT) strategies. He joined GSA in 2024 after completing a PhD at the Mathematics of Random Systems CDT (Imperial College London and University of Oxford), where his research focused on stochastic processes and machine learning.

Audience: 

We welcome students of all academic levels from the Computer Science, Engineering, Mathematics, Statistics and any other closely related disciplines. The event will start with a short presentation followed by informal chats with representatives from GSA over food and drinks.

Please register interest so we can gauge numbers for catering purposes. 

 

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