At QuantInsti, our mission has always been to deliver quality education and empower technology to democratize the world of algorithmic trading. By forging impactful collaborations and hosting industry-leading events, we continue to inspire innovation and knowledge-sharing in the financial domain. This season has been a remarkable journey filled with insightful webinars, strategic partnerships, and community gatherings—all aimed at driving progress in quantitative trading.
Table of Contents
- IBKR Webinars: Unlocking India’s Growth Potential
- ICE and HKML Events: Global Perspectives on Finance
- QuantConvention 2024: From Ideas to Action
- AlgoX Convention 2024: Empowering Traders through Innovation
- Quant Edge - IV by PhillipCapital India: Reimagining Asian Markets
- AMNI StockTech: Empowering Algorithmic Trading with BlueShift
- Hands on Learning with StockEdge
Educational Institutional Events
- HEC Paris and Ecole Polytechnique: Momentum Trading for the Next Generation
- AIMS-DTU: Innovation Meets Education
- Indian Institute of Technology, Bombay: Engaging the Quant Community
Let’s take a look back at some of the key highlights and events that defined this season.
Industry Events
QuantInsti's industry events in 2024 showcased innovation and expertise in algorithmic trading, bringing together professionals, institutions, and market leaders to discuss advancements and real-world applications of trading strategies.
IBKR Webinars: Unlocking India’s Growth Potential
Navigating India: Effective Strategies for Emerging Markets
In collaboration with HKEX, Interactive Brokers (IBKR), and MSCI India, QuantInsti hosted a highly informative webinar titled “Navigating India: Effective Strategies to Capture the Best Structural Growth Opportunity in Emerging Markets.” Led by Ishan Shah, Lead for Research and Content at Quantra, this session delved into India’s unique market dynamics and opportunities for structural growth. Ishan outlined actionable strategies to navigate emerging markets, providing attendees with deep insights into India’s economic trajectory. The webinar also highlighted how participants can align their trading strategies to capitalize on these opportunities, bridging theoretical knowledge with practical applications.
For more details: ibkrcampus.com/campus/webinars/navigating-india-effective-strategies-to-capture-the-best-structural-growth-opportunity-in-emerging-markets/
ICE and HKML Events: Global Perspectives on Finance
Hong Kong Quantitative Community Gathering
QuantInsti partnered with ICE, HKML, and HKUST to bring together the Hong Kong Quantitative Community for an engaging gathering of professionals, academics, and industry leaders. Represented by Rajib Ranjan Borah, Co-founder of iRage Capital, this event emphasized advancements in quantitative finance and algorithmic trading strategies. Rajib, with his wealth of experience in risk management and portfolio optimization, led discussions on the evolving role of quantitative tools in the global financial ecosystem. The event also served as a platform for networking and idea exchange, fostering innovation in trading technologies and methods.
Find out more: ice.com/events/hongkong-quantitative-community-gathering
QuantConvention 2024: From Ideas to Action
Pre-Event Webinar and Knowledge Partnership with QuantConvention
As a proud knowledge partner for QuantConvention, QuantInsti played a pivotal role in setting the tone for this flagship event in the quantitative trading community. Akshay Choudhary, a Quantitative Analyst at QuantInsti, conducted a pre-event webinar that introduced key themes and concepts in algorithmic trading. At the main event, Akhilesh, India Sales Head at QuantInsti, showcased the transformative potential of our EPAT program in preparing aspiring traders to excel in quantitative finance. The partnership underscored our commitment to advancing education and fostering a skilled trading community.
Learn more: quantconvention.com
AlgoX Convention 2024: Empowering Traders through Innovation
The AlgoX Convention featured an impactful session by Prodipta Ghosh, Vice President at QuantInsti, who presented an in-depth analysis of option chains through the lens of rich/cheap valuation. Prodipta’s expertise in programming and financial computing enabled participants to explore advanced methodologies for identifying mispriced options. The session highlighted practical applications of theoretical models, making it an invaluable resource for traders looking to enhance their decision-making capabilities in volatile markets.
Event details: algoxconvention.com
Quant Edge - IV by PhillipCapital India: Reimagining Asian Markets
QuantInsti collaborated with PhillipCapital India for the Quant Edge IV Seminar, where Mahavir Bhattacharya, a leading expert in derivatives and options trading, delivered an engaging session. Mahavir covered NIFTY price range predictions, effective strategy creation, and the use of India VIX for volatility insights. This seminar was designed to benefit traders of all experience levels, showcasing how quantitative tools can support data-driven decisions and improve trading outcomes.
More about the event: linkedin.com/posts/phillipcapital-india_quant-phillipcapital-seminar-activity-7254404236921237504-eCMg
AMNI StockTech: Empowering Algorithmic Trading with BlueShift
The ANMI StockTech event provided a platform for QuantInsti to demonstrate the capabilities of Blueshift SaaS, our state-of-the-art backtesting and strategy development platform. Represented by Prodipta Ghosh and Akil Tinwala and Mohit, the team showcased Blueshift’s robust features, including its ability to design, test, and deploy strategies efficiently. The event highlighted QuantInsti’s role in driving technological innovation in financial markets, providing tools that empower traders and institutions alike.
Learn more about the same here: anmi.in/stocktech/
Hands on Learning with StockEdge
Options Backtesting Using Python Webinar
Akshay Choudhary delivered an engaging and hands-on webinar titled “Options Backtesting Using Python” in collaboration with StockEdge. Akshay provided a comprehensive guide to implementing Python for backtesting options trading strategies. The session was tailored for traders looking to leverage coding for algorithmic trading, bridging the gap between programming skills and practical trading applications. Participants walked away with actionable insights and tools to enhance their trading workflows.
Webinar details: elearnmarkets.com/webinars/options-backtesting-using-python
Educational Institutional Events
QuantInsti's collaborations with educational institutions in 2024 focused on bridging the gap between theoretical concepts and practical trading applications, empowering the next generation of quantitative analysts and enthusiasts with actionable skills.
HEC Paris and Ecole Polytechnique: Momentum Trading for the Next Generation
QuantInsti collaborated with HEC Paris and École Polytechnique to host an insightful webinar on Momentum Trading: Autocorrelation and Inefficiencies. Akshay Choudhary and Rekhit P. guided students through the fundamentals of momentum trading, covering topics such as identifying inefficiencies and testing strategies through backtesting and performance analysis. This session was designed to bridge theory and practice, providing students with actionable insights to apply in real-world trading scenarios.
Discover more: https://www.linkedin.com/posts/quantinsti_quantinsti-algotrading-democratizingtrading-activity-7254712971132624896-vxUl
AIMS-DTU: Innovation Meets Education
QuantInsti partnered with AIMS-DTU as the official knowledge partner for brAInwave 2024, an event focused on bridging the gap between finance and technology. A special webinar on Momentum Trading: Autocorrelation and Inefficiencies was hosted, where QuantInsti shared practical insights into trading strategies. The session highlighted how autocorrelation plays a role in momentum trading and how inefficiencies can be leveraged.
Manusha Rao delivered sessions that showcased the applications of machine learning in trading. The event marked QuantInsti’s dedication to empowering future quantitative analysts.
More details: https://www.linkedin.com/posts/aims-dtu_aims-dtu-is-thrilled-to-announce-quantinsti-activity-7255489012482637824-_iHE
Indian Institute of Technology, Bombay: Engaging the Quant Community
QuantInsti joined the Quant Community at IIT Bombay for an engaging session on Momentum Trading: Autocorrelation and Inefficiencies. Rekhit P. led the session, delving into why momentum trading works, the role of autocorrelation, and how traders can exploit market inefficiencies. Attendees were provided with actionable insights and a hands-on understanding of the concepts driving modern trading strategies.
Explore more: https://www.linkedin.com/posts/quantinsti_quantinsti-algotrading-democratizingtrading-activity-7254712971132624896-vxUl/
At QuantInsti, our commitment to delivering quality education and empowering technology is reflected in our collaborations with renowned institutions and industry leaders. Together, we drive the future of algorithmic trading by fostering innovation and knowledge-sharing through strategic alliances and impactful events.
Stay tuned for more events and collaborations as we continue to redefine the future of algorithmic trading.
Learn more about our collaboration and past events here: https://www.quantinsti.com/associates
