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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 FUND��JOHAN LUNDIN
Johan Lundin
INTRODUCTION
JOHAN LUNDIN
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
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
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
AI TECH
DATA�
SOURCED FROM DATA PROVIDERS
DATA STORED IN S3
SCHEDULED DATA RETRIEVAL USING APIS / SFTP
ETL PIPELINE TRIGGERS
REDSHIFT / RDS / AURORA
AI TECH
AWS RDS + AURORA
AI TECH
AWS RDS AURORA
AI TECH
SERVER LESS FRAMEWORK
AWS LAMBDA
AI TECH
RESEARCH�JUPYTER NOTEBOOKS
SCALABLE
DEPLOYED ON AWS EKS USING TERRAFORM
AI TECH
TRAINING�COMPUTATIONALLY INTENSE
LARGE JUPITER INSTANCE
GPU COMPUTING
HPC – AWS PARALLEL CLUSTER / BATCH
AI TECH
AWS ELASTIC K8S SVC (EKS)
MANAGED CONTROL PLANE
CLUSTER AUTO SCALER -> SIZE OF CLUSTER
SCHEDULER -> WHERE TO RUN WORK LOADS
AI TECH
GPU�
NOTHING NEW – VIRTUAL REALITY IN 1998
GAMING / CRYPTO / FINANCE / MACHINE LEARNING
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
AI TECH
LARGE NUMBER OF POTENTIAL TRADES�
DERIVATIVES -> AN INFINITE NUMBER OF POSSIBLE TRADABLE ASSETS
AI TECH
TRAINING OF NEURAL NETWORKS�
PYTORCH & TENSORFLOW WITH CUDA SUPPORT
AI TECH
GPUS IN THE CLOUD
NVIDIA TESLA T4
AI TECH
HPC – THE POWERLIFTER�
PARALLEL CLUSTER AND AWS BATCH
WHEN YOU NEED 50+ SERVERS
AI TECH
INFERENCE – AI DEPLOYED�
NOT AS COMPUTENTIALLY INTENSE AS TRAINING
REFERENCES
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HTTPS://TV.SHELLSTREETLABS.COM