THURSDAY, OCTOBER 1, 2020
10:00 AM ET | 7:30 PM IST | 10:00 PM SGT
As they say, knowledge is the greatest gift in life. While celebrating our 10 years of existence, we’ve planned this series to thank our community. We are thankful to you from the bottom of our heart for showing the love & support in our journey over the years!
About the Session
This is the third webinar of our #10YearsOfQuantInsti series.
In this hands-on masterclass, create an algorithmic trading strategy and implement it in live markets. Explore the universe of trading strategies, create a sample strategy, backtest it, and analyse the results.
Learn to use APIs and wrappers such as IBridgePy to connect with brokers such as Interactive Brokers, TD Ameritrade and Robinhood, to paper trade and live trade. The participants are expected to have some familiarity with a programming language and know the basics of financial markets.
After successfully completing the session, you will be awarded the Certificate of participation.
Dr Hui Liu
(Founder, Running River Investments LLC, Author of IBridgePy)
Dr Liu is the Founder of Running River Investments LLC, which is a private hedge fund that specializes in the development & implementation of various automated trading strategies. He is also the author of IBridgePy, which is a flexible and easy-to-use Python package that talks to Interactive Brokers C++ API. IBridgePy does not re-implement the API of IB. It only makes a wrapper around IB’s C++ API so that Python can call the C++ API directly.
(Quant Researcher, QuantInsti)
Aditya is working with the Product & Content Teams at QuantInsti, where he focuses on developing growth avenues to achieve the desired scalability. Previously, he has worked in the domain of Alternative Investments and has traded various Fixed Income & Commodity derivatives across exchanges in the world for a proprietary trading desk. He has also been a part of the Quantitative Research team at a publicly listed finance company.