VSR model pro pšenici v Kansasu

Pavel Hála

Pavel graduated in Theoretical physics and Astrophysics from Masaryk university in Brno, Czech republic. In his early scientific work he focused on multiwavelength study of active galactic nuclei. Since then he has spent a few years applying most advanced methods of artificial intelligence (Deep learning, ConvNets) to large scale spectral analysis of astrophysical objects. He has been an active participant in the financial markets since 2007. His focus is systematic trading using futures spreads and ETF options strategies, where he makes use of his rich experience in data mining. His core approach is quantitative analysis of fundamental and price data. He served two years as a member of the Advisory Board at the Charles Bridge Global Macro Fund, where he was working on development and optimization of options strategies. He was subsequently working as a portfolio manager for several asset management companies. In the beginning of 2016, he left asset management business and focused on machine learning. He spent some time building a deep architecture for market making system on european stock exchanges for a large european investment bank. He's currently trading options strategies on volatility products using his own quantitative trading systems.

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