The FinanceHub is a community of investment professionals, academics and students in Brazil capable of fostering the research and technology that will help the brazilian asset management industry cope with its new challenges.

There has been an explosion of interest in systematic trading strategies (STS). Varying in complexity, STS is now mainstream and part of any large institutional portfolio.

Top investment firms in the world have moved away from the “secret-sauce” mindset and now co-author research with academics, dedicate resources to education, create new technologies, construct publicly available data sets, and run labs in markets, data science, and technology. They are even bringing open source technology to investing itself. The Brazilian asset management industry is late in this process with very few teams fully dedicated to a systematic approach to investing.

Brazilian portfolios are becoming more international, multi-dimensional and complex. Systematization is a transparent and efficient way of institutional investors to deal with complexity and lack familiarity with certain markets. Our professionals need to be trained in the sciences and technologies of this new approach. We need to start building a more symbiotic relationship with academia. The FinanceHub is an attempt to create a community of investment professionals and academics in Brazil capable of doing just that, fostering the research and technology that will help the Brazilian asset management industry cope with its new challenges.

• Technology: We built a GitHub repository with codes to support research in finance. Some code helps easily access raw and treated data stored in our servers. Some code implements models used on the analysis of that data. The objective of this branch is to build tools for research which will reduce the cost of data acquisition as well as model set up.

• Education: We have lectures on python programming for finance and financial theory. All of the material is available in our repository in the format of slides and jupyter notebooks, so that everyone can learn python and help build up the community and push the project forward.

• Research: Investment professionals from BWGI and Itaú Asset Management and academics from Insper are the initial members of this community and activaly discuss research. To promote this branch we are organizing academic seminars on the relevant topics and curating a repository of academic research papers on the Mendeley plataform.

Participation in this Seminar is by invitation only. Please contact us if you would like to attend, but space is limited and we may not be able to welcome you immediately. Each session will have at least two presentations of around 45 minutes, including discussion and Q&A. We also welcome original research, but the Seminar coordinator will evaluate whether your research fits the objectives of this Seminar.

Presenter is expected to present the main features of the paper, promote a brief discussion with suggestions for changes or future research and should be able to address questions by all participants. Participants should come prepared for discussion. All are expected to read at least the introduction of all papers. Participants should focus the discussion on the themes related to the paper presentations. The role of the Seminar coordinator is to guide the discussion during the presentations, select topics together with participants and plan sessions. At the end of the session, we welcome general discussions.

Here we speak python. This is the fastest growing programming language. To get started:

• Download the Anaconda distribution system and install the python 3.7 version. This system allows you to install all the python libraries you need, including the jupyter notebook environment, where you can open our lecture files.

• Install Git. This is a Version Control System (VCS) that allows everyone to keep their own version of their code. (Don't worry about how to use Git. You just need it installed on your computer)

• Our favorite python editor is PyCharm. This is the software that brings everything together and allows you to connect directly to our GitHub repository.

• AQR Capital Management: AQR is a global investment management firm at the nexus of economics, behavioral finance, data and technology. Have a look in the education section of their website.

• Flirting with Models: Research Library of Newfound Research, a quantitative asset management firm.

• Quantitative Economics: This website presents a series of lectures on quantitative economic modeling, designed and written by Thomas J. Sargent and John Stachurski.

• Quantopian: Quantopian is a crowd-sourced quantitative investment firm. They inspire talented people from around the world to write investment algorithms.

• QuantResearch: Marcos Lopéz de Prado personal website. There you can find the python codes used in his papers.