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NLP in Quant Finance 2021
  • 11 Aug 2021

  At G-Research, we predict the future in financial markets. One way we do this is through Natural Language Processing. Every day a huge volume of financially relevant text is published: news headlines, social media posts, press releases, industry research, regulatory filings. Some information moves markets immediately, other information diffuses more slowly. Identifying the significant […]

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Working with TensorFlow’s TensorBoard tool
  • 10 Aug 2021

Author: Ranjeev Menon, Quant Platform Software Engineer at G-Research What is TensorBoard? TensorBoard, developed by the Google Brain team, is an application which visualises the various metrics output from TensorFlow, known as summaries. During the training cycle of a neural network, a researcher might want to visualise how the loss function varies with each iteration. […]

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Adding a layer of more explicit typings on top of third party library interfaces
  • 06 Aug 2021

Written by Stephen Cooper, a Developer at G-Research You may have noticed that the typing provided by third party libraries often feels very loose. This should not come as a surprise; to maintain flexibility for all users it is not always possible to provide stricter typings. However, there is nothing to stop us, within our […]

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Centrally Managing NuGet package versions (CPVM)
  • 23 Jul 2021

Written by Marcin Krystianc, Open Source Software Developer CPVM (“Central Package Version Management”) is a NuGet feature that simplifies the package version management. Instead of specifying the version of a package each time it is being referenced in a project file, versions of all packages are specified only once in a single `Directory.Packages.props` file.  Moving […]

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Embarking on a Epic Journey: Getting the Best out of NuGet
  • 21 Jul 2021

Written by Marcin Krystianc, Open Source Software Developer At G-Research we tend to have very large .NET projects. As our projects grow in size, we have noticed that our NuGet restore times start to get out of control, sometimes taking 10 minutes or more. I was curious whether I could find any performance improvements in […]

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Virtual Quant Finance Algorithmic Challenge – Italy
  • 13 Jul 2021

Wednesday 11th August 2021 Quant Finance Algorithmic Challenge: 6:00 pm – 8:00 pm (CET) Q&A and online networking: 8:00 pm – 10:00 pm (CET) This online challenge involves taking part in a live trading simulation game that will give you an insight into the world of quantitative finance. The event will be run by our […]

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Siembol – Open-Source Anti-Malware for the Cloud
  • 09 Jul 2021

Co-authors: Alex Scammon, Head of Open-Source Development, G-Research Celie Valentiny, Software Developer, G-Research Go sixty miles north of Brisbane, in Australia, and eventually you’ll come to the Shire of Maroochy, in Queensland. The quiet coastal town wouldn’t seem likely to be the epicentre for a new age in digital weaponry, but it was there where […]

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GRow – Our External Referral Scheme
  • 30 Jun 2021

Many people interested in working for G-Research will know others in their network who could also be a great fit for us. Our new referral scheme, GRow, gives you the chance to refer candidates to G-Research in return for a potential £5,000 reward. If you know someone potentially right for one of our roles in […]

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Our May Grant Winners
  • 24 Jun 2021

Each month, we provide up to £2,000 in grant money to early career researchers in quantitative disciplines. Our aim is to support and assist PhD students and postdocs conducting research, particularly with costs that may be difficult to get funding for elsewhere (e.g. travel for those who are caring for children, or expenses for volunteer […]

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Extending TensorFlow with Custom C++ Operations
  • 17 Jun 2021

DSE’s previous post blog post concluded by illustrating some of the limitations of the TensorFlow library. The off-the-shelf package is a great tool for deep learning, but with large model sizes these limitations become increasingly noticeable and require custom matrix operations to be implemented in the C++ source code. Custom Op Motivations Recall that only […]

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