The Gateway to Algorithmic and Automated Trading

Algorithmic Trading Strategies - Online Workshop

WBS Training

16 Mar 2017

online

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

Final Project

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

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