The Market Microstructure & Algorithmic Trading Workshop was held on 8th March 2018 in association with the annual conference on AI & Sentiment Analysis in Finance.
This workshop brought together some of the most well-known names from the algorithmic and quantitative trading industry with a chance to attend some exclusive informative sessions held by them.
Some of the highlighting sessions included:
- Avoiding Overfitting in Machine Learning by Dr. E. P. Chan
- Different Components of Algorithmic Trading Systems – increasing profitability by optimizing systems by Rajib Ranjan Borah
- Applying machine learning to algorithmic trading strategies by Humberto Brandão
Rajib Ranjan Borah, co-found of QuantInsti® conducted a session on ‘Different Components of Algorithmic Trading Systems’