Algorithmic Trading Strategies - Online Workshop
16 Mar 2017
Details: click here
Register: click here
5 week course starts: Thursday 16th March 2017
Goals: This course is for:
Professionals - Understand the mechanics of standard implementations of the single asset and portfolio based risk-premia trading strategies. Recognize pros and cons of various approaches to designing strategies and the common pitfalls encountered by algorithmic traders. Be able to devise new and improved algorithmic strategies.
Algorithmic Traders - Recognize the reasons commonly-used strategies work and when they don't. Understand the statistical properties of strategies and discern the mathematically proven from the empirical. Acquire and improve methods to prevent overfitting.
Academics/students - Gain familiarity with the broad area of algorithmic trading strategies. Master the underlying theory and mechanics behind the most common strategies. Acquire the understanding of principals and context necessary for new academic research into the large number of open questions in the area.
Location and Event Timings
This workshop is available Globally Online.
Start Time: 17.30 - 21.00 GMT
Week 1: Thursday 16th March
Topic: Overview, Math Background, Trend Following
Week 2: Thursday 23rd March
Topic: Mean-Reversion and RV trading
Week 3: Thursday 30th March
Topic: Carry and Value and Portfolio Strategies
Week 4: Thursday 6th April
Topic: Overfitting, Data snooping, and Rehash
Two week Break
Final Project Hand-In: Thursday 20th April
Week 5: Thursday 27th April (Start
Time: 17.30 - 19.00 GMT)
Final Project Review, Catch up & Feed Back Webinar Week