MYSELF

SHELL STREET LABS – SINCE 2020

BFAM PARTNERS – SINCE 2018

HSBC – SINCE 2016

RBS & CREDIT SUISSE – LONDON SINCE 2003

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SHELL STREET LABS

SINCE 2017

CEO - MARC NUNES

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WHO ARE BFAM AND SSL

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AI TECH

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

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WANT MORE?

LINKS, VIDEOS & QUESTIONS

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BFAM PARTNERS

EST 2012 – BENJAMIN FUCHS

MULTI-STRAT I.E.

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

DISCRETIONARY AND SYSTEMATIC

REGULATED BY SFC

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SHELL STREET LABS

EST 2017

CEO – MARC NUNES�EXCLUSIVELY WORKING FOR BFAM PARTNERS

NOT REGULATED

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GENERAL PRINCIPLES�

AWS CLOUD BASED

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DYNAMIC NATURE OF RESEARCH AND AI -> AUTO SCALING

GENERAL TOOLS RATHER THAN AUTO-ML -> MORE FLEXIBILITY

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BFAM – MORE STATIC AND PREDICTABLE

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DATA�

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SOURCED FROM DATA PROVIDERS

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DATA STORED IN S3

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SCHEDULED DATA RETRIEVAL USING APIS / SFTP

ETL PIPELINE TRIGGERS

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REDSHIFT / RDS / AURORA

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AWS RDS + AURORA

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AWS RDS AURORA

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SERVER LESS FRAMEWORK

AWS LAMBDA

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RESEARCH�JUPYTER NOTEBOOKS

SCALABLE

DEPLOYED ON AWS EKS USING TERRAFORM

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TRAINING�COMPUTATIONALLY INTENSE

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LARGE JUPITER INSTANCE

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GPU COMPUTING

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HPC – AWS PARALLEL CLUSTER / BATCH

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AWS ELASTIC K8S SVC (EKS)

MANAGED CONTROL PLANE

CLUSTER AUTO SCALER -> SIZE OF CLUSTER

SCHEDULER -> WHERE TO RUN WORK LOADS

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GPU�

NOTHING NEW – VIRTUAL REALITY IN 1998

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GAMING / CRYPTO / FINANCE / MACHINE LEARNING

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GPUS IN FINANCE�

DERIVATIVES!

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EX:

BUY AN OPTION TO SELL A

STOCK AT A FIXED PRICE AT A

CERTAIN TIME IN THE FUTURE

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LARGE NUMBER OF POTENTIAL TRADES�

DERIVATIVES -> AN INFINITE NUMBER OF POSSIBLE TRADABLE ASSETS

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TRAINING OF NEURAL NETWORKS�

PYTORCH & TENSORFLOW WITH CUDA SUPPORT

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GPUS IN THE CLOUD

NVIDIA TESLA T4

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HPC – THE POWERLIFTER�

PARALLEL CLUSTER AND AWS BATCH

WHEN YOU NEED 50+ SERVERS

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INFERENCE – AI DEPLOYED�

NOT AS COMPUTENTIALLY INTENSE AS TRAINING

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WANT MORE?

HTTPS://TV.SHELLSTREETLABS.COM

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