[WEBINAR] Introduction to Machine Learning for Quantitative Finance

Thursday 15th June, 8:30 PM IST | 8:00 AM PST | 11:00 AM EST

Introduction to Machine Learning

Everyone is talking about Machine learning these days. This exciting webinar on Machine Learning will take you through the basics of machine learning, it will cover the cool features of the Quantiacs toolkit, and illustrate how to create and test machine learning strategies using Quantiacs.

Session Outline

  • An Overview of Machine Learning
  • The Machine Learning Process
  • Various Features of Quantiacs toolkit
  • Applying Machine Learning to Futures Data Using Quantiacs
  • Discussing Results
  • Machine Learning Tips and Pitfalls
  • Questions and Answers


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[WEBINAR] Can we use mixture models to predict market bottoms?

Tuesday 25th Apr, 8:30 AM MST | 8:00 PM IST

 Mixture Models to Predict Market Bottoms

The webinar will explain Mixture Models and explore its application to predict an asset’s return distribution and identify outlier returns that are likely to mean revert.

The webinar will cover

  • Why bother? Motivating experimentation with Mixture Models
  • How do Mixture Models work? (An intuitive explanation)
  • Designing the Research Experiment (How do we answer the original question?)
  • Define the strategy
  • Evaluate the strategy
  • Conclusions
  • Further Areas to Explore
  • Resources


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

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


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[WEBINAR] Trading in Live Markets using R

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.


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[WEBINAR] Implied Volatility: From Theory to Practice

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)
  • How to use Implied Volatility
  • A few of the numerous trading strategies that exploit various characteristics of IV
  • Available online resources i.e. academic and practitioner research
  • 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!


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

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…)

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Alpha Generation: Controlling Intraday Risk Profile [WEBINAR]

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…)

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Implement Algo Trading coded in Python using Interactive Brokers API

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.


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Informative Session about Algorithmic Trading [WEBINAR]

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


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

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.


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