By QuantInsti
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
Webinars and Workshops by QuantInsti
- AI for Portfolio Management Webinar By Dr Thomas Starke
- Trading in the Age of AI: How to Stay Ahead
- Implementation of Machine Learning in Momentum Trading by Varun Pothula
- Algorithmic Trading with Python: Integrating with Various Brokers and Platforms
- Beyond Basics: Strategic Trading with Implied Volatility and Skew
- Avoid These Costly Algo Trading Mistakes: Expert Insights from Jay Parmar
- Inside Algorithmic Trading: Navigating Data, Technology, and Strategy with Expert Guidance
- Reinforcement Learning in Finance: Unlocking AI-Driven Trading Strategies with Dr. Paul Bilokon
- Trading Using LLM: Generative AI and Sentiment Analysis for Finance
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: https://www.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: https://www.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: https://www.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: https://www.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: https://www.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: https://www.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: https://www.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/
Webinars and Workshops by QuantInsti
QuantInsti hosts Free Learning Sessions featuring prominent industry leaders who share their insights and expertise. These sessions often attract around 10,000 registrations and 5,000 attendees, helping us bring our mission to life by reaching a wide audience. While some events are exclusively available to EPAT alumni, the majority are open to everyone, ensuring broad access to cutting-edge knowledge in algorithmic trading.
Here is a list of webinars and workshops that were held in 2024.
AI for Portfolio Management Webinar By Dr Thomas Starke
In the AI for Portfolio Management Webinar with Dr. Thomas Starke, the participants had the opportunity to unravel the secrets of leveraging AI in portfolio management and explored cutting-edge strategies.
Trading in the Age of AI: How to Stay Ahead
The AI-Powered Trading Workshop 2024, held on March 21, was an incredible gathering of minds exploring the exciting intersection of artificial intelligence and trading. The event was packed with thought-provoking discussions and insightful contributions from participants. In this workshop, answers to the below questions were discussed in detail.
Speakers:
- Dr. Ernest Chan (CEO at PredictNow.ai, Canada)
- Stefan Jansen (Founder & Lead Data Scientist at Applied AI, USA)
- Nitesh Khandelwal (Co-Founder at iRage & QuantInsti, India)
- Bert Mouler (CEO at Profluent Trading, Puerto Rico)
- Mark Sison (Active Trader VIP Specialist at Fidelity Investments, USA)
- Mr. Ishan Shah (AVP, Content & Research at QuantInsti, India)
- Mr. Richard Harrison (Quant Trader, USA)
- Mr. Rekhit Pachanekar(Quant Analyst at QuantInsti, India)
Implementation of Machine Learning in Momentum Trading by Varun Pothula
With this informative workshop by Varun Pothula (a Quantitative Analyst at QuantInsti), various concepts covering machine learning in momentum trading were explored such as:
- Momentum trading strategies
- Integrating ML seamlessly into trading practices
- Practical applications with real-world examples
Algorithmic Trading with Python: Integrating with Various Brokers and Platforms
This webinar by Varun Pothula (a Quantitative Analyst at QuantInsti), was designed to provide a comprehensive introduction to algorithmic trading using Python. We will explore how to integrate Python with popular trading platforms and brokers, including Interactive Brokers, TradingView, MT5, and Amibroker. Participants will gain practical insights into automating trading strategies and executing trades across different platforms.
Beyond Basics: Strategic Trading with Implied Volatility and Skew
This comprehensive webinar on implied volatility (IV) and volatility skew by Akshay Choudhary, (Quantitative Analyst at QuantInsti) brings extensive knowledge from his experience as a Quantitative Analyst and his background in data science. Whether you're a seasoned trader or just starting in the trading domain, this session offers deep insights into mean reversion, practical trading strategies, and the intricacies of volatility skew. It is perfect for anyone looking to refine their trading approach and better understand market dynamics.
Avoid These Costly Algo Trading Mistakes: Expert Insights from Jay Parmar
In this informative webinar, you will find the most common mistakes that algorithmic traders encounter and offer expert strategies to help you avoid them. From psychological pitfalls to technical errors, Jay Parmar, a seasoned Quant Researcher at iRage, shares practical insights that will enhance your trading skills. Whether you're new to algo trading or a seasoned pro, this session is packed with valuable tips to help you trade smarter and more effectively.
Inside Algorithmic Trading: Navigating Data, Technology, and Strategy with Expert Guidance
In this panel discussion, moderated by Nitesh Khandelwal, Co-Founder and CEO of QuantInsti, experts Kyle Balkissoon, Peter Hafez, and Yashas Khoday explore key aspects of algorithmic trading.The panel explores how data, technology, and cloud adoption have revolutionized retail trading, enabling ready-made codes and SaaS tools. It covers AI, machine learning, NLP, big data, compliance, and backtesting while addressing key challenges and future trends in algo trading. Popular queries include the relevance of technical indicators, balancing market versus limit orders, financial astrology, and the performance of quant strategies versus traditional ones.
Reinforcement Learning in Finance: Unlocking AI-Driven Trading Strategies with Dr. Paul Bilokon
In this video, Dr. Paul Bilokon introduces reinforcement learning (RL), from its origins in the Industrial and Digital Revolutions to modern AI.
Dr. Paul Bilokon, CEO of Thalesians Ltd, is a leader in quantitative finance, algorithmic trading, and machine learning, driving fintech innovation and advancing education as a faculty head at the Machine Learning Institute.
He explains RL fundamentals—agents, actions, rewards—its multidisciplinary scope, and contrasts it with supervised learning. Using games like Checkers and Go, he illustrates policies, value functions, and trial-and-error learning, discusses financial applications, and suggests resources. Ideal for beginners and professionals alike.
Trading Using LLM: Generative AI & Sentiment Analysis for Finance
In this insightful webinar, Dr. Ernest Chan, a leading figure in algorithmic trading, and Dr. Hamlet Medina, an expert in financial modelling and machine learning, discuss the powerful applications of Large Language Models (LLMs) in finance. The session covers the fundamentals of LLMs, their growing importance in financial modelling, and their role in trading strategies.
Key topics include using sentiment analysis for market insights, generative AI for strategy development, and tools like FinBERT and Whisper for sentiment scoring and speech-to-text conversion. The experts also explore real-world applications and address frequently asked questions about deep learning in financial contexts.
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
