CSE DSI Machine Learning Seminar with Atlas Wang (XTX Markets & UT Austin)

Algorithmic Trading with Large-Scale Deep Learning

At XTX Markets, we view algorithmic trading as one of the most exciting real-world frontiers for deep learning and foundation models. Every day, our systems generate deep learning forecasts for tens of thousands of instruments and trade over $300B globally - fully automated, no discretionary human input. This is a domain with massive data, high noise, and extreme regime shifts, making it both scientifically challenging and commercially rewarding. For ML researchers, it represents a proving ground where innovations in time-series modeling, large-scale optimization, and foundation models can directly translate into measurable impact. This talk will give a high-level overview of our research efforts in this exciting frontier.

Dr. Zhangyang “Atlas” Wang is the Research Director at XTX Markets, one of the world's leading high-frequency trading firms. He founded and leads the firm’s AI Lab in New York City, which is dedicated to building large-scale foundation models for financial time series and market data, powered by XTX’s state-of-the-art proprietary AI infrastructure. He is currently on leave from his role as the Temple Foundation Endowed Associate Professor at The University of Texas at Austin. His academic research contributions have earned numerous awards, and he has mentored a wide network of Ph.D. students and postdocs. Many of his Ph.D. / Postdoc alumni now hold tenure-track faculty appointments (eight to date) or senior research roles in industry (eighteen and counting). For more information on his group and alumni, please visit his group's website.