Complete Recording
Check out the complete recording of the webinar here:
About the event
QuantInsti will be hosting one-of-a-kind webinar with three leading experts from across the globe. Register for the webinar to learn to trade fundamentals profitably, understand the challenges surrounding High-frequency data analysis, discover the opportunities and gotchas in Futures trading, and view a live demonstration of a step-by-step tutorial on one of the most popular trading strategies, the Pairs trading strategy!
Don’t miss out on this opportunity to learn from the market practitioners themselves!
| # | Topic | Speaker |
| 1 | Sources for fundamental data |
Deepak Shenoy
|
| 2 | The different things that might impact a stock price (profits, sales data etc.) | |
| 3 | What should you watch out for in a back-test when it comes to price correlations | |
| 4 | High-frequency data for quant analysis |
Maxime Fages
|
| 5 | Challenges of vectorised analysis and out-of-core processing | |
| 6 | Futures trading - opportunities and gotchas | |
| 7 | Value at risk (VaR) vs Expected Shortfall (ES) | |
| 8 | Downloading prices from Quandl |
Marco Nicolás Dibo
|
| 9 | Pairs trading strategy |
Who should attend?
- Equity analysts and Researchers
- High-Frequency quant traders
- Quant developers
- Futures traders
- Technical analysts
- Students and academicians
About the Speakers
Deepak Shenoy (Founder and CEO, Capitalmind)
An entrepreneur with over 16 years of experience in technology and financial markets, Deepak Shenoy is the founder and CEO of Capitalmind, India’s best site on Money, Markets, and Trading. Deepak specializes in Financial Markets, Big Data, Analysis, Visualization, Software Programming, Architecture and Design, Business Analysis, Strategy.
In the past, Deepak has consulted with iCreate Software, helping them with Regulatory Reporting. Deepak has worked with Estee Advisors in the Quant Strategies area. Deepak was also the founder of Moneyoga.com, a startup focusing on stock market investors. Prior to that, he was a CEO, India at Flovate Technologies (since sold to WNS) and CEO and Co-Founder at Agni Software, Bangalore. Deepak holds an engineering degree in Computer Science from the National Institute of Technology, Karnataka.
Maxime Fages (Founder, Golden Compass Quantitative Research)
Maxime’s career has spanned across the strategic aspects of value and risk, with a particular focus on trading behaviors and market microstructure over the past few years. He embraced a quantitative angle in M&A, fund management and currently, corporate strategy. Maxime holds an MBA from INSEAD and an MSc, Engineering from Ecole Nationale Superieure d’Arts et Metiers. Maxime has been a successful EPAT™ alumnus and has co-authored a project on Development of Cloud-Based Automated Trading System with Machine Learning as a part of the coursework.
Marco Nicolás Dibo (CEO, Quanticko Trading)
Marco has spent his career as a trader and portfolio manager, with a particular focus on equity and derivatives markets. He specializes in quantitative finance and algorithmic trading and currently serves as head of the Quantitative Trading Desk and Vice-president of Argentina Valores S.A. Marco is also the Co-Founder and CEO of Quanticko Trading S.A., a firm devoted to the development of high-frequency trading strategies and trading software. Marco holds a BS in Economics and an MSc in Finance from the University of San Andrés. Marco has been a successful EPAT alumnus and has authored a project on Pair Trading Strategy and Backtesting using Quantstrat as a part of the coursework.
This event was conducted on:
Tuesday, February 21, 2017
7:00 PM IST | 9:30 PM SGT | 10:30 AM ART
