[WEBINAR] How to Use Financial Market Data for Fundamental and Quantitative Analysis

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

QuantInsti will be hosting one-of-a-kind webinar with three leading experts from across the globe. Register for the webinar to learn to trade fundamentals profitably, understand the challenges surrounding High-frequency data analysis, discover the opportunities and gotchas in Futures trading, and view a live demonstration of a step-by-step tutorial on one of the most popular trading strategies, the Pairs trading strategy!

Don’t miss out on this opportunity to learn from the market practitioners themselves

(more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

[WEBINAR] Trading using R on Interactive Brokers

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

Trading using R on Interactive Brokers

The session would be covering the following aspects:

  1. Installing R-studio IDE
  2. Reference sheet for the IBroker Package – https://cran.r-project.org/web/packages/IBrokers/IBrokers.pdf
  3. TWS configuration
  4. Viewing account information details in R
  5. Downloading historical data in R
  6. Printing real-time data on R console
  7. Sending predefined order using R script
  8. Sending event based order using R script

We’d be covering the points 6-8 through a trading strategy.

(more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

[WEBINAR] Implied Volatility: From Theory to Practice

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

Implied Volatility: From Theory to Practice

Volatility is a cornerstone concept in options trading, and all traders have a theory of how to trade on it, however, not everyone is clear about what it is exactly.

The webinar will cover

  • introduction to different kinds of volatility,
  • the theory behind implied volatility (IV)
  • setting up a solid foundation of how to use it in practice.
  • a few of the numerous trading strategies that exploit various characteristics of IV
  • introduction to the resources available on the internet, including academic and practitioner research, and various CBOE indexes to help you get started.

Share your questions/ queries and we will try our best to take them up in the webinar!

(more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

Career Development – Jobs in Algorithmic/HFT Trading [WEBINAR]

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

Career Advice from iRage’s Head of technology, Mr. Sunith Reddy & Director of Master Trust, Mr. Puneet Singhania

  • Different types of roles and jobs in the Quant/Algo trading space
  • What are the skill sets required to become an Algo trader?
  • What does a quant developer do?
  • How to get hired as a developer in an HFT firm?
  • What are the questions asked in an interview for a Quant/trader role?
  • Points to keep in mind while building your team for your Algo trading desk.

This webinar offers a unique chance for attendees to interact with a team of Quants & HFT developers on a one-to-one level and ask career-related queries you might have. (more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

Alpha Generation: Controlling Intraday Risk Profile [WEBINAR]

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

Webinar Date and Time

Tuesday, January 10, 2017

8:30 PM IST | 9.00 AM CST

Alpha Generation

Asset returns based on low frequency prices (e.g. end-of-day quotes) are still dominating modern portfolio analysis. To make portfolio metrics more relevant intraday and improve the precision of estimates, new data frequency needs to be explored.

In this presentation we demonstrate how using high frequency market data for portfolio risk management and optimization could improve the classic variance-bias trade-off and bring new insights to strategy backtesting.

Since high frequency prices require special handling, we discuss key components of an automatic model pipeline for microstructure noise, price jumps, outliers, fat tails and long-memory.

We conclude our presentation with an introduction to high frequency portfolio optimization built on top of intraday portfolio metrics. Examples will be shown in Python. (more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

Implement Algo Trading coded in Python using Interactive Brokers API

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

Webinar Date and Time

Thursday, November 10, 2016

8:00 PM IST | 8:30 AM CST

Did you miss Dr. Hui Liu’s webinar on Trading with Python in Live Markets in September?

No worries, because Quantinsti’s back with the webinar that eased the lives of thousands of attendees. This time, it is only getting bigger as Interactive Brokers themselves are hosting an insightful session on Implement Algo Trading coded in Python using Interactive Brokers API.

Many quant traders and researchers prefer Python algorithmic trading these days over other programming languages as Python help them build their own data connectors, execution mechanisms, backtesting engines, risk and order management system, Walk forward and Optimization testing modules.

For Individuals new to algorithmic trading, Python code is easily readable and understandable. Python is easier to write and evaluate Algo trading structures because of its functional programming approach.

(more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

Informative Session about Algorithmic Trading [WEBINAR]

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

Date and Time

Thursday, November 3, 2016

06:30 PM IST | 09:00 PM SGT | 01:00 PM GMT

Session Contents

  • An overview of the Algorithmic Trading industry
    • Current market share and volumes
    • Growth and future of Algorithmic Trading globally
    • Risk measures and technological advancements
    • How to get started – Free and cheap ways to test waters
  • EPAT – Executive Programme in Algorithmic Trading
    • What is it?
    • How is it relevant for you?
    • Why do you need to get involved?
  • Q & A – Ask an Algorithmic & Quantitative Trading Expert

(more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

Programmatic Trading in Indian Markets using Python with Kite Connect API [WEBINAR]

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

Webinar Date and Time

Tuesday, October 18, 2016

6:30 PM IST | 9.00 PM SGT | 1.00 PM GMT

Programmatic Trading in India

For traders today, Python is the most preferred programming language for trading, as it provides great flexibility in terms of building and executing strategies.

For Individuals with basic programming knowledge, Python code is easily readable and understandable. This makes it easier to write and evaluate trading strategies on Python because of its functional programming approach. Programmatic Trading can be done using Python.

(more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

Implement Algo Trading Strategies in Live Markets

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

Download webinar presentation

Webinar Date and Time

Wednesday, September 28, 2016

7:30 PM IST | 7:00 AM PT

Many quant traders and researchers prefer Python algorithmic trading these days over other programming languages as Python helps them build their own data connectors, execution mechanisms, backtesting engines, risk and order management system, Walkforward and Optimization testing modules.

For Individuals new to algorithmic trading, Python code is easily readable and understandable. Python is easier to write and evaluate Algo trading structures because of its functional programming approach.

(more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more

How To Gain A Real-Time Trading Edge With Order Flow Sequence Analysis

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+

NOFT Webinar August 2016 8

Date and Time

Tuesday, August 9, 2016

12:00 PM EST | 9:00 AM PST | 9:30 PM IST

Why you can’t afford to miss this training

Are you backtesting 200+ static parameters, hoping to create a single ‘holy grail’ automated formula that works in all market conditions? Even if you do create a formula that makes $20,000+ for few months, rest assured: as soon as the institutions, and High Frequency Trading Algorithms catch on to what you’re doing, it will no longer work.

If you want a real trading edge, you MUST understand how the institutions — who create and control up to 90% of the volume in your markets — impact the value and structure of the market on every trade you make. (more…)

Share on FacebookTweet about this on TwitterShare on LinkedInShare on Google+
Read more