This event has ended
Saturday, June 22, 2019
2:30 PM to 7:30 PM GMT+5:30
Hosted by Sukanya M.
PyData Mumbai is excited to host this Algo trading event in association with QuantInsti.
QuantInsti is a leading provider of training and education in the Algorithmic and Quantitative Trading across 165+ countries along with the world's first verified certification programme. QuantInsti® closely works with many renowned industry partners and takes pride in the value that these associations add to each other and to the overall community.
To name a few, QuantInsti have created courses for the Stock Exchanges, and internationally known brokers; have conducted workshops with leading industry players and have been invited/participated in the top global industry event.
In addition to that, QuantInsti also have some of the tools & functionalities covered in their courses to offer an enhanced exposure to our users & course participants.
Pre-requisites to the workshop:
a. Momentum Trading in Forex
b. Create a momentum trading strategy using real forex markets data in Python. Do a backtest on the in-built platform and analyze the results.
Session A - 2:30 PM to 4:15 PM - By Ishan Shah
a. Asset Pricing
b. Factor Investing
Session B - 4:30 to 6:30 - By Prodipta Ghosh: Hands-on demonstration of Momentum Based Strategy (Will require a laptop for this session)
a. Introduction to the backtesting tool
b. Momentum-based investing
c. Types of Momentum: time series and cross-sectional
Please Note: The second part would require them to use their laptop.
a. Calculate the expected return from investing in an asset
b. Explain factor investing
c. Calculate the outperformance over market portfolio
Learn from him how to model data, the rules for trading, statistical parameters such as autocorrelation function and how to use statistics and machine learning to automate your trading strategies.
Strategies on Pair Trading is another area of Ishan’s expertise and he brings to the course an elaborate introduction to pair trading strategy modeling. He has a rich experience in financial markets spanning across various asset classes in different roles. He has worked with Barclays in the Global Markets team & with Bank of America Merill Lynch.
PGDM, IIM Lucknow
Prodipta is an expert in R, Python and Quantitative Trading Techniques. He has a knack for everything quant & has been able to meet complex theory with practice. He delivers sessions on programming concepts & relating financial computing with financial markets.
Prodipta is a seasoned quant and currently leads the Fin-tech products and platforms development at QuantInsti as its Vice President.
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 has conducted lectures/workshops for various institutes/corporates across South East Asia including Kenanga, Malaysia, IIM Ahmedabad, IIT Chennai and NTU, Singapore.