Introduction to Systematic Options Trading
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WATCH the complete webinar recording: https://blog.quantinsti.com/systematic-options-trading-webinar-18-august-2022/ ----------------------------------------- About the Session: Are you someone looking to start your options trading journey but are not sure of the process to do so? This is a must-attend webinar for you to get answers to all your queries. Whether you are curious about a specific component or the whole of the systematic options trading process, this webinar will provide you with insights into all of it. ----------------------------------------- Session Outline: - Need for systematic options trading - A brief overview of the process - Common do’s and don’ts while trading options - Interactive questions and answers ----------------------------------------- About the Speaker: Akshay Choudhary (Quantitative Analyst, QuantInsti) Akshay holds a bachelor's degree from IIT Kanpur. He works as a Quantitative Analyst in the Quantra Research and Content Team at QuantInsti. Prior to that, he worked as a Data Scientist with Jio. He likes to trade options and read about market psychology. ----------------------------------------- 𝗨𝘀𝗲𝗳𝘂𝗹 𝗿𝗲𝘀𝗼𝘂𝗿𝗰𝗲𝘀 📑 Course on Price Action Trading: https://quantra.quantinsti.com/course/price-action-trading-strategies 💡 Free Resources to Learn Algorithmic Trading: https://blog.quantinsti.com/free-resources-list-compilation-learn-algorithmic-trading/ 🎞️ Complete webinar recordings: https://blog.quantinsti.com/tag/webinars/ ----------------------------------------- Link to our Blog: https://blog.quantinsti.com/ Like us on Facebook @ https://www.facebook.com/quantinsti/ Follow us on Twitter @ https://twitter.com/QuantInsti Follow us on LinkedIn @ https://www.linkedin.com/school/quantinsti/ Follow us on Instagram @ https://www.instagram.com/quantinstian/ E-mail us @ sales@quantinsti.com -----------------------------------------
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Follow us on Instagram @ https://www.instagram.com/quantinstian/
E-mail us @ sales@quantinsti.com
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Link to our Blog: https://blog.quantinsti.com/
Like us on Facebook @ https://www.facebook.com/quantinsti/
Follow us on Twitter @ https://twitter.com/QuantInsti
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Link to our Blog: https://blog.quantinsti.com/
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Like and Follow us on:
Our Blog: https://blog.quantinsti.com/
Facebook @ https://www.facebook.com/quantinsti/
Twitter @ https://twitter.com/QuantInsti
LinkedIn @ https://www.linkedin.com/school/quantinsti/
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E-mail us @ sales@quantinsti.com
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This event was conducted on:
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8:30 AM ET | 7:00 PM IST | 9:30 PM SGT
-----------------------------------------
Like and Follow us on:
Our Blog: https://blog.quantinsti.com/
Facebook @ https://www.facebook.com/quantinsti/
Twitter @ https://twitter.com/QuantInsti
LinkedIn @ https://www.linkedin.com/school/quantinsti/
Instagram @ https://www.instagram.com/quantinstian/
E-mail us @ sales@quantinsti.com
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Link to our Blog: https://blog.quantinsti.com/
Like us on Facebook @ https://www.facebook.com/quantinsti/
Follow us on Twitter @ https://twitter.com/QuantInsti
Follow us on LinkedIn @ https://www.linkedin.com/school/quantinsti/
Follow us on Instagram @ https://www.instagram.com/quantinstian/
E-mail us @ sales@quantinsti.com
-----------------------------------------
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Follow us on LinkedIn @ https://www.linkedin.com/school/quantinsti/
Follow us on Instagram @ https://www.instagram.com/quantinstian/
E-mail us @ sales@quantinsti.com
-----------------------------------------
#priceaction #priceactiontrading #technicalanalysis #chart #chartpatterns #pivotpoints #technicalindicators
Competitive Edges in Algorithmic Trading
WATCH the complete webinar recording: https://blog.quantinsti.com/competitive-edges-algorithmic-trading-21-june-2022/
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About the Session
Are you trading as an individual/retail trader or as an institution? Regardless, trading is like any other business, you need to be better at something to stay ahead of your competition.
Similarly, your competition may also have certain competitive edges over you. It is important to understand these competitive edges and prepare yourself to successfully compete with others.
- What are the edges and why does your trading setup need them?
- Different types of strategies & trading setups.
- How to identify & build competitive edges in the world of investments and trading?
- Applicability in the individual/retail domain versus institutional domain.
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About the Speaker
Nitesh Khandelwal
(Co-Founder & CEO at QuantInsti, and Co-Founder & Partner at iRage)
Nitesh started his career in the Banking sector on the treasury side. After a brief stint in a proprietary trading firm as a lead, he co-founded iRage in 2009. In his capacity as the business lead of iRage, iRage went on to become one of the leading players in the Algorithmic Trading space in India.
In 2016, he moved his focus to QuantInsti, an institute that he co-founded in 2010 as part of iRage, as its CEO. Under his leadership, QuantInsti has expanded to 100+ team & faculty members, to help its audience from 190+ countries grow in this domain through its unique learning & financial application-based ecosystem for individuals, as well as for businesses & institutions through its SaaS platform offerings.
Nitesh holds an Electrical Engineering degree from IIT Kanpur with a postgraduate degree in Management from IIM Lucknow.
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𝗨𝘀𝗲𝗳𝘂𝗹 𝗿𝗲𝘀𝗼𝘂𝗿𝗰𝗲𝘀
💡 Free Resources to Learn Algorithmic Trading: https://blog.quantinsti.com/free-resources-list-compilation-learn-algorithmic-trading/
📄 Blogs and Tutorials: https://blog.quantinsti.com/
🎞️ Complete webinar recordings: https://blog.quantinsti.com/tag/webinars/
👨🎓 Algo Trading Success Stories: https://blog.quantinsti.com/tag/success-stories
🎙️ Podcasts: https://blog.quantinsti.com/tag/podcasts/
📑 Algo Trading Projects: https://blog.quantinsti.com/tag/epat-trading-projects/
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Link to our Blog: https://blog.quantinsti.com/
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#algorithmictrading #automatedtrading #quantinstiwebinar
Volatility Trading: Trading The Fear Index VIX
Complete webinar recording: https://blog.quantinsti.com/volatility-trading-vix-10-may-2022/
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About the Session
The markets are highly volatile! The fear index is creeping up and traders are alarmed!
You must have seen statements like this before. But what exactly is the fear index? Can you quantify fear?
The fear index is the name given to the VIX. And it gives us a glimpse of the expected market volatility. Yes, just like we try to gauge the volatility of an asset, the VIX helps us understand the volatility of the market.
But like an index, the VIX cannot be traded. So there are different products based on VIX which can help you to make a trade based on your expectation of the market volatility.
And the VIX is not just for equities, there are corresponding VIX for different asset classes as well. And geographies.
The session outline is as follows:
- Brief on volatility
- Why is VIX called the fear index
- Different types of VIX
- VIX based derivatives
- A simple strategy to trade VIX
- Q&A
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Complete webinar recording: https://blog.quantinsti.com/volatility-trading-vix-10-may-2022/
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About the Speaker
Rekhit Pachanekar first completed his engineering in Computers and went on to complete his PGDM from IIM Indore. He researches equities and fixed-income securities as a part of the content team at Quantra. Away from work, he likes to read up on the outliers in the market and follows Tesla Inc. with keen interest.
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This event was conducted on:
Tuesday, May 10, 2022, 9:30 AM ET | 7:00 PM IST | 9:30 PM SGT
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Link to our Blog: https://blog.quantinsti.com/
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Big Data And The Future Of Retail Investing
Complete webinar recording: https://blog.quantinsti.com/big-data-future-trading-26-april-2022/
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About the Session
Financial markets generate enormous amounts of data each day. In this webinar, the speaker will discuss the importance of working with it in the context of investing and trading. He will also set forth on how we can harness it to suit different investment styles. In the process, he will cover how you can cultivate the knowledge and skills needed to thrive and prosper in this field.
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Speaker
Vivek teaches participants data analysis, building quant strategies and time series analysis using Python. He has over 15 years of experience across India, Singapore and Canada in industry, academia and research.
He is the co-author of the books, “Python Basics: With illustrations from the financial markets (2019)” and “A rough-and-ready guide to algorithmic trading (2020)”
He has a Bachelor's in Electronics & Telecom Engineering from VESIT (Mumbai University), and an MBA from NTU Singapore.
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This event was conducted on:
Tuesday, April 26, 2022
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT
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Link to our Blog: https://blog.quantinsti.com/
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Backtest of Short Straddles on SPX Index
Complete webinar recording: https://blog.quantinsti.com/algo-trading-epat-projects-12-april-2022/
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About the Presentation:
There are numerous studies that talk about mechanically selling option straddles and/or strangles on stock indices like the SPX, NIFTY, BANKNIFTY etc. It’s deemed to be profitable in the long run due to a persistent market risk premium called ‘variance risk premium’.
This exists because of an overpricing of implied volatility above the actual realized volatility of the index. Market participants overpay for options due to fear/uncertainty hence index options are usually overpriced. During normal market regimes, options with a longer expiry are priced at higher vols than near term expiries.
This is a simple strategy of mechanically selling 45-60 day straddles every week on the SPY ETF and delta hedging once a day. For the avoidance of doubt, a straddle is an option position where one sells the At The Money Call and Put option together for a net credit into the account.
It works when the underlying exhibits lower volatility than initially priced by the options sold. In simpler terms, it works when the underlying doesn’t move around too far and too much from the chosen ATM strike at the initiation.
The profit is roughly the difference between Implied Volatility at initiation and Realized Volatility at cessation, multiplied by the straddle’s vega exposure.
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Speaker:
Siddharth Bhatia (Executive Director, Third Group FZ LLC, UAE)
Siddharth has been working since 2006 initially in Mumbai and currently in Dubai, with specific trading experience since 2011. Starting off as a trader for a local UAE prop firm active in US and EU bond futures, he has experience in scalping and spread trading futures.
He then moved on to trading at a prestigious family office and managed a volatility trading book active in options on global indices and futures. He then worked for a wealth management firm and oversaw pricing and trading structured products and various protected/ tail risk strategies for the firm’s clients. Here he also looked after portfolio management of a complex book containing structured products and funds.
Starting off on his own in 2018, he founded a proprietary trading and investment research firm called Third Group.
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This event was conducted on:
Tuesday, April 12, 2022
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT
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Link to our Blog: https://blog.quantinsti.com/
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Pairs Trading In the Brazilian Stock Market
Complete webinar recording: https://blog.quantinsti.com/algo-trading-epat-projects-12-april-2022/
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About the Presentation:
This project models a Statistical Arbitrage pair trading strategy to Brazil’s B3 (former Bovespa) stock market exchange. We run our strategy on two distinct time intervals.
From 1-Jan-2009 to 31-Dec-2014 and from 1-Jan-2018 to 30-Apr-2021. As we only had current sector distribution available, the results for the former period clearly suffered from survivorship bias.
Stock sector classification was downloaded directly from Brazil’s B3 stock market exchange. From all sectors, we considered only the ones with five or more stocks, namely: oil, metal, steel, paper, transp_material, machines, rail_roads, highways, storage, services, agriculture, meat, food, construction, fabric, clothes_shoes, education, car_rental, retail, hospitals, drugstores, it, telecom, electricity, water, banking, financial_services, insurance and real_estate.
Results were very encouraging, though did not consider transaction fees or slippage costs. All calculations were done based on daily close prices.
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Speaker:
Dr. Luiz Guedes (Head of Quantitative Analysis at Occam Brasil)
Dr Luiz Guedes has over 30 years of experience in his career in software development, specifically in the payment card industry. In addition, he is a faculty member at the Instituto Militar de Engenharia – IME, where he teaches Compilers and Programming Languages.
As a software developer and innovator, Dr Guedes has extensively used the Innovative Problem Solving approach to write software for constrained systems and secure electronic transactions, particularly on the development of programming and execution environments, cryptographic algorithms and security communication protocols.
In July 2021, one month after concluding QuantInsti's EPAT programme, he started a new position as Head of Quantitative Analysis at Occam Brasil, where he has just been invited to become a Partner.
Dr Guedes holds a doctor’s degree in computer science from the Pontifícia Universidade Católica do Rio de Janeiro – PUC/RIO, a master’s degree in computer systems and a computer engineer degree, both from IME. Additionally, he acquired an MBA in business from the Fundação Getúlio Vargas – FGV.
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This event was conducted on:
Tuesday, April 12, 2022
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT
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Link to our Blog: https://blog.quantinsti.com/
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E-mail us @ sales@quantinsti.com
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How To Set Up Automated Trading
Complete recording: https://blog.quantinsti.com/how-to-set-up-automated-trading-17-march-2022/
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Automation is everywhere! We live in a world where you can obtain certain products which are manufactured without human supervision. Automation is transforming entire industries, and will the trading world be left behind?
Join us in this interesting session where we discuss the trading process and how we can automate certain tasks to maximise our efficiency. We will also provide a glimpse on how you could automate your trading strategy as well.
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The session outline is as follows:
- What is automation?
- Need for automation
- The process of Trading
- Automation in various aspects of trading process
- Creating a simple rule-based strategy
- Automating a simple trading strategy
- Q&A
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About Presenter -
Rekhit Pachanekar first completed his engineering in Computers and went on to complete his PGDM from IIM Indore. He researches equities and fixed-income securities as a part of the content team at Quantra. Away from work, he likes to read up on the outliers in the market and follows Tesla Inc. with keen interest.
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This event was conducted on:
Thursday, March 17, 2022 8:30 AM ET | 7:00 PM IST | 9:30 PM SGT
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Link to our Blog: https://blog.quantinsti.com/
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E-mail us @ sales@quantinsti.com
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How To Set Up Automated Trading
UPDATED PPT - https://www.slideshare.net/QuantInsti/how-to-set-up-automated-trading-251497216
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Complete recording: https://blog.quantinsti.com/how-to-set-up-automated-trading-17-march-2022/
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Automation is everywhere! We live in a world where you can obtain certain products which are manufactured without human supervision. Automation is transforming entire industries, and will the trading world be left behind?
Join us in this interesting session where we discuss the trading process and how we can automate certain tasks to maximise our efficiency. We will also provide a glimpse on how you could automate your trading strategy as well.
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The session outline is as follows:
- What is automation?
- Need for automation
- The process of Trading
- Automation in various aspects of trading process
- Creating a simple rule-based strategy
- Automating a simple trading strategy
- Q&A
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About Presenter -
Rekhit Pachanekar first completed his engineering in Computers and went on to complete his PGDM from IIM Indore. He researches equities and fixed-income securities as a part of the content team at Quantra. Away from work, he likes to read up on the outliers in the market and follows Tesla Inc. with keen interest.
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This event was conducted on:
Thursday, March 17, 2022 8:30 AM ET | 7:00 PM IST | 9:30 PM SGT
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Link to our Blog: https://blog.quantinsti.com/
Like us on Facebook @ https://www.facebook.com/quantinsti/
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E-mail us @ sales@quantinsti.com
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Quantitative Data Analysis of Cryptocurrencies
The code and the complete webinar recording of the webinar can be found here: https://blog.quantinsti.com/quantitative-data-analysis-cryptocurrencies-24-february-2022/
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About the Session:
There has been a lot of buzz about crypto these days. If the chatter has got you curious, keep reading.
In this webinar, the speaker will,
- Explore what cryptocurrencies are,
- Touch upon the top cryptocurrencies these days,
- How and where to fetch the data for cryptocurrencies, and
- Where you can trade cryptocurrencies
- She will also analyze historical crypto data and look at different types of crypto trading strategies.
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About the Presenter:
Udisha works as a Quant Researcher at QuantInsti. Prior to this, she has worked as a software developer with leading tech companies. She is passionate about coding and the financial markets. Her professional areas of interest are to use machine learning techniques in backtesting and live trading.
She has written articles on Blockchain, Bitcoin, Ethereum and Ripple. As you can probably tell, she can’t get enough of them cryptocurrencies!
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Link to our Blog: https://blog.quantinsti.com/
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Introduction to Quantitative Trading - Investment Management Club of Yale Uni...
The link to the complete webinar recording is on the last slide of the slide deck.
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About the Session
This is a 60-min session that introduces you to the world of quantitative trading. It covers the components of quantitative trading and explains the process of creating quantitative trading algorithms with code examples in a step-wise manner. In addition to this, the session also covers the evaluation of the quantitative trading algorithms and deploying them live using Blueshift.
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Session Outline
- What is quantitative trading?
- How to create a quantitative trading strategy?
- The complete process of the quantitative trading system
- Examples of quantitative trading strategies with code
- Backtesting and deployment of quantitative strategies using Blueshift
- Interactive Q&A
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Pre-Requisite And Learning Material Links
- Finish a free self-learning course: Python for Trading - Basic (https://quantra.quantinsti.com/course/python-trading-basic)
- Signup on Blueshift by QuantInsti (https://blueshift.quantinsti.com/)
- Suggested read: Algorithmic trading - A rough and ready guide (https://www.quantinsti.com/algo-trading-ebook)
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Speaker
Varun Kumar Pothula (Quantitative Analyst at QuantInsti)
Varun holds a Masters degree in Financial Engineering. He has experience working as a trader, a global macro analyst, and also an algo trading strategist. Currently, working in the Content & Research Team at QuantInsti as a Quantitative Analyst, his contributions help in creating offerings for learners in the domain of algorithmic & quantitative trading.
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Link to our Blog: https://blog.quantinsti.com/
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How to automate an options day trading strategy
Complete code and webinar recording - https://blog.quantinsti.com/algo-trading-epat-projects-8-february-2022/
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The aim of the project is to automate a strategy as simple as an Intraday straddle/strangle which requires complex backtesting and quantitative analysis to ascertain statistical significance and quantitative edge in trading. Index options are back-tested for straddles and strangles with varying strike differences and stop losses using Python and Excel.
The Strategy involves shorting a Straddle or Strangle at a fixed time in the morning, placing a stop loss for both legs and squaring off all or remaining positions at a fixed time before market close.
No positions will be carried over as it is an Intraday strategy that helps in avoiding any big gaps in overnight positions. This strategy can be classified as both Non-Directional and Trend Following as it performs well in either case and it struggles only when the index is extremely choppy and moves in a zig-zag way hitting both stop losses.
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About the Presenter:
Ujjwal Agrawal (A Quantitative Trader and A Business Owner from India)
Ujjwal Agrawal is a CFA (Chartered Financial Analyst) Level 3 candidate and has a bachelor’s degree in Mechanical Engineering from Pune University. He is a business owner in the Agri Processing Industry in Odisha and has been trading in the Indian Markets for the past 4 years. Managing a business and trading full time becomes difficult at times and this led him towards automating his trading setups.
Completing the EPAT course and with the help of unconditional support from the QuantInsti team, Ujjwal has now completely automated his trading setups and devotes his full time towards his businesses.
His project “Intraday Straddles” was the first setup to be fully automated among many and now he researches and combines uncorrelated setups to generate decent returns with minimum drawdowns.
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Link to our Blog: https://blog.quantinsti.com/
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Predict daily stock prices with random forest classifier, technical indicator...
Complete code and webinar recording - https://blog.quantinsti.com/algo-trading-epat-projects-8-february-2022/
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An interactive program to train a Random Forest Classifier to predict Tesla daily prices using technical indicators and sentiment scores of Twitter posts, backtesting the trading strategy and producing performance metrics.
The project leverages techniques, paradigms and data structures such as:
- Functional and Object-Oriented Programming
- Machine Learning
- Sentiment Analysis
- Concurrency and Parallel Processing
- Direct Acyclic Graph (D.A.G.)
- Data Pipeline
- Idempotence
The intention behind this project was to implement the end-to-end workflow of the backtesting of an Algorithmic Trading strategy in a program with a sleek interface, and with a level of automation such that the user is able to tailor the details of the strategy and the output of the program by entering a minimal amount of data, partly even in an interactive way.
This should make the program reusable, meaning that it's easy to carry out the backtesting of the trading strategy on a different asset. Furthermore, the modularity of the software design should facilitate changes to adapt the program to different requirements (i.e. different data or ML models).
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About the Presenter:
Renato Votto (A Data analyst from the United Kingdom)
Renato genuinely enjoys and thrives on developing software for automation, finding algorithmic solutions for complex problems and optimising programs. He possesses a quantitative edge and is proficient in Algorithmic Trading, Quant Development, Machine Learning, Data Engineering, Python, C++, and SQL.
Renato has a background in Energy Engineering and is an alumnus of the Executive Programme in Algorithmic Trading (EPAT). Before enrolling in EPAT, he had also completed Machine Learning and Data Engineering studies.
Currently working as an analyst at the Office For Gas and Electricity Markets (OFGEM), he is mainly involved in the development of software and tools for quantitative analysis and systematic identification of market manipulation.
He is a Cryptocurrencies enthusiast, an avid rock and roll listener, loves to code, a mediocre guitar strummer, and when he is outdoors you might find him taking weird photographs.
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Link to our Blog: https://blog.quantinsti.com/
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How Pandemics Impact the Financial Markets - A Quantitative Analysis
The COVID-19 pandemic has affected stock markets globally. In this webinar, we will take cues from the pandemics in the past and quantitatively analyze the impact on financial markets. You will also learn to visualize and analyze the data in Python.
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What will it cover?
- Walkthrough past pandemics and series of events
- Quantitatively analyzing the impact on financial markets during past pandemics
- Hands-on Python code to plot the index, sector and stock performances
- Sectors returns that are most and least impacted during pandemics
- Comparison with COVID-19 pandemics sector performance
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What will you learn?
- Analyze and compare the stock market performance in past pandemics
- Data visualization in Python
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Who should attend?
- Researchers
- Students
- Programmers
- Traders
- Analysts
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About the speaker:
Ishan Shah (AVP, Content & Research at QuantInsti)
Ishan Shah leads the content & research team at Quantra by QuantInsti, as it's Asst. Vice President. Prior to that, he worked with Barclays in the Global Markets team & with Bank of America Merrill Lynch. He has a rich experience in financial markets spanning across various asset classes in different roles.
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Most useful links:
Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B
Visit us at: https://www.quantinsti.com/
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Facebook: https://www.facebook.com/quantinsti/
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Masterclass: Natural Language Processing in Trading with Terry Benzschawel & ...
Terry Benzschawel (Founder and Principal at Benzschawel Scientific, LLC) and Ishan Shah (AVP, Content & Research at QuantInsti) helm this Masterclass about Natural Language Processing in Trading.
In this session, Terry and Ishan discuss:
- How is Natural Language Processing applied in financial markets?
- Calculating Daily Sentiment Score on Quantra learning portal
- Compare different word embedding methods with their pros and cons
- How does Quantra learning portal provide a unique learning experience?
Summary:
This introductory webinar describes the use of Natural Language Processing (NLP) techniques in the context of building trading strategies for 1-day horizons for the corporate bond market and equities markets using news headlines.
We described various methods for converting text into digital representations and for extracting sentiment scores from those embeddings.
Looking ahead to the course, we find that approaches using the latest advances in NLP are better suited to predict future returns in credit indices, by using news headlines directly as inputs, instead of news headline sentiments
About us:
Quantra is an online education portal that specializes in Algorithmic and Quantitative trading. Quantra offers various bite-sized, self-paced and interactive courses that are perfect for busy professionals, seeking implementable knowledge in this domain.
Useful links and some bonus content:
[Blog] Step By Step Guide - http://bit.ly/StepByStepGuideNLP
[Course] Natural Language Processing in Trading - http://bit.ly/QuantraNLPT
[Courses] All Quantra courses - http://bit.ly/AllQuantraCourses
Find more info on - https://quantra.quantinsti.com/
Like us on Facebook: https://www.facebook.com/goquantra/
Follow us on Twitter: https://twitter.com/GoQuantra
Webinar on Algorithmic Trading - Why make the move? with Vivek Krishnamoorthy...
For the Webinar video, you can also visit: https://blog.quantinsti.com/why-algo-trading-webinar-12-december-2019/
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Session Outline:
If you are a trader or investor in the financial markets, you're probably aware that the investing landscape has undergone a sea change in the last 10-15 years.
At the heart of it, is the use of quantitative techniques in making buying and selling decisions in the markets. Often, we hear from our community that they want to learn more about these new-age tools and harness them to improve returns on their investments.
- Current trading and investing landscape: How things have shaped up for traders in the last two decades
- Issues faced by manual/discretionary traders
- Limitations in the traditional analysis methods (Technical Analysis and Fundamental Analysis)
- Add a quantitative analysis dimension to your existing trading style
- Q and A
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Who Should Attend?
- Discretionary/manual traders (ex. professional traders, part-time traders) who are looking to upskill and get better returns
- Technology professionals, who want to leverage their technical skills to invest wisely in the financial markets
- Students and other enthusiasts who wish to make a career in quantitative finance
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For the Webinar video, you can also visit: https://blog.quantinsti.com/why-algo-trading-webinar-12-december-2019/
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Learn more about our EPAT® course here: https://www.quantinsti.com/epat/
OR Visit us at: https://www.quantinsti.com/
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Like and Follow us on:
Facebook: https://www.facebook.com/quantinsti/
LinkedIn: https://www.linkedin.com/company/quantinsti
Twitter: https://twitter.com/QuantInsti
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YouTube: https://www.youtube.com/user/quantinsti
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Connect with us:
Email: contact@quantinsti.com
Phone: +91-22-61691400
Toll Free: 1800-266-5401
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Backtesting And Live Trading With Interactive Brokers Using Python With Dr. H...
For the Webinar video, you can also visit: https://blog.quantinsti.com/ibridgepy-webinar-14-november-2019/
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Session Outline:
- IBridgePy installation
- A simple algorithmic trading strategy, daily close reverse
- Go through the code and basic functions used in this strategy
- Backtest strategy using historical data from IB in IBridgePy
- Backtest strategy using historical data from local csv file
- How to live trade a strategy
- Place orders to multiple accounts
- Analyze trading results from a strategy
Speaker Profile:
Dr. Hui Liu - Faculty, Executive Programme in Algorithmic Trading by QuantInsti
He is the author of IBridgePy (open-sourced software to trade with Interactive Brokers) and founder of Running River Investment LLC. His major trading interests are US equities and Forex market. Running River Investment LLC is a private hedge fund specialized in the development of automated trading strategies using Python.
He obtained his bachelor degree and master degree in materials science and engineering from Tsinghua University, China and Ph.D from University of Virginia, U.S.A. His MBA was from Indiana University, U.S.A and his study interest at Indiana was quantitative analysis.
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For the Webinar video, you can also visit: https://blog.quantinsti.com/ibridgepy-webinar-14-november-2019/
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Learn more about our EPAT® course here: https://www.quantinsti.com/epat/
OR Visit us at: https://www.quantinsti.com/
Like and Follow us on:
Facebook: https://www.facebook.com/quantinsti/
LinkedIn: https://www.linkedin.com/company/quantinsti
Twitter: https://twitter.com/QuantInsti
Algorithmic Trading in FX Market By Dr. Alexis Stenfors
The turnover in the global FX market is almost ten times larger than in all stock markets combined. However, surprisingly little is known about HFT and algorithmic trading in this space. This webinar will provide insights into some of the unique aspects in this fast-growing market.
Session Outline:
- Introduction
- Overview
- What makes FX a unique asset class?
- The importance of market conventions
- Three dimensions of liquidity
- High-frequency and algorithmic FX trading
- Some empirical observations
- Implications and takeaways
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
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Risk Management: Maximising Long-Term Growth Presentation
Risk management is amongst the most overlooked yet very critical aspects of systematic trading. In this webinar, you’ll get to learn risk management techniques to overcome the most common challenges. This session will explain you the concepts of optimal leverage, hedging and risk indicators.
- Risk Management and the real challenge
- Optimal leverage: Kelly formula, Maximum drawdown
- Market risk: Stop Losses, volatility targeting, value-at-risk
- Hedging techniques
- Risk indicators
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
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How EPAT Can Help You! Presentation
If you’ve been looking to build a career in the quantitative and algorithmic trading domain, there is a high probability that you would have heard about the EPAT programme. But is it something that can help you in achieving your career & learning objectives in this domain? This informative session on EPAT addresses this question while covering various practical aspects of the EPAT programme. In addition to the detailed overview of each of the EPAT module, it also covers how EPAT fills in the existing skill gaps and addresses the learning requirements of the industry & the individuals.
You’ll get to know all this and much more in this brief but effective informative session on EPAT:
- Why has EPAT been working for professionals from 60+ countries?
- Learn about the practical aspects of EPAT.
- Can EPAT help you address your pain points in quantitative & algorithmic trading domain?
- How does lifelong learning & other EPAT features keep you ahead?
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
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Modelling Trading Strategies In Equities Presentation
Mean Reversion strategy is a major component of technical acumen for trading. Prices and returns eventually move back to their mean or average stance, this concept forms the basis of many successful reversion strategies. And we at Quantra are proud to present our first webinar on ‘Basics of Mean Reversion Strategies’ in association with Dr. Ernest Chan.
Session Outline:
- Introduction
- Stationarity of Time Series
- Testing for Stationarity: ADF Test
- Cointegration vs. Correlation
- Mean Reversion Strategies
- Questions
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B
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Webinar Mean Reversion Strategies Presentation
This webinar will provide a brief overview of the cash segment on SGX, which offers a unique market access to global investors. We will also discuss Daily Leveraged Certificates (DLC), an innovative financial product recently introduced on SGX for the first time in the Asian markets. We will discuss salient points from the above themes and highlight effective short-term as well as medium-term systematic trading strategies to benefit from these offerings.
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B
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AMA Session On Algorithmic Trading Presentation
Ask Me Anything On Algo Trading
75% of global trades are executed via algorithms. Ever wondered, how you can benefit from the algorithms? We, at QuantInsti®, bring you this exclusive AMA session with our top boss. You are free to ask him all your queries pertaining to the sector. Going by experience and the feedback we receive from our course participants, your doubts shall be done away in no time.
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B
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Classification of quantitative trading strategies webinar ppt
There exist thousands of academic research papers written on trading strategies. Learn what these academics found out and how we can use their knowledge in the trading world.
The webinar covers:
- Overview of research in a field of quantitative trading
- Taxonomy of quantitative trading strategies
- Where to look for unique alpha
- Examples of lesser-known trading strategies
- Common issues in quant research
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links
Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B
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Access the webinar recording here: http://ow.ly/1YwO30dz5FD
Know more about EPAT™ by QuantInsti™ at http://www.quantinsti.com/epat/
Can we use Mixture Models to Predict Market Bottoms? by Brian Christopher - 2...
Session Details:
This session explains Mixture Models and explores its application to predict an asset’s return distribution and identify outlier returns that are likely to mean revert.
The objective of this session is to explain and illustrated the use of Mixture Models with a sample strategy in Python.
Who should attend?
- Traders/quants/analysts interested in algorithmic trading research
- Python/software/strategy developers
- Algorithmic/Systematic traders
- Portfolio Managers and consultants
- Students and academicians
Guest Speaker
Mr. Brian Christopher
Quantitative researcher, Python developer, CFA charterholder, and founder of Blackarbs LLC, a quantitative research firm.
Six years ago he learned to code using Python for the purpose of creating algorithmic trading strategies. Four years ago he decided to self publish his research with a focus on practical, reproducible application.
Now he continues his open research initiatives for a growing community of traders, researchers, developers, engineers, architects and practitioners across various industries.
He attained a BSc in Economics from Northeastern University in Boston, MA and received the Chartered Financial Analyst (CFA) designation in 2016.
Access the webinar recording here: https://www.youtube.com/watch?v=o5BFAQK_Acw
Know more about EPAT™ by QuantInsti™ at http://www.quantinsti.com/epat/
More Related Content
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Backtest of Short Straddles on SPX Index
Complete webinar recording: https://blog.quantinsti.com/algo-trading-epat-projects-12-april-2022/
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About the Presentation:
There are numerous studies that talk about mechanically selling option straddles and/or strangles on stock indices like the SPX, NIFTY, BANKNIFTY etc. It’s deemed to be profitable in the long run due to a persistent market risk premium called ‘variance risk premium’.
This exists because of an overpricing of implied volatility above the actual realized volatility of the index. Market participants overpay for options due to fear/uncertainty hence index options are usually overpriced. During normal market regimes, options with a longer expiry are priced at higher vols than near term expiries.
This is a simple strategy of mechanically selling 45-60 day straddles every week on the SPY ETF and delta hedging once a day. For the avoidance of doubt, a straddle is an option position where one sells the At The Money Call and Put option together for a net credit into the account.
It works when the underlying exhibits lower volatility than initially priced by the options sold. In simpler terms, it works when the underlying doesn’t move around too far and too much from the chosen ATM strike at the initiation.
The profit is roughly the difference between Implied Volatility at initiation and Realized Volatility at cessation, multiplied by the straddle’s vega exposure.
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Speaker:
Siddharth Bhatia (Executive Director, Third Group FZ LLC, UAE)
Siddharth has been working since 2006 initially in Mumbai and currently in Dubai, with specific trading experience since 2011. Starting off as a trader for a local UAE prop firm active in US and EU bond futures, he has experience in scalping and spread trading futures.
He then moved on to trading at a prestigious family office and managed a volatility trading book active in options on global indices and futures. He then worked for a wealth management firm and oversaw pricing and trading structured products and various protected/ tail risk strategies for the firm’s clients. Here he also looked after portfolio management of a complex book containing structured products and funds.
Starting off on his own in 2018, he founded a proprietary trading and investment research firm called Third Group.
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This event was conducted on:
Tuesday, April 12, 2022
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT
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Pairs Trading In the Brazilian Stock Market
Complete webinar recording: https://blog.quantinsti.com/algo-trading-epat-projects-12-april-2022/
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About the Presentation:
This project models a Statistical Arbitrage pair trading strategy to Brazil’s B3 (former Bovespa) stock market exchange. We run our strategy on two distinct time intervals.
From 1-Jan-2009 to 31-Dec-2014 and from 1-Jan-2018 to 30-Apr-2021. As we only had current sector distribution available, the results for the former period clearly suffered from survivorship bias.
Stock sector classification was downloaded directly from Brazil’s B3 stock market exchange. From all sectors, we considered only the ones with five or more stocks, namely: oil, metal, steel, paper, transp_material, machines, rail_roads, highways, storage, services, agriculture, meat, food, construction, fabric, clothes_shoes, education, car_rental, retail, hospitals, drugstores, it, telecom, electricity, water, banking, financial_services, insurance and real_estate.
Results were very encouraging, though did not consider transaction fees or slippage costs. All calculations were done based on daily close prices.
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Speaker:
Dr. Luiz Guedes (Head of Quantitative Analysis at Occam Brasil)
Dr Luiz Guedes has over 30 years of experience in his career in software development, specifically in the payment card industry. In addition, he is a faculty member at the Instituto Militar de Engenharia – IME, where he teaches Compilers and Programming Languages.
As a software developer and innovator, Dr Guedes has extensively used the Innovative Problem Solving approach to write software for constrained systems and secure electronic transactions, particularly on the development of programming and execution environments, cryptographic algorithms and security communication protocols.
In July 2021, one month after concluding QuantInsti's EPAT programme, he started a new position as Head of Quantitative Analysis at Occam Brasil, where he has just been invited to become a Partner.
Dr Guedes holds a doctor’s degree in computer science from the Pontifícia Universidade Católica do Rio de Janeiro – PUC/RIO, a master’s degree in computer systems and a computer engineer degree, both from IME. Additionally, he acquired an MBA in business from the Fundação Getúlio Vargas – FGV.
------------------------------------------------
This event was conducted on:
Tuesday, April 12, 2022
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT
------------------------------------------------
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------------------------------------------------
How To Set Up Automated Trading
Complete recording: https://blog.quantinsti.com/how-to-set-up-automated-trading-17-march-2022/
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Automation is everywhere! We live in a world where you can obtain certain products which are manufactured without human supervision. Automation is transforming entire industries, and will the trading world be left behind?
Join us in this interesting session where we discuss the trading process and how we can automate certain tasks to maximise our efficiency. We will also provide a glimpse on how you could automate your trading strategy as well.
---------------------------------------------------------------------------------
The session outline is as follows:
- What is automation?
- Need for automation
- The process of Trading
- Automation in various aspects of trading process
- Creating a simple rule-based strategy
- Automating a simple trading strategy
- Q&A
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About Presenter -
Rekhit Pachanekar first completed his engineering in Computers and went on to complete his PGDM from IIM Indore. He researches equities and fixed-income securities as a part of the content team at Quantra. Away from work, he likes to read up on the outliers in the market and follows Tesla Inc. with keen interest.
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This event was conducted on:
Thursday, March 17, 2022 8:30 AM ET | 7:00 PM IST | 9:30 PM SGT
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How To Set Up Automated Trading
UPDATED PPT - https://www.slideshare.net/QuantInsti/how-to-set-up-automated-trading-251497216
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Complete recording: https://blog.quantinsti.com/how-to-set-up-automated-trading-17-march-2022/
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Automation is everywhere! We live in a world where you can obtain certain products which are manufactured without human supervision. Automation is transforming entire industries, and will the trading world be left behind?
Join us in this interesting session where we discuss the trading process and how we can automate certain tasks to maximise our efficiency. We will also provide a glimpse on how you could automate your trading strategy as well.
---------------------------------------------------------------------------------
The session outline is as follows:
- What is automation?
- Need for automation
- The process of Trading
- Automation in various aspects of trading process
- Creating a simple rule-based strategy
- Automating a simple trading strategy
- Q&A
---------------------------------------------------------------------------------
About Presenter -
Rekhit Pachanekar first completed his engineering in Computers and went on to complete his PGDM from IIM Indore. He researches equities and fixed-income securities as a part of the content team at Quantra. Away from work, he likes to read up on the outliers in the market and follows Tesla Inc. with keen interest.
---------------------------------------------------------------------------------
This event was conducted on:
Thursday, March 17, 2022 8:30 AM ET | 7:00 PM IST | 9:30 PM SGT
---------------------------------------------------------------------------------
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---------------------------------------------------------------------------------
Quantitative Data Analysis of Cryptocurrencies
The code and the complete webinar recording of the webinar can be found here: https://blog.quantinsti.com/quantitative-data-analysis-cryptocurrencies-24-february-2022/
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About the Session:
There has been a lot of buzz about crypto these days. If the chatter has got you curious, keep reading.
In this webinar, the speaker will,
- Explore what cryptocurrencies are,
- Touch upon the top cryptocurrencies these days,
- How and where to fetch the data for cryptocurrencies, and
- Where you can trade cryptocurrencies
- She will also analyze historical crypto data and look at different types of crypto trading strategies.
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About the Presenter:
Udisha works as a Quant Researcher at QuantInsti. Prior to this, she has worked as a software developer with leading tech companies. She is passionate about coding and the financial markets. Her professional areas of interest are to use machine learning techniques in backtesting and live trading.
She has written articles on Blockchain, Bitcoin, Ethereum and Ripple. As you can probably tell, she can’t get enough of them cryptocurrencies!
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Link to our Blog: https://blog.quantinsti.com/
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Introduction to Quantitative Trading - Investment Management Club of Yale Uni...
The link to the complete webinar recording is on the last slide of the slide deck.
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About the Session
This is a 60-min session that introduces you to the world of quantitative trading. It covers the components of quantitative trading and explains the process of creating quantitative trading algorithms with code examples in a step-wise manner. In addition to this, the session also covers the evaluation of the quantitative trading algorithms and deploying them live using Blueshift.
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Session Outline
- What is quantitative trading?
- How to create a quantitative trading strategy?
- The complete process of the quantitative trading system
- Examples of quantitative trading strategies with code
- Backtesting and deployment of quantitative strategies using Blueshift
- Interactive Q&A
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Pre-Requisite And Learning Material Links
- Finish a free self-learning course: Python for Trading - Basic (https://quantra.quantinsti.com/course/python-trading-basic)
- Signup on Blueshift by QuantInsti (https://blueshift.quantinsti.com/)
- Suggested read: Algorithmic trading - A rough and ready guide (https://www.quantinsti.com/algo-trading-ebook)
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Speaker
Varun Kumar Pothula (Quantitative Analyst at QuantInsti)
Varun holds a Masters degree in Financial Engineering. He has experience working as a trader, a global macro analyst, and also an algo trading strategist. Currently, working in the Content & Research Team at QuantInsti as a Quantitative Analyst, his contributions help in creating offerings for learners in the domain of algorithmic & quantitative trading.
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How to automate an options day trading strategy
Complete code and webinar recording - https://blog.quantinsti.com/algo-trading-epat-projects-8-february-2022/
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The aim of the project is to automate a strategy as simple as an Intraday straddle/strangle which requires complex backtesting and quantitative analysis to ascertain statistical significance and quantitative edge in trading. Index options are back-tested for straddles and strangles with varying strike differences and stop losses using Python and Excel.
The Strategy involves shorting a Straddle or Strangle at a fixed time in the morning, placing a stop loss for both legs and squaring off all or remaining positions at a fixed time before market close.
No positions will be carried over as it is an Intraday strategy that helps in avoiding any big gaps in overnight positions. This strategy can be classified as both Non-Directional and Trend Following as it performs well in either case and it struggles only when the index is extremely choppy and moves in a zig-zag way hitting both stop losses.
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About the Presenter:
Ujjwal Agrawal (A Quantitative Trader and A Business Owner from India)
Ujjwal Agrawal is a CFA (Chartered Financial Analyst) Level 3 candidate and has a bachelor’s degree in Mechanical Engineering from Pune University. He is a business owner in the Agri Processing Industry in Odisha and has been trading in the Indian Markets for the past 4 years. Managing a business and trading full time becomes difficult at times and this led him towards automating his trading setups.
Completing the EPAT course and with the help of unconditional support from the QuantInsti team, Ujjwal has now completely automated his trading setups and devotes his full time towards his businesses.
His project “Intraday Straddles” was the first setup to be fully automated among many and now he researches and combines uncorrelated setups to generate decent returns with minimum drawdowns.
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Link to our Blog: https://blog.quantinsti.com/
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Predict daily stock prices with random forest classifier, technical indicator...
Complete code and webinar recording - https://blog.quantinsti.com/algo-trading-epat-projects-8-february-2022/
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An interactive program to train a Random Forest Classifier to predict Tesla daily prices using technical indicators and sentiment scores of Twitter posts, backtesting the trading strategy and producing performance metrics.
The project leverages techniques, paradigms and data structures such as:
- Functional and Object-Oriented Programming
- Machine Learning
- Sentiment Analysis
- Concurrency and Parallel Processing
- Direct Acyclic Graph (D.A.G.)
- Data Pipeline
- Idempotence
The intention behind this project was to implement the end-to-end workflow of the backtesting of an Algorithmic Trading strategy in a program with a sleek interface, and with a level of automation such that the user is able to tailor the details of the strategy and the output of the program by entering a minimal amount of data, partly even in an interactive way.
This should make the program reusable, meaning that it's easy to carry out the backtesting of the trading strategy on a different asset. Furthermore, the modularity of the software design should facilitate changes to adapt the program to different requirements (i.e. different data or ML models).
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About the Presenter:
Renato Votto (A Data analyst from the United Kingdom)
Renato genuinely enjoys and thrives on developing software for automation, finding algorithmic solutions for complex problems and optimising programs. He possesses a quantitative edge and is proficient in Algorithmic Trading, Quant Development, Machine Learning, Data Engineering, Python, C++, and SQL.
Renato has a background in Energy Engineering and is an alumnus of the Executive Programme in Algorithmic Trading (EPAT). Before enrolling in EPAT, he had also completed Machine Learning and Data Engineering studies.
Currently working as an analyst at the Office For Gas and Electricity Markets (OFGEM), he is mainly involved in the development of software and tools for quantitative analysis and systematic identification of market manipulation.
He is a Cryptocurrencies enthusiast, an avid rock and roll listener, loves to code, a mediocre guitar strummer, and when he is outdoors you might find him taking weird photographs.
-----------------------------------------
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How Pandemics Impact the Financial Markets - A Quantitative Analysis
The COVID-19 pandemic has affected stock markets globally. In this webinar, we will take cues from the pandemics in the past and quantitatively analyze the impact on financial markets. You will also learn to visualize and analyze the data in Python.
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What will it cover?
- Walkthrough past pandemics and series of events
- Quantitatively analyzing the impact on financial markets during past pandemics
- Hands-on Python code to plot the index, sector and stock performances
- Sectors returns that are most and least impacted during pandemics
- Comparison with COVID-19 pandemics sector performance
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What will you learn?
- Analyze and compare the stock market performance in past pandemics
- Data visualization in Python
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Who should attend?
- Researchers
- Students
- Programmers
- Traders
- Analysts
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About the speaker:
Ishan Shah (AVP, Content & Research at QuantInsti)
Ishan Shah leads the content & research team at Quantra by QuantInsti, as it's Asst. Vice President. Prior to that, he worked with Barclays in the Global Markets team & with Bank of America Merrill Lynch. He has a rich experience in financial markets spanning across various asset classes in different roles.
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Most useful links:
Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B
Visit us at: https://www.quantinsti.com/
-----------------------------------------
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Facebook: https://www.facebook.com/quantinsti/
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Masterclass: Natural Language Processing in Trading with Terry Benzschawel & ...
Terry Benzschawel (Founder and Principal at Benzschawel Scientific, LLC) and Ishan Shah (AVP, Content & Research at QuantInsti) helm this Masterclass about Natural Language Processing in Trading.
In this session, Terry and Ishan discuss:
- How is Natural Language Processing applied in financial markets?
- Calculating Daily Sentiment Score on Quantra learning portal
- Compare different word embedding methods with their pros and cons
- How does Quantra learning portal provide a unique learning experience?
Summary:
This introductory webinar describes the use of Natural Language Processing (NLP) techniques in the context of building trading strategies for 1-day horizons for the corporate bond market and equities markets using news headlines.
We described various methods for converting text into digital representations and for extracting sentiment scores from those embeddings.
Looking ahead to the course, we find that approaches using the latest advances in NLP are better suited to predict future returns in credit indices, by using news headlines directly as inputs, instead of news headline sentiments
About us:
Quantra is an online education portal that specializes in Algorithmic and Quantitative trading. Quantra offers various bite-sized, self-paced and interactive courses that are perfect for busy professionals, seeking implementable knowledge in this domain.
Useful links and some bonus content:
[Blog] Step By Step Guide - http://bit.ly/StepByStepGuideNLP
[Course] Natural Language Processing in Trading - http://bit.ly/QuantraNLPT
[Courses] All Quantra courses - http://bit.ly/AllQuantraCourses
Find more info on - https://quantra.quantinsti.com/
Like us on Facebook: https://www.facebook.com/goquantra/
Follow us on Twitter: https://twitter.com/GoQuantra
Webinar on Algorithmic Trading - Why make the move? with Vivek Krishnamoorthy...
For the Webinar video, you can also visit: https://blog.quantinsti.com/why-algo-trading-webinar-12-december-2019/
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Session Outline:
If you are a trader or investor in the financial markets, you're probably aware that the investing landscape has undergone a sea change in the last 10-15 years.
At the heart of it, is the use of quantitative techniques in making buying and selling decisions in the markets. Often, we hear from our community that they want to learn more about these new-age tools and harness them to improve returns on their investments.
- Current trading and investing landscape: How things have shaped up for traders in the last two decades
- Issues faced by manual/discretionary traders
- Limitations in the traditional analysis methods (Technical Analysis and Fundamental Analysis)
- Add a quantitative analysis dimension to your existing trading style
- Q and A
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Who Should Attend?
- Discretionary/manual traders (ex. professional traders, part-time traders) who are looking to upskill and get better returns
- Technology professionals, who want to leverage their technical skills to invest wisely in the financial markets
- Students and other enthusiasts who wish to make a career in quantitative finance
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For the Webinar video, you can also visit: https://blog.quantinsti.com/why-algo-trading-webinar-12-december-2019/
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Learn more about our EPAT® course here: https://www.quantinsti.com/epat/
OR Visit us at: https://www.quantinsti.com/
-----------------------------------------
Like and Follow us on:
Facebook: https://www.facebook.com/quantinsti/
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YouTube: https://www.youtube.com/user/quantinsti
-----------------------------------------
Connect with us:
Email: contact@quantinsti.com
Phone: +91-22-61691400
Toll Free: 1800-266-5401
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Backtesting And Live Trading With Interactive Brokers Using Python With Dr. H...
For the Webinar video, you can also visit: https://blog.quantinsti.com/ibridgepy-webinar-14-november-2019/
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Session Outline:
- IBridgePy installation
- A simple algorithmic trading strategy, daily close reverse
- Go through the code and basic functions used in this strategy
- Backtest strategy using historical data from IB in IBridgePy
- Backtest strategy using historical data from local csv file
- How to live trade a strategy
- Place orders to multiple accounts
- Analyze trading results from a strategy
Speaker Profile:
Dr. Hui Liu - Faculty, Executive Programme in Algorithmic Trading by QuantInsti
He is the author of IBridgePy (open-sourced software to trade with Interactive Brokers) and founder of Running River Investment LLC. His major trading interests are US equities and Forex market. Running River Investment LLC is a private hedge fund specialized in the development of automated trading strategies using Python.
He obtained his bachelor degree and master degree in materials science and engineering from Tsinghua University, China and Ph.D from University of Virginia, U.S.A. His MBA was from Indiana University, U.S.A and his study interest at Indiana was quantitative analysis.
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For the Webinar video, you can also visit: https://blog.quantinsti.com/ibridgepy-webinar-14-november-2019/
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Learn more about our EPAT® course here: https://www.quantinsti.com/epat/
OR Visit us at: https://www.quantinsti.com/
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Algorithmic Trading in FX Market By Dr. Alexis Stenfors
The turnover in the global FX market is almost ten times larger than in all stock markets combined. However, surprisingly little is known about HFT and algorithmic trading in this space. This webinar will provide insights into some of the unique aspects in this fast-growing market.
Session Outline:
- Introduction
- Overview
- What makes FX a unique asset class?
- The importance of market conventions
- Three dimensions of liquidity
- High-frequency and algorithmic FX trading
- Some empirical observations
- Implications and takeaways
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
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Risk Management: Maximising Long-Term Growth Presentation
Risk management is amongst the most overlooked yet very critical aspects of systematic trading. In this webinar, you’ll get to learn risk management techniques to overcome the most common challenges. This session will explain you the concepts of optimal leverage, hedging and risk indicators.
- Risk Management and the real challenge
- Optimal leverage: Kelly formula, Maximum drawdown
- Market risk: Stop Losses, volatility targeting, value-at-risk
- Hedging techniques
- Risk indicators
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
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How EPAT Can Help You! Presentation
If you’ve been looking to build a career in the quantitative and algorithmic trading domain, there is a high probability that you would have heard about the EPAT programme. But is it something that can help you in achieving your career & learning objectives in this domain? This informative session on EPAT addresses this question while covering various practical aspects of the EPAT programme. In addition to the detailed overview of each of the EPAT module, it also covers how EPAT fills in the existing skill gaps and addresses the learning requirements of the industry & the individuals.
You’ll get to know all this and much more in this brief but effective informative session on EPAT:
- Why has EPAT been working for professionals from 60+ countries?
- Learn about the practical aspects of EPAT.
- Can EPAT help you address your pain points in quantitative & algorithmic trading domain?
- How does lifelong learning & other EPAT features keep you ahead?
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
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Modelling Trading Strategies In Equities Presentation
Mean Reversion strategy is a major component of technical acumen for trading. Prices and returns eventually move back to their mean or average stance, this concept forms the basis of many successful reversion strategies. And we at Quantra are proud to present our first webinar on ‘Basics of Mean Reversion Strategies’ in association with Dr. Ernest Chan.
Session Outline:
- Introduction
- Stationarity of Time Series
- Testing for Stationarity: ADF Test
- Cointegration vs. Correlation
- Mean Reversion Strategies
- Questions
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B
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Webinar Mean Reversion Strategies Presentation
This webinar will provide a brief overview of the cash segment on SGX, which offers a unique market access to global investors. We will also discuss Daily Leveraged Certificates (DLC), an innovative financial product recently introduced on SGX for the first time in the Asian markets. We will discuss salient points from the above themes and highlight effective short-term as well as medium-term systematic trading strategies to benefit from these offerings.
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B
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AMA Session On Algorithmic Trading Presentation
Ask Me Anything On Algo Trading
75% of global trades are executed via algorithms. Ever wondered, how you can benefit from the algorithms? We, at QuantInsti®, bring you this exclusive AMA session with our top boss. You are free to ask him all your queries pertaining to the sector. Going by experience and the feedback we receive from our course participants, your doubts shall be done away in no time.
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
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Classification of quantitative trading strategies webinar ppt
There exist thousands of academic research papers written on trading strategies. Learn what these academics found out and how we can use their knowledge in the trading world.
The webinar covers:
- Overview of research in a field of quantitative trading
- Taxonomy of quantitative trading strategies
- Where to look for unique alpha
- Examples of lesser-known trading strategies
- Common issues in quant research
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links
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Access the webinar recording here: http://ow.ly/1YwO30dz5FD
Know more about EPAT™ by QuantInsti™ at http://www.quantinsti.com/epat/
Can we use Mixture Models to Predict Market Bottoms? by Brian Christopher - 2...
Session Details:
This session explains Mixture Models and explores its application to predict an asset’s return distribution and identify outlier returns that are likely to mean revert.
The objective of this session is to explain and illustrated the use of Mixture Models with a sample strategy in Python.
Who should attend?
- Traders/quants/analysts interested in algorithmic trading research
- Python/software/strategy developers
- Algorithmic/Systematic traders
- Portfolio Managers and consultants
- Students and academicians
Guest Speaker
Mr. Brian Christopher
Quantitative researcher, Python developer, CFA charterholder, and founder of Blackarbs LLC, a quantitative research firm.
Six years ago he learned to code using Python for the purpose of creating algorithmic trading strategies. Four years ago he decided to self publish his research with a focus on practical, reproducible application.
Now he continues his open research initiatives for a growing community of traders, researchers, developers, engineers, architects and practitioners across various industries.
He attained a BSc in Economics from Northeastern University in Boston, MA and received the Chartered Financial Analyst (CFA) designation in 2016.
Access the webinar recording here: https://www.youtube.com/watch?v=o5BFAQK_Acw
Know more about EPAT™ by QuantInsti™ at http://www.quantinsti.com/epat/
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Introduction to Systematic Options Trading
- 1. Introduction To Systematic Options Trading Akshay Choudhary Quantitative Analyst, QuantInsti
- 2. Outline ● Need for trading options systematically ● Systematic options trading process ● Do’s and Don’ts while trading options
- 3. Need for trading options systematically
- 9. Systematic options trading process
- 25. Do’s and Don’ts
- 28. Thank You!