Alpha Generation: Controlling Intraday Risk Profile [WEBINAR]

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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.

 

Stephanie Toper

-Director of portfolio analytics, PortfolioEffect

Stephanie spent 8 years as a quantitative developer at Karya Capital, UBS and Societe Generale and was a senior risk analyst at MF Global. She has extensive experience in interest rate derivatives and quantitative library development.

She holds a Master’s degree in Mathematics of Finance from Columbia University and a Master’s in Applied Mathematics and Computer Science from ENSIMAG, France.

 

Who should attend?

This webinar will be very beneficial for those who need intraday risk metrics at any frequency, portfolio optimization, portfolio backtesting and metrics forecasting. Example will be shown in Python. The session will be ideal for:

  • Researchers
  • Quant Analysts
  • Traders on Equities, ETF and Indices
  • Those who are looking for backtesting strategies
  • Python coders interested in financial markets

About PortfolioEffect

PortfolioEffect service offers portfolio optimization, portfolio backtesting, metrics forecasting and intraday risk metrics through 4 APIs: Python, R, Matlab and Java. The uniqueness of our service is that all calculation are done using high frequency market data which benefits low and high frequency traders. We cover 8,000+ US Equities (stocks, indices, ETFs). Clients can also upload their own market data. PortfolioEffect service employs latest advances in high frequency market microstructure theory to make classic portfolio risk and optimization results available intraday at tick-level resolution. It uses automated model pipeline to process high frequency price returns in a streaming fashion.

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Implement Algo Trading coded in Python using Interactive Brokers API

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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…)

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Informative Session about Algorithmic Trading [WEBINAR]

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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…)

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

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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…)

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Implement Algo Trading Strategies in Live Markets

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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…)

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

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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…)

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Impact of Recent Market Events on Algorithmic Trading [WEBINAR]

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Date and Time

Tuesday, July 19, 2016

06:00 PM IST | 08:30 PM SGT | 12:30 PM GMT

Introduction

Recent global event such as Brexit and the subsequent volatility in the currency market has spooked a lot of investors. Increase in Risk aversion following such an event is a natural outcome, as market participants exercise caution while trading.

However, even during such tumultuous times, automated traders are having a field day. According to media reports, hedge funds using algorithmic trading are regularly outperforming the manual traders, and especially during such stressful market conditions.

(more…)

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Quantitative Trading Using Sentiment Analysis [WEBINAR]

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Date and Time

Tuesday, June 28, 2016

04:00 PM GMT | 12:00 PM EST | 09:30 PM IST

About Sentiment Analysis

Sentiment Analysis. also known as opinion mining, is the process of computationally identifying and categorizing opinions expressed in a piece of text, especially in order to determine whether the writer’s attitude towards a particular topic, product, etc. is positive, negative, or neutral. The analysis finds significant prominence in social media, stock markets, law, policy making, sociology and even customer service.

(more…)

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Informative Session about Algorithmic Trading [WEBINAR]

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Date and Time

Tuesday, May 24, 2016

06:00 PM IST | 08:30 PM SGT | 12:30 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…)

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Algorithmic Trading in India: A Guest Lecture by Symphony Fintech CEO Mr. Praveen Gupta [WEBINAR]

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Date and Time

Sunday, May 8, 2016

10:00 AM IST | 12:30 PM SGT | 04:30 AM GMT

Venue

Online and QuantInsti Mumbai Office

About Webinar

In emerging markets of Asia, Africa and South America, Algorithmic Trading is getting a lot of attention among active traders. Their participation in automated trading has grown significantly with changing markets. The number of exchanges that allow Algorithmic Trading for active players and the types of automated softwares available for active traders have multiplied worldwide. (more…)

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