The Thalesians is a group that has been going for a few years in London, and is just about to have its first event in New York. It holds events on various topics that are generally not far from quantitative finance.
The first New York talk will be held Wednesday 2011 February 23. Gerald Hanweck will be speaking on “Monte Carlo in CUDA”.
Abstract: This talk will address general Monte Carlo methods and how they can be efficiently implemented in CUDA. Topics covered include GPU-parallel implementation of random-number generators, path generators and payoff functions.
You can sign up to go to the meeting (or to get notices of future events) via: http://www.meetup.com/thalesians/calendar/16139760/
Many of the past talks have been videoed and put on the Thalesian website.
In particular there is a video of my talk on “Effective Backtesting”. The blog post Backtesting — almost wordless points to the slides for that talk. The Microsoft-sponsored intermission lasts from about 24:35 until 29:30 in the video.
Thales of Miletus (born circa 625-624 BCE; died circa 547-546 BCE). Some of his accomplishments were:
- He predicted a solar eclipse on 585 BCE May 28, thus becoming — in the eyes of some — the father of science.
- There’s a story that one year he rented all of the olive presses in Miletus because he predicted a good harvest. Some regard this as the birth of options trading.
- He did both theoretical and practical geometry.
- Bertrand Russell regarded him as the original Western philosopher.