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
- Further Areas to Explore
Quantitative researcher, Python developer, CFA charterholder, and founder of Blackarbs LLC, a quantitative research firm.
Six years ago he learned to code using Python for the purpose of creating algorithmic trading strategies. Four years ago he decided to self publish his research with a focus on practical, reproducible application.
Now he continues his open research initiatives for a growing community of traders, researchers, developers, engineers, architects and practitioners across various industries.
He attained a BSc in Economics from Northeastern University in Boston, MA and received the Chartered Financial Analyst (CFA) designation in 2016.
Who should attend?
- Traders/quants/analysts interested in algo trading research
- Python/software/strategy developers
- Algorithmic/Systematic traders
- Portfolio Managers and consultants
- Students and academicians
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