1. FiveFiveFiveFive----daysdaysdaysdays BootcampBootcampBootcampBootcamp inininin pointspointspointspoints::::
α IntensiveIntensiveIntensiveIntensive ProgramProgramProgramProgram:::: Boost your experience in HFT, Artificial Intelligence, Statistical Arbitrage, Machine
Learning, Trend following, Trading Systems, Portfolio Optimization
αRealRealRealReal tracktracktracktrack----recordsrecordsrecordsrecords:::: Tutors with real track-records and international recognized tracks
αMaterialMaterialMaterialMaterial:::: Selected theory, models and working codes in Matlab®, R and Python
αNetworkNetworkNetworkNetwork:::: Connect with Quant & Algo Traders, Fund Managers, Asset Management Companies
-Q-Trαde- Bootcamp 2015
TheoryTheoryTheoryTheory
CodingCodingCodingCoding &&&& simulationsimulationsimulationsimulation
RealRealRealReal tradingtradingtradingtrading strategiesstrategiesstrategiesstrategies
TheTheTheThe QQQQ----TradeTradeTradeTrade bootcampbootcampbootcampbootcamp isisisis practicalpracticalpracticalpractical,,,, interactiveinteractiveinteractiveinteractive, business, business, business, business
orientedorientedorientedoriented and with anand with anand with anand with an optimaloptimaloptimaloptimal balancebalancebalancebalance betweenbetweenbetweenbetween::::
Quαntitative, Algorithmic Trαding and HFT
May 11May 11May 11May 11----15, 201515, 201515, 201515, 2015
MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)
Gold sponsor :Gold sponsor :Gold sponsor :Gold sponsor :
DayDayDayDay 3 (3 (3 (3 (14/05/201514/05/201514/05/201514/05/2015):):):): Trading StrategiesTrading StrategiesTrading StrategiesTrading Strategies ---- 3333
•••• Artificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based Strategies
• Portfolio Optimization• Portfolio Optimization• Portfolio Optimization• Portfolio Optimization
DayDayDayDay 4 (4 (4 (4 (15/05/201515/05/201515/05/201515/05/2015): High): High): High): High FrequencyFrequencyFrequencyFrequency TradingTradingTradingTrading
•••• MarketMarketMarketMarket MakingMakingMakingMaking StrategiesStrategiesStrategiesStrategies
• Market Volume• Market Volume• Market Volume• Market Volume analysisanalysisanalysisanalysis
• HFT• HFT• HFT• HFT basedbasedbasedbased onononon OrderOrderOrderOrder ImbalanceImbalanceImbalanceImbalance
QQQQ----TRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCE
Induction day (11/05/2015)Induction day (11/05/2015)Induction day (11/05/2015)Induction day (11/05/2015)
•••• Programming 101Programming 101Programming 101Programming 101
• Quantitative• Quantitative• Quantitative• Quantitative AnalysisAnalysisAnalysisAnalysis
•••• RiskRiskRiskRisk ManagementManagementManagementManagement
•••• Trading Systems structureTrading Systems structureTrading Systems structureTrading Systems structure
Day 1 (Day 1 (Day 1 (Day 1 (12/05/201512/05/201512/05/201512/05/2015): Trading Strategies): Trading Strategies): Trading Strategies): Trading Strategies ---- 1111
•••• Dispersion Trading and CorrelationDispersion Trading and CorrelationDispersion Trading and CorrelationDispersion Trading and Correlation ModellingModellingModellingModelling
• Trend• Trend• Trend• Trend FollowingFollowingFollowingFollowing strategiesstrategiesstrategiesstrategies
•••• StatisticalStatisticalStatisticalStatistical ArbitrageArbitrageArbitrageArbitrage viaviaviavia KalmanKalmanKalmanKalman FilterFilterFilterFilter
DayDayDayDay 2 (13/05/2015):2 (13/05/2015):2 (13/05/2015):2 (13/05/2015): Trading StrategiesTrading StrategiesTrading StrategiesTrading Strategies ---- 2222
•••• StatisticalStatisticalStatisticalStatistical ArbitrageArbitrageArbitrageArbitrage
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Hosted by:Hosted by:Hosted by:Hosted by:
2. TopTopTopTop speakersspeakersspeakersspeakers::::
Rocco MosconiRocco MosconiRocco MosconiRocco Mosconi
Full ProfessorFull ProfessorFull ProfessorFull Professor
Milan Polytechnic
Ernest P. ChanErnest P. ChanErnest P. ChanErnest P. Chan
Managing DirectorManaging DirectorManaging DirectorManaging Director
QTS Capital Management
Simone SiragusaSimone SiragusaSimone SiragusaSimone Siragusa
Managing PartnerManaging PartnerManaging PartnerManaging Partner
Dinamis Advisor
Yiran LiuYiran LiuYiran LiuYiran Liu
Quant AnalystQuant AnalystQuant AnalystQuant Analyst
FX Broker
Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:
Trading Professionals*Trading Professionals*Trading Professionals*Trading Professionals* who wants to delve deeper into the state-of-the-art Trading techniques
Hedge Fund managersHedge Fund managersHedge Fund managersHedge Fund managers willing to explore diversification strategies
New hiresNew hiresNew hiresNew hires and jobjobjobjob----rotatorsrotatorsrotatorsrotators looking to boost their skills in Algo Trading and HFT
Independent analystsIndependent analystsIndependent analystsIndependent analysts and traderstraderstraderstraders willing to turn their trading ideas into automated strategies
PostPostPostPost----gradsgradsgradsgrads, PhDsPhDsPhDsPhDs and Quantitative ResearchersQuantitative ResearchersQuantitative ResearchersQuantitative Researchers willing to break into the Quantitative Trading and
HFT sector
-Q-Trαde- Bootcamp 2015
May 11May 11May 11May 11----15, 201515, 201515, 201515, 2015
MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)
VenueVenueVenueVenue
Talent GardenTalent GardenTalent GardenTalent Garden IncubatorIncubatorIncubatorIncubator
ViaViaViaVia MeranoMeranoMeranoMerano 16 ,16 ,16 ,16 ,
55100551005510055100 Milan (ItalyMilan (ItalyMilan (ItalyMilan (Italy))))
HFT sector
****such as: Quantitative Analysts, Traders,Quantitative Analysts, Traders,Quantitative Analysts, Traders,Quantitative Analysts, Traders, HFT specialists, Algorithmic Trading Strategists, PrivateHFT specialists, Algorithmic Trading Strategists, PrivateHFT specialists, Algorithmic Trading Strategists, PrivateHFT specialists, Algorithmic Trading Strategists, Private
investors, Hedge Fund Managers, Financialinvestors, Hedge Fund Managers, Financialinvestors, Hedge Fund Managers, Financialinvestors, Hedge Fund Managers, Financial Analysts & Engineers, Portfolio & RiskAnalysts & Engineers, Portfolio & RiskAnalysts & Engineers, Portfolio & RiskAnalysts & Engineers, Portfolio & Risk Managers.Managers.Managers.Managers.
#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp
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Other eventsOther eventsOther eventsOther events
Expo Milano 2015Expo Milano 2015Expo Milano 2015Expo Milano 2015
Universal ExhibitionUniversal ExhibitionUniversal ExhibitionUniversal Exhibition
May 1May 1May 1May 1 –––– October 31, 2015October 31, 2015October 31, 2015October 31, 2015
SocialSocialSocialSocial evening:evening:evening:evening:
Gala dinner on 14 May included in the fourGala dinner on 14 May included in the fourGala dinner on 14 May included in the fourGala dinner on 14 May included in the four----days QTrade Bootcampdays QTrade Bootcampdays QTrade Bootcampdays QTrade Bootcamp
registration fee. Delegates’ guests can book the dinner by sending aregistration fee. Delegates’ guests can book the dinner by sending aregistration fee. Delegates’ guests can book the dinner by sending aregistration fee. Delegates’ guests can book the dinner by sending a
mail to:mail to:mail to:mail to: qtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.com
3. QQQQ----TRADE BOOTCAMP PROGRAMME DETAILSTRADE BOOTCAMP PROGRAMME DETAILSTRADE BOOTCAMP PROGRAMME DETAILSTRADE BOOTCAMP PROGRAMME DETAILS
Day 1 (Day 1 (Day 1 (Day 1 (May 12, 2015May 12, 2015May 12, 2015May 12, 2015): Trading): Trading): Trading): Trading StrategiesStrategiesStrategiesStrategies
α Dispersion Trading & Correlation ModelingDispersion Trading & Correlation ModelingDispersion Trading & Correlation ModelingDispersion Trading & Correlation Modeling
SimoneSimoneSimoneSimone SiragusaSiragusaSiragusaSiragusa
Volatility Modelling
- Variance pitfalls, Exponential smoothing
- GARCH and Leverage effect
Correlation Modelling
- Cluster analysis
- Monte Carlo with covariance matrixes
- Implied volatility arbitrage and the case of dispersion trading
- Correlation risk and hedge fund returns
α Trend Following StrategiesTrend Following StrategiesTrend Following StrategiesTrend Following Strategies
GiordanoGiordanoGiordanoGiordano FrezzaFrezzaFrezzaFrezza
Rho analysis, time series dependence on autocorrelation
Trend following analysis and Trading Systems
α Statistical Arbitrage viaStatistical Arbitrage viaStatistical Arbitrage viaStatistical Arbitrage via KalmanKalmanKalmanKalman FilterFilterFilterFilter
Rocco Mosconi &Rocco Mosconi &Rocco Mosconi &Rocco Mosconi & MattiaMattiaMattiaMattia ManzoniManzoniManzoniManzoni
-Q-Trαde- Bootcamp 2015
May 11May 11May 11May 11----15, 201515, 201515, 201515, 2015
MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)
The interactive approach of the Bootcamp:
trading strategies at EQuanT Bootcamp
(www.equantBootcamp.com)
Want to showcaseWant to showcaseWant to showcaseWant to showcase youryouryouryour servicesservicesservicesservices orororor
DayDayDayDay 2222 ((((May 13, 2015May 13, 2015May 13, 2015May 13, 2015)))):::: Statistical ArbitrageStatistical ArbitrageStatistical ArbitrageStatistical Arbitrage
α StatisticalStatisticalStatisticalStatistical ArbitrageArbitrageArbitrageArbitrage
Ernest P. ChanErnest P. ChanErnest P. ChanErnest P. Chan
Stationarity and cointegration of time series
Mean-reversion trading of pairs and triplets
- Finding the hedge ratio through Linear Regressiom
- Finding hedge ratio through Johansen test
- Case study: The breakdown of cointegration of GLD-GDX, the
economic reasons and the remedy.
Half-life of mean-reversion
Risk management of mean-reversion strategies
Index arbitrage
- Trading an ETF against a basket of its component stocks.
- Constructing a basket : linear regression, constrained
optimization
Long-short portfolio
- Long-short portfolio strategy of stocks in the S&P 500.
Rocco Mosconi &Rocco Mosconi &Rocco Mosconi &Rocco Mosconi & MattiaMattiaMattiaMattia ManzoniManzoniManzoniManzoni
Kalman filter: latent variable model applied to systematic trading
strategy
- An alternative to cointegration
- An “in house” custom solution, backtesting
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Want to showcaseWant to showcaseWant to showcaseWant to showcase youryouryouryour servicesservicesservicesservices orororor
software for Quantitativesoftware for Quantitativesoftware for Quantitativesoftware for Quantitative
TradingTradingTradingTrading & HFT?& HFT?& HFT?& HFT?
Send an email now to:Send an email now to:Send an email now to:Send an email now to:
qtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.com
4. Day 3Day 3Day 3Day 3 (May 14, 2015)(May 14, 2015)(May 14, 2015)(May 14, 2015):::: Artificial IntelligenceArtificial IntelligenceArtificial IntelligenceArtificial Intelligence
& Portfolio Optimization& Portfolio Optimization& Portfolio Optimization& Portfolio Optimization
α Artificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based Strategies
Ernest P. ChanErnest P. ChanErnest P. ChanErnest P. Chan
Paradigm of machine learning
Training vs test data, in-sample vs out-of-sample
AI techniques
- Stepwise linear regression
- Classification and regression trees (CART)
- Neural networks
- Genetic algorithms
- Bayesian networks
- Support Vector Machines (SVM)
Bagging, Boosting and Predictors Standardization
α Portfolio OptimizationPortfolio OptimizationPortfolio OptimizationPortfolio Optimization
Ernest P. ChanErnest P. ChanErnest P. ChanErnest P. Chan
Markowitz mean-variance optimization as applied to strategies
Theoretical derivation of Kelly formula.
Exercise: Testing the implications of Kelly formula.
Exercise: Finding the optimal allocations of N strategies based on
-Q-Trαde- Bootcamp 2015
May 11May 11May 11May 11----15, 201515, 201515, 201515, 2015
MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)
EveningEveningEveningEvening DayDayDayDay 3:3:3:3:
Grant awardGrant awardGrant awardGrant award cerimonycerimonycerimonycerimony, gala, gala, gala, gala dinnerdinnerdinnerdinner ............
... And live show!... And live show!... And live show!... And live show!
Exercise: Finding the optimal allocations of N strategies based on
Kelly formula.
Simpler ways to allocate leverage.
Day 4Day 4Day 4Day 4 (May 15, 2015)(May 15, 2015)(May 15, 2015)(May 15, 2015):::: Market Making, Volume Impact &Market Making, Volume Impact &Market Making, Volume Impact &Market Making, Volume Impact &
HighHighHighHigh FrquencyFrquencyFrquencyFrquency TradingTradingTradingTrading
α Market MakingMarket MakingMarket MakingMarket Making StrategiesStrategiesStrategiesStrategies
YiranYiranYiranYiran LiuLiuLiuLiu
Types of Market Makers
- How to start a simple market making business (Broker-dealer
business model)
Market Making strategies
- Plain Market Making (Non Offset, Full Offset, Direction, Timing)
- Sources of Market Making costs
Optimal Control problem
- Hamilton-Jacobi Bellman Equation
- Feynman Kaĉ Theorem
- Solving HUB Equation
Modelling Key Components
- Factors in a quantitative market making model
- Inventory & Order Book Models
- Short Term Prediction
Testing the models and Factors in Real World
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DayDayDayDay 3333 ---- Business session:Business session:Business session:Business session:
Hedge Fund & Managed Account AdvisoryHedge Fund & Managed Account AdvisoryHedge Fund & Managed Account AdvisoryHedge Fund & Managed Account Advisory
PlatformPlatformPlatformPlatform
Strategy analysis, modelling, coding,
back-testing
Risk assessment and Benchmarking
Structuring best fit vehicle
Froma model portfolio to execution,
reporting and performance attribution
Cloud platform, specific for advisory
and mirror trading
Live Music Show at Memo Restaurant
5. Day 4Day 4Day 4Day 4 (May 15, 2015)(May 15, 2015)(May 15, 2015)(May 15, 2015):::: Market Making, Volume ImpactMarket Making, Volume ImpactMarket Making, Volume ImpactMarket Making, Volume Impact
& High& High& High& High FrquencyFrquencyFrquencyFrquency TradingTradingTradingTrading
-Q-Trαde- Bootcamp 2015
May 11May 11May 11May 11----15, 201515, 201515, 201515, 2015
MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)
DayDayDayDay 4444 ---- TechnicalTechnicalTechnicalTechnical sessionsessionsessionsession::::
API Broker connectionAPI Broker connectionAPI Broker connectionAPI Broker connection
MicheleMicheleMicheleMichele BogliardiBogliardiBogliardiBogliardi
Propietary APIs
APIs vs strategies (i.e. Spread Trading, HFT)
Python, R and Matlab APIs
Example: Matlab API in multiple Spread
Trading
α Trading approach: Market Volume AnalysisTrading approach: Market Volume AnalysisTrading approach: Market Volume AnalysisTrading approach: Market Volume Analysis
AntonioAntonioAntonioAntonio LenguaLenguaLenguaLengua
Mechanic of market volume
From discretional to systematic trading
α HFT based on Order ImbalanceHFT based on Order ImbalanceHFT based on Order ImbalanceHFT based on Order Imbalance
Rocco Mosconi &Rocco Mosconi &Rocco Mosconi &Rocco Mosconi & MattiaMattiaMattiaMattia ManzoniManzoniManzoniManzoni
Quantitative Trading Strategies based on High Frequency Data
- Order imbalance indicator
- Time vs Volume Clock approaches
α Bonus Material:Bonus Material:Bonus Material:Bonus Material:
Strategies and HFT Architecture:Strategies and HFT Architecture:Strategies and HFT Architecture:Strategies and HFT Architecture:
AlexAlexAlexAlex SemanovSemanovSemanovSemanov
Market Data
Order Book Dynamics
Identifying High Frequency Trading algorithms
Coding and simulation examples using
Analyzing execution tactics and techniques
Developing back-testing tools
Risk models and quantitative strategies
INDUCTION CLASSES PROGRAMMEINDUCTION CLASSES PROGRAMMEINDUCTION CLASSES PROGRAMMEINDUCTION CLASSES PROGRAMME (May 11, 2015)
What you need to know to buildWhat you need to know to buildWhat you need to know to buildWhat you need to know to build----up and manage a trading systemup and manage a trading systemup and manage a trading systemup and manage a trading system
• ProgrammingProgrammingProgrammingProgramming 101101101101
- Programming tools
- Scripts and built-in functions
- User-defined functions
- Data I/O and financial providers download
- Plotting functions
- Functions for random and stochastic variables
• Quantitative AnalysisQuantitative AnalysisQuantitative AnalysisQuantitative Analysis
- Time series analysis
- Normality, correlation and co-integration tests
- Basic stochastic processes (ABM, GBM,
Mean Reverting, OULs)
• Trading system structureTrading system structureTrading system structureTrading system structure
- Trading system process: from the idea to automatic trading
- Data base management
- Fees: spread, market impact, brokers
- Risk and performance quantitative parameters
- Objective/predictor, optimization, multi objective function
- IN/OUT and smoothing analysis
- Backtesting and execution
- Updating and Handling Risk Management in Automated systems
• Quantitative Risk ManagementQuantitative Risk ManagementQuantitative Risk ManagementQuantitative Risk Management
- Risk Metrics, factors
- Risk models and measures (VaR, ES, CVaR, PaR, CFaR)
PREPREPREPRE----REQUISITESREQUISITESREQUISITESREQUISITES
Prior knowledge of programming highly beneficial but not requiredPrior knowledge of programming highly beneficial but not requiredPrior knowledge of programming highly beneficial but not requiredPrior knowledge of programming highly beneficial but not required
GraduateGraduateGraduateGraduate----level knowledge of Finance, Calculus and Linear Algebra beneficiallevel knowledge of Finance, Calculus and Linear Algebra beneficiallevel knowledge of Finance, Calculus and Linear Algebra beneficiallevel knowledge of Finance, Calculus and Linear Algebra beneficial
Induction classes on May 11Induction classes on May 11Induction classes on May 11Induction classes on May 11 to ensure homogeneity in starting skillsto ensure homogeneity in starting skillsto ensure homogeneity in starting skillsto ensure homogeneity in starting skills
#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp
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Risk models and quantitative strategies
6. THETHETHETHE TUTORSTUTORSTUTORSTUTORS
ErnestErnestErnestErnest PPPP.... ChanChanChanChan
Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor
managing a hedge fund and individual accounts. He is the author of "Quantitative Trading: How to Build Your Own
Algorithmic Trading Business" and "Algorithmic Trading: Winning Strategies and Their Rationale", both published by John
Wiley & Sons. Ernie maintains a popular blog "Quantitative Trading" at epchan.blogspot.com. He is Adjunct Associate
Professor of Finance at Nanyang Technological University and an Industry Fellow of the NTU-SGX Centre for Financial
Education. He is also an adjunct faculty at Northwestern University's Master of Science in Predictive Analytics program.
YiranYiranYiranYiran LiuLiuLiuLiu
Yiran Liu is Quantitative Analyst with a UK-based leading Forex provider, responsible for conducting core quantitative
research and implementing it into an in-house high frequency pricing and market making system. He served as Quantitative
Strategist/Trader in Neutrino Capital and Oak Futures Europe where he was responsible for the algorithmic trading desk,
overseeing automated trading and generating trading strategies focusing on FX spot and Energy futures. Yiran has an M.Sc.
in Financial Mathematics from King’s College London, University of London.
RoccoRoccoRoccoRocco MosconiMosconiMosconiMosconi
Rocco Mosconi has been a Full Professor of Econometrics and Business Statistics at the Department of Management,
Economics and Industrial Engineering of the Polytechnic University of Milan since 2006. He has published articles in several
scientific journals, on cointegration analysis, in particular on non-causality in cointegrated systems, VAR with exogenous
variables and structural breaks. He is the author of the econometric package MALCOLM, for the econometric analysis of
non-stationary time series. He acts as a referee for several econometric journals. He has been a consultant for the
-Q-Trαde- Bootcamp 2015
May 11May 11May 11May 11----15, 201515, 201515, 201515, 2015
MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)
non-stationary time series. He acts as a referee for several econometric journals. He has been a consultant for the
monetary policy strategy division of the European Central Bank and for the Italian Authority for Energy
SimoneSimoneSimoneSimone SiragusaSiragusaSiragusaSiragusa
Simone Siragusa holds a B.Sc. and an MSc. In Finance from the University of Lugano. He is Head of Risk Management at
Dinamis Advisors, an advisory company based in Switzerland managing private and institutional funds. His interests include
clustered covariance and copulae, hedge fund replication models, stochastic volatility models and numerical methods. His
vast professional experience spans market and credit risk.
MattiaMattiaMattiaMattia ManzoniManzoniManzoniManzoni
Mattia Manzoni holds an M.Sc. in Management Engineering from the Polytechnic University of Milan . He is currently
working as a Quantitative Risk Analyst in the Risk Management Department of a leading Italian bank. He has worked as a
Markets Analyst for London Stock Exchange Group and as a Quantitative Analyst in the energy commodity sector (Enoi,
ENI). He has conducted research on financial econometrics as applied to quantitative trading. He studies trading strategies
applicable to drive systematic investments in hedge funds (e.g. statistical arbitrage, order flow trading rule).
AntonioAntonioAntonioAntonio LenguaLenguaLenguaLengua
Antonio Lengua has been a Prop Trader and Analyst since 1987. He has worked in leading derivatives trading rooms in
Milan. From 1991 to 2000 he was market maker on BTP futures and manager of the futures desk at Deutsche Bank –Milan.
Since 2001 he has worked as a proprietary trader, using novel techniques based on volumes analysis (published in the
book “Trattato di trading sui volumi”). He recently introduced pioneering techniques of psycho-emotional human dynamics
(published in the book “Trading emozioni e decisioni”), as applied to trading activity on Stoxx600. He is involved in the
development of a statistical learning trading system. His other publications include, “I consigli dei grandi trader” (ed.
Hoepli).
#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp
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7. THETHETHETHE TUTORSTUTORSTUTORSTUTORS
GiordanoGiordanoGiordanoGiordano FrezzaFrezzaFrezzaFrezza
Giordano Frezza holds an M.Sc. in Aerospace Engineering from the University La Sapienza of Rome. He is currently
working in IKBrokers as Quantitative Analyst, developing proprietary trading systems and supporting strategy pooling for
the hedge fund industry. Giordano was partner at Galileo Finance S.p.A.. He has worked as a quantitative analyst and
trader for Equity Hedge Funds, an independent equity trader, and proprietary HFT Strategies developer in Equity
Derivatives, with a successful track record since 2009 (for more info visit www.analysisandtrading.com )
ManueleManueleManueleManuele MontiMontiMontiMonti
Manuele Monti holds an M.Sc. in Engineering – Operation Research and a Ph.D. in Engineering – Mathematical Modeling
and Computation from the University of Leicester (UK). He has worked for energy trading companies (GDF Suez,
AceaElectrabel Trading) as Quantitative Analyst, Structurer, Derivatives Trader, and Portfolio Manager.
Manuele has been Marie Curie researcher in the European Commission 6th Framework Program and High Performance
Computing (HPC) modeler. He is Chief Innovation Officer at IKBrokers, consulting on a variety of Quantitative Trading
projects, and managing a unique network that gathers together trading professionals, investment management
companies, researchers and FinTech startups.
MicheleMicheleMicheleMichele BogliardiBogliardiBogliardiBogliardi
Michele Bogliardi obtained his Degree in Physics 'Cum Laude' at Genoa University in 1991. Twenty-five years of
experience in Software Simulation and Algorithms Development. He develops Quantum Trading Systems on Equities,
Futures, Forex and Options. He is TradeStation EsayLanguage Specialist and Open Platform Developer License. He is the
Author of Quantum Trading Systems based on Spread Trading on Multiple Assets, White Noise Trading Systems, Low
Entropy Pattern Trading Systems.
-Q-Trαde- Bootcamp 2015
May 11May 11May 11May 11----15, 201515, 201515, 201515, 2015
MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)
Entropy Pattern Trading Systems.
ABOUT PREVIOUS IKBROKERS BOOTCAMP EDITIONS:ABOUT PREVIOUS IKBROKERS BOOTCAMP EDITIONS:ABOUT PREVIOUS IKBROKERS BOOTCAMP EDITIONS:ABOUT PREVIOUS IKBROKERS BOOTCAMP EDITIONS:
“The Bootcamp was a great experience, the best
training I have attended so far” Quant Risk ProfessionalQuant Risk ProfessionalQuant Risk ProfessionalQuant Risk Professional
“The Bootcamp was extremely interesting and useful, both in terms of contents and making connections
with other people“ Head of Quantitative DevelopmentHead of Quantitative DevelopmentHead of Quantitative DevelopmentHead of Quantitative Development
“Fantastic experience really!” Derivatives TraderDerivatives TraderDerivatives TraderDerivatives Trader
“It was nice to see the deep relations between markets
and math models !” PostdocPostdocPostdocPostdoc and Ph.D. Theoretical Physicsand Ph.D. Theoretical Physicsand Ph.D. Theoretical Physicsand Ph.D. Theoretical Physics
FOR MORE COOL MOMENTS FOLLOWFOR MORE COOL MOMENTS FOLLOWFOR MORE COOL MOMENTS FOLLOWFOR MORE COOL MOMENTS FOLLOW ::::
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Intensive, Interactive, Friendly, HandsIntensive, Interactive, Friendly, HandsIntensive, Interactive, Friendly, HandsIntensive, Interactive, Friendly, Hands----on.on.on.on.
Not just aNot just aNot just aNot just a ‘‘‘‘sit and listensit and listensit and listensit and listen’’’’ conference!conference!conference!conference!
8. * Group of delegates: two delegates extra 10% off, three or more delegates extra 15% off
* Academics: 40% off the full registration (before 31/04/2015), 30% off the full registration (after 31/04/2015)
** MSc and PhD Students, Graduates (in the last 6 months before registration), researchers, university interns
All prices are excluding VAT.
REGISTRATION FEESREGISTRATION FEESREGISTRATION FEESREGISTRATION FEES
SuperSuperSuperSuper----early registration discount (30% off) registering by 10/03/2015early registration discount (30% off) registering by 10/03/2015early registration discount (30% off) registering by 10/03/2015early registration discount (30% off) registering by 10/03/2015
Early registration discount (20% off) registering by 14/04/2015Early registration discount (20% off) registering by 14/04/2015Early registration discount (20% off) registering by 14/04/2015Early registration discount (20% off) registering by 14/04/2015
Further discount for theFurther discount for theFurther discount for theFurther discount for the 4444----daysdaysdaysdays Bootcamp for academics** and groupsBootcamp for academics** and groupsBootcamp for academics** and groupsBootcamp for academics** and groups of more than oneof more than oneof more than oneof more than one professionalprofessionalprofessionalprofessional
delegate*delegate*delegate*delegate*
Super Early registrationSuper Early registrationSuper Early registrationSuper Early registration
(before 10/03/2014)(before 10/03/2014)(before 10/03/2014)(before 10/03/2014)
Early registrationEarly registrationEarly registrationEarly registration
(before 30/04/2014)(before 30/04/2014)(before 30/04/2014)(before 30/04/2014)
Full registrationFull registrationFull registrationFull registration
(after 30/04/2015)(after 30/04/2015)(after 30/04/2015)(after 30/04/2015)
Limited places!Limited places!Limited places!Limited places!
Full 4Full 4Full 4Full 4----days Qdays Qdays Qdays Q----TradeTradeTradeTrade BootcampBootcampBootcampBootcamp 1300 1490 1860
1 day of1 day of1 day of1 day of BootcampBootcampBootcampBootcamp 410 470 590
Induction dayInduction dayInduction dayInduction day 220 260 320
-Q-Trαde- Bootcamp 2015
May 11May 11May 11May 11----15, 201515, 201515, 201515, 2015
MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)
COURSECOURSECOURSECOURSE TERMSTERMSTERMSTERMS AND CONDITIONSAND CONDITIONSAND CONDITIONSAND CONDITIONS::::
BOOKINGBOOKINGBOOKINGBOOKING
To book please contactTo book please contactTo book please contactTo book please contact IKBrokersIKBrokersIKBrokersIKBrokers at:at:at:at: info@ikbrokers.cominfo@ikbrokers.cominfo@ikbrokers.cominfo@ikbrokers.com or online byor online byor online byor online by
the «Register»the «Register»the «Register»the «Register» button atbutton atbutton atbutton at www.qtradetBootcamp.comwww.qtradetBootcamp.comwww.qtradetBootcamp.comwww.qtradetBootcamp.com
Bookings are regarded as confirmed when the confirmation email isBookings are regarded as confirmed when the confirmation email isBookings are regarded as confirmed when the confirmation email isBookings are regarded as confirmed when the confirmation email is
received fromreceived fromreceived fromreceived from info@ikbrokers.cominfo@ikbrokers.cominfo@ikbrokers.cominfo@ikbrokers.com A lA lA lA live assistantive assistantive assistantive assistant for online bookingfor online bookingfor online bookingfor online booking
can be also accessed at the indicated time at:can be also accessed at the indicated time at:can be also accessed at the indicated time at:can be also accessed at the indicated time at:
www.qtradeBootcamp.comwww.qtradeBootcamp.comwww.qtradeBootcamp.comwww.qtradeBootcamp.com
Due to the limited number of places availablebookings by academicsDue to the limited number of places availablebookings by academicsDue to the limited number of places availablebookings by academicsDue to the limited number of places availablebookings by academics
and singleand singleand singleand single----day bookingsare held on standby and can be cancelled byday bookingsare held on standby and can be cancelled byday bookingsare held on standby and can be cancelled byday bookingsare held on standby and can be cancelled by
the administration.the administration.the administration.the administration.
PROGRAMME:PROGRAMME:PROGRAMME:PROGRAMME:
We are committed to maintaining the highest standards and theWe are committed to maintaining the highest standards and theWe are committed to maintaining the highest standards and theWe are committed to maintaining the highest standards and the
continuous improvement of the original program.continuous improvement of the original program.continuous improvement of the original program.continuous improvement of the original program.
Due to unforeseen circumstances theDue to unforeseen circumstances theDue to unforeseen circumstances theDue to unforeseen circumstances the BootcampBootcampBootcampBootcamp scheduleandscheduleandscheduleandscheduleand
speakers can be subject to change, postponed or cancelled.speakers can be subject to change, postponed or cancelled.speakers can be subject to change, postponed or cancelled.speakers can be subject to change, postponed or cancelled.
SUBSTITUTIONS:SUBSTITUTIONS:SUBSTITUTIONS:SUBSTITUTIONS:
ForForForFor IKBrokersIKBrokersIKBrokersIKBrokers courses, clientsmay substitute the original delegatecourses, clientsmay substitute the original delegatecourses, clientsmay substitute the original delegatecourses, clientsmay substitute the original delegate
with another personwith another personwith another personwith another person inininin the same rate category at no extra charge.the same rate category at no extra charge.the same rate category at no extra charge.the same rate category at no extra charge.
Written notification is required in order to substitute a delegate.Written notification is required in order to substitute a delegate.Written notification is required in order to substitute a delegate.Written notification is required in order to substitute a delegate.
BOOKING CANCELLATIONS:BOOKING CANCELLATIONS:BOOKING CANCELLATIONS:BOOKING CANCELLATIONS:
Cancellation of the course booking will be subject to the terms below:Cancellation of the course booking will be subject to the terms below:Cancellation of the course booking will be subject to the terms below:Cancellation of the course booking will be subject to the terms below:
-10% charge for cancellation with 30+ days notice10% charge for cancellation with 30+ days notice10% charge for cancellation with 30+ days notice10% charge for cancellation with 30+ days notice
-30% fee due for cancellation within 30 days notice30% fee due for cancellation within 30 days notice30% fee due for cancellation within 30 days notice30% fee due for cancellation within 30 days notice
-70% fee due for cancellation with 5+ days notice70% fee due for cancellation with 5+ days notice70% fee due for cancellation with 5+ days notice70% fee due for cancellation with 5+ days notice
-100% fee due for cancellation within 5 days of the start of the session100% fee due for cancellation within 5 days of the start of the session100% fee due for cancellation within 5 days of the start of the session100% fee due for cancellation within 5 days of the start of the session
CANCELLATION OF COURSE BYCANCELLATION OF COURSE BYCANCELLATION OF COURSE BYCANCELLATION OF COURSE BY IKBrokersIKBrokersIKBrokersIKBrokers::::
IKBrokersIKBrokersIKBrokersIKBrokers reservesthe right to amend or cancel the course, course times,reservesthe right to amend or cancel the course, course times,reservesthe right to amend or cancel the course, course times,reservesthe right to amend or cancel the course, course times,
dates or published prices. Changes to course prices, times and dates will bedates or published prices. Changes to course prices, times and dates will bedates or published prices. Changes to course prices, times and dates will bedates or published prices. Changes to course prices, times and dates will be
advised before the course start date and any course already paid in full willadvised before the course start date and any course already paid in full willadvised before the course start date and any course already paid in full willadvised before the course start date and any course already paid in full will
not be subject to the increased price.not be subject to the increased price.not be subject to the increased price.not be subject to the increased price.
LAPTOPS:LAPTOPS:LAPTOPS:LAPTOPS:
You will not need a laptop to follow theYou will not need a laptop to follow theYou will not need a laptop to follow theYou will not need a laptop to follow the BootcampBootcampBootcampBootcamp, although a laptop with a, although a laptop with a, although a laptop with a, although a laptop with a
properly installed version ofproperly installed version ofproperly installed version ofproperly installed version of MatlabMatlabMatlabMatlab®, R® and®, R® and®, R® and®, R® and PhytonPhytonPhytonPhyton® is strongly® is strongly® is strongly® is strongly
recommended to follow the examplesand coding applications.recommended to follow the examplesand coding applications.recommended to follow the examplesand coding applications.recommended to follow the examplesand coding applications.
Full Matlab® codes compatibility is only ensured byFull Matlab® codes compatibility is only ensured byFull Matlab® codes compatibility is only ensured byFull Matlab® codes compatibility is only ensured by Matlab®2015.Matlab®2015.Matlab®2015.Matlab®2015. If you areIf you areIf you areIf you are
not able to bring a laptop with licenses to thenot able to bring a laptop with licenses to thenot able to bring a laptop with licenses to thenot able to bring a laptop with licenses to the BootcampBootcampBootcampBootcamp you are advised to askyou are advised to askyou are advised to askyou are advised to ask
the organizersabout any related limitations.the organizersabout any related limitations.the organizersabout any related limitations.the organizersabout any related limitations.
#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp
qtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.com
www.qtradeBootcamp.comwww.qtradeBootcamp.comwww.qtradeBootcamp.comwww.qtradeBootcamp.com
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