Quantitative researchers and investment managers are using Snowflake to perform faster research, efficiently run backtests and generate alpha by streamlining access to market data and integrated market tools.

Join the demo webinar to discover how financial institutions are building quantitative workflows to power investment analysis and improve time to insight. This session will include:

  • An overview of how investment teams can modernize their portfolio rebalancing, optimization, and backtesting workflows
  • A live demo showcasing how to run a backtest using Snowpark Python and ways to visualize the results using Streamlit to share with traders and end users
  • A panel discussion with FactSet and Equity Data Science on the future of quant research and data sharing and how Snowflake Marketplace can transform data access to accelerate speed to alpha
     In Partnership with: 

  • Bryan Lenker

    Industry Field CTO, Financial Services

  • Kellyn Cochell

    SVP, Senior Director of Americas Buyside

  • Benjamin Lieblich

    Chief Data Scientist
    Equity Data Science

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