EPAT Sneak Peek Lecture - How to Optimize a Trading Strategy?

1 min read

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