[WEBINAR] Risk Management: Maximising Long-Term Growth

Thursday, October 25, 2018 at 6:30 PM IST | 13:00 PM GMT | 9:00 PM SGT

Session Outline

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

Presentation

You can check out the powerpoint presentation for this webinar here:

Python code

You can download the python code presented in the webinar here:

Download Code

Speaker

Marco Nicolás Dibo (CEO, Quanticko Trading)

marco

 

Marco has spent his career as a trader and portfolio manager, with a particular focus on equity and derivatives markets.

He specializes in quantitative finance and algorithmic trading and currently serves as head of the Quantitative Trading Desk of Argentina Valores S.A. Marco is also the Co-Founder and CEO of Quanticko Trading S.A., a firm devoted to the development of high-frequency trading strategies and trading software. Marco holds a BS in Economics and an MSc in Finance from the University of San Andrés. Marco has been a successful EPAT™ alumnus and has authored a project on Pair Trading Strategy and Backtesting using Quantstrat as a part of the coursework.

 

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