with
Aasif Versi
(Citadel)
,
Gin Siu Cheng
(Google Cloud)
,
Sacha Best
(Citadel)
,
Cindy Zhang
(Citadel)
Learn how Citadel’s fixed income fund powers their daily financial activities. First, we’ll explore the challenges of calculating profit and loss across thousands of positions, back-testing models and running trading strategies. Then we’ll discuss developing a versatile platform that bursts to thousands of workers while also handling real-time calculations. Finally, we’ll present challenges encountered and give insight on practical solutions teams can apply to their own cloud compute infrastructures.
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