About the Session
Learn to create a trading algorithm from scratch and test on real market data. Learn about all the fundamental components of creating a trading algorithm. This session will explain various trading strategy paradigms like momentum trading and mean reversion with examples.
- The spectrum of strategies
- Momentum based strategies vs Mean reversion based strategies
- Components of a trading algorithm
- An example of momentum based algorithm
- An example of mean-reversion based algorithm
- Importance of back-testing and forward-testing
- Interactive Q&A
About the Speaker
Ashutosh Dave (Senior Associate, Content & Research at QuantInsti)
Ashutosh has more than a decade of experience in the area of financial derivatives trading and quant finance. Apart from contributing to the overall content development at QuantInsti, he teaches Python in our flagship programme EPAT.
He has worked as a derivatives trader specializing in trading interest rates and commodities with a proprietary trading firm in London for several years before joining QuantInsti. His key areas of interest include applying advanced data science and machine learning techniques to financial data.
Ashutosh holds a Masters in Statistics with distinction from the London School of Economics (LSE) and is a Certified FRM (GARP). He is the co-author of the book “A rough and ready guide to Algorithmic Trading (QuantInsti, 2020)”.
This event was conducted on:
Thursday, July 22, 2021
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT