US$85 – US$799

PortfolioEffect Algo Trading Workshop with Python, NYC

Event Information

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Location

Fordham University Lincoln Center

140 W 62nd St

Room number: 140W-333

New York, NY 10023

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Event description

Description

NYC, Thursday, July 27th from 9am to 4pm

During the workshop, you will learn how to compute intraday risk with PortfolioEffect HFT package available on Anaconda. The complexity of tick market data will be explained. You will study how to build your own portfolio, create a strategy, backtest it, optimize it, and use vol forecasting.


Prerequisite:

Beginner knowledge of Python and finance, college level math and laptop


Agenda

9:00 AM - 9:30 AM: Welcome

9:30 AM - 10:00 AM: Introduction to tick market data

10:00 AM - 10:30 AM: Intraday risk metrics

10:30 AM - 11:00 AM: Exercise

11:00 AM - 11:30 AM: Backtesting & build your strategies

11:30 AM - 12:00 PM: Exercise with a moving average strategy

12:00 PM - 1:00 PM: Lunch break

1:00 PM - 1:30 PM: Vol forecasting

1:30 PM - 2:00 PM: Exercise on vol forecasting

2:00 PM - 2:30 PM: Break

2:30 PM - 3:00 PM: Portfolio optimization

3:00 PM - 3:30 PM: Exercise

3:30 PM - 3:45 PM: Strategies

3:45 PM - 4:00 PM: Closing remarks

FAQs

How can I contact the organiser with any questions?

info@portfolioeffect.com

What's the refund policy?

**TICKETS ARE NON-REFUNDABLE**

Partners

Fordham Quantitative Finance Society

PortfolioEffect

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Date and Time

Location

Fordham University Lincoln Center

140 W 62nd St

Room number: 140W-333

New York, NY 10023

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