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MYSELF

SHELL STREET LABS – SINCE 2020

BFAM PARTNERS – SINCE 2018

HSBC – SINCE 2016

RBS & CREDIT SUISSE – LONDON SINCE 2003

SHELL STREET LABS

SINCE 2017

CEO - MARC NUNES

AI TECH POWERING

A HEDGE FUNDJOHAN LUNDIN

Johan Lundin

INTRODUCTION

JOHAN LUNDIN

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AGENDA

WHO ARE BFAM AND SSL

AI TECH

GENERAL PRICIPLES��DATA – FUEL FOR OUR ALGOS�RESEARCH – FINDING ALPHAS�TRAINING – BUILDING THE MODELS�INFERENCE – AI DEPLOYED

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LINKS, VIDEOS & QUESTIONS

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WHO ARE WE

BFAM PARTNERS

EST 2012 – BENJAMIN FUCHS

MULTI-STRAT I.E.

FX & EQ VOL, CREDIT, EQ-LINKED, RATES

DISCRETIONARY AND SYSTEMATIC

REGULATED BY SFC

SHELL STREET LABS

EST 2017

CEO – MARC NUNES�EXCLUSIVELY WORKING FOR BFAM PARTNERS

NOT REGULATED

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AI TECH

GENERAL PRINCIPLES�

AWS CLOUD BASED

DYNAMIC NATURE OF RESEARCH AND AI -> AUTO SCALING

GENERAL TOOLS RATHER THAN AUTO-ML -> MORE FLEXIBILITY

BFAM – MORE STATIC AND PREDICTABLE

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AI TECH

DATA�

SOURCED FROM DATA PROVIDERS

DATA STORED IN S3

SCHEDULED DATA RETRIEVAL USING APIS / SFTP

ETL PIPELINE TRIGGERS

REDSHIFT / RDS / AURORA

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AI TECH

AWS RDS + AURORA

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AI TECH

AWS RDS AURORA

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AI TECH

SERVER LESS FRAMEWORK

AWS LAMBDA

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AI TECH

RESEARCH�JUPYTER NOTEBOOKS

SCALABLE

DEPLOYED ON AWS EKS USING TERRAFORM

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AI TECH

TRAINING�COMPUTATIONALLY INTENSE

LARGE JUPITER INSTANCE

GPU COMPUTING

HPC – AWS PARALLEL CLUSTER / BATCH

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AI TECH

AWS ELASTIC K8S SVC (EKS)

MANAGED CONTROL PLANE

CLUSTER AUTO SCALER -> SIZE OF CLUSTER

SCHEDULER -> WHERE TO RUN WORK LOADS

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AI TECH

GPU�

NOTHING NEW – VIRTUAL REALITY IN 1998

GAMING / CRYPTO / FINANCE / MACHINE LEARNING

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AI TECH

GPUS IN FINANCE�

DERIVATIVES!

EX:

BUY AN OPTION TO SELL A

STOCK AT A FIXED PRICE AT A

CERTAIN TIME IN THE FUTURE

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AI TECH

LARGE NUMBER OF POTENTIAL TRADES�

DERIVATIVES -> AN INFINITE NUMBER OF POSSIBLE TRADABLE ASSETS

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AI TECH

TRAINING OF NEURAL NETWORKS�

PYTORCH & TENSORFLOW WITH CUDA SUPPORT

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AI TECH

GPUS IN THE CLOUD

NVIDIA TESLA T4

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AI TECH

HPC – THE POWERLIFTER�

PARALLEL CLUSTER AND AWS BATCH

WHEN YOU NEED 50+ SERVERS

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AI TECH

INFERENCE – AI DEPLOYED�

NOT AS COMPUTENTIALLY INTENSE AS TRAINING

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REFERENCES

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HTTPS://TV.SHELLSTREETLABS.COM