Thursday, February 27, 2020
8:00 AM ET | 6:30 PM IST | 9:00 PM SGT
We have received multiple requests from interested individuals to have a brief idea or a demo lecture to get a feeler of a typical EPAT lecture. Though one lecture might not give you the exact indication of the entire comprehensive curriculum and the 6-month long duration, it surely opens up a window to explore a representative session.
Questions this session would cater to
- What is the journey of the strategy?
- How to optimize a strategy for better returns?
- How to create safer strategies?
- A hint of what would be covered in EPAT®
Session Outline
- Conceptualizing the strategy
- Creating the strategy model
- Taking it to a platform to backtest
- Strategy optimization
- Execution in a simulated environment
About the Speaker
Prodipta Ghosh (Vice President, QuantInsti)
Prodipta leads the Fin-tech products and platforms development at QuantInsti.
He has spent more than a decade in the banking industry – in various roles across trading and structuring desks for Deutsche Bank in Mumbai & London, and as a corporate banker with Standard Chartered Bank. Before that, Prodipta worked as a scientist in India’s Defence R&D Organization (DRDO).
He is a graduate with a B.E. in Mechanical Engineering from Jadavpur University and has a postgraduate degree in management from IIM Lucknow.
Presentation
You can check out the powerpoint presentation for this webinar here:
Code files available on QuantInsti GitHub:
- opening_range_base.py
- opening_range_optimized.py
- 20200227_deep_dive.R
- 20200227_EPAT_trading_strategies.pdf
