Algo Conference

7th Edition | Online Conference 

Date: 20-21-22 November 2020

Finbridge Algo Conference is India’s 1st and leading conference in Algorithmic Trading space. Started in 2015, since then we have not looked back. We have successfully delivered our 6 editions of Algo Conference. Due to covid-19 our 7th Edition of Algo Conference will be organised Online. Finbridge Algo Conference helps you to keep up with the industry. Finbridge Algo Conference aims to bring together leading algorithmic trading experts, quants and researchers to exchange and share their knowledge and experiences. 

Speakers

Praveen Gupta

Praveen Gupta

CEO - Symphony Fintech

Manish Jalan

Manish Jalan

Co-Founder & Quant Head - Samssara

Robert Carver

Systematic Futures Trader and Writer

Yuvraj Thakker

Managing Director - BP Wealth

Tejas Khoday

Tejas Khoday

Co-Founder & CEO - FYERS

Abhijit Biswas

Director - IIQF & Quant Professional

Vagaram

Vagaram Chowdhary

Founder - Inuvest Technologies

Sonam Srivastava

Sonam Srivastava

Founder - Wright Research

CEO - AAA Quants

MD & CEO - NeuralTechSoft

Kapil Marwaha

Managing Director - True Data

Jp Gupta

Managing Director - Comtel

Hrishav Sanghvi

Founder - Arque tech

Vibhore Gupta

President - Findoc Financial Services Group

shivaram

Co-Founder - Curl Capital

Sandeep Tyagi

Chairman - Estee

Kusal Kansara

Co-Founder - Curl Capital

GS Chawla1

Director - Mastertrust

Prateek

CEO - Capstem

Pavan

Chief investment Officer - Capstem

PS Praveen

Country Manager - Transaction Network Services Inc.

Kannan S

President – CQF Institute Mumbai Society

Gaurav Mahajan

Quant – PHI 1

Sessions

Speaker: Abhijeet Biswas 

  • Understanding Algorithmic Trading
  • Myths and Benefits of Algorithmic Trading
  • Algorithmic Trading Development Cycle
  • Algorithmic Trading Infrastructure
  • Skill Set for Algo Trading
  • Careers in Algorithmic Trading

Speaker: Vagaram Chowdhary

  • Technical Indicators
  • Statistical models 
  • Position sizing
  • Exit and rebalancing

Speaker: Robert Carver

  • What makes a good system
    – Technology
    – Backtesting and fitting
    – Execution
    – Operational and risk management
    – Sticking to the system
  • Getting started with systematic trading

Speaker: Manish Jalan

  • Most algorithmic trading strategies uses various combinations of technical studies and other factors to develop strategies in short, medium to long term horizon.
  • Various live practical examples from the market and how it effect the overall profitability of the strategy will also be discussed.
  • Audience will be able to relate their day to day trading with key statistics parameters and comprehend the do’s and dont’s of algorithmic trading.
  • Presentation will also cover statistics in Options Market where price series have non-linear behaviour due to Options greeks involved. 
  • Importance of statistics like standard deviations, correlations, mean and sharpe ratios which playsvital role in making a strategy long term profitable will be discussed.
  • Large drawdowns and big flattish periods in algorithms can be avoided by using various mix of technicals with statistical factors.
  • Alpha is often generated in Algorithmic trading when a mix of various statistics are applied both at the strategy level and portfolio level analytics.
  • A technical algorithms can be made massively profitable if statistics is added to it in a systematic way.
  • There are hidden statistics which if not taken into consideration cannot make an algorithm profitable.

Speaker: Sonam Srivastava

  • Tactical Asset Allocation is an investment style where allocation to various asset classes is actively balanced based on market regimes. 
  • The aim of the strategy is to to maximize portfolio returns while keeping market risk to a minimum, as compared to a benchmark index.
  • The market regimes to be used are modeled using macroeconomic variables and short term technical signals. In a trending market regime risky assets like equities get higher allocation while in a risky market bonds and gold get higher allocation. 
  • A tactical asset allocation strategy also tries to maximize the returns within the equity allocation choosing the best stock mix using equity market factors and modelling their behavior in various regimes.

Speaker: Vibhore Gupta

  • Importance of Order Management System.
  • How poor OMS can fail profitable strategy.
  • How to design effective order management system.
  • Impact of Order Management System over  strategy performance.
  • Execution efficiency of Order Management System.
  •  

Speaker: Mahendra Mehta

  • Introduction.
  • What is adaptive learning?
  • Advantages for adaptive learning.
  • How AI is deployed in adaptive learning.
  • Examples from the Indian Market.
  • Summary results.

Speaker: Dr Tom Starke

  • The Difference between Conventional and Financial Learning.
  • Optimisation Strategies.
  • Rethinking the Way Train and Test Data are Used.
  • Boost the Sharpe Ratio with a Parameter Portfolio.

Speaker: Yuvraj Thakker

Speaker: Hrishav Sanghvi

  • Crude Oil Scalping strategy – Impact of poor execution and slippage.
  • Algo Risk management.
  • Algo Regulations.
  • Popular Algo platforms in India.
  • Beginner and Institutional Architectures.
  • How to setup an Algo desk?
  • Predatory Bidding strategies.

Speakers: Shivaram K R and  Kusal Kansara

  • How data is generated in huge quantities, mainly alternate data.
  • Types of data and what kind of information can be found.
  • The insights are stored in the data and have to be extracted.
  • AI based models to create indicators.
  • How to effectively do backtest to prevent overfitting.
  • How to use ML on financial time series.

Speaker: Sandeep Tyagi

  • What to automate and what to keep manual in an algo strategy?
  • How to optimize using back testing?
  • Managing risk of algo errors.

Speakers: Prateek Parashar and Phani Pavan Oruganti       

  • How do we model for regime shifts; volatility regimes, price regimes and structural regimes.
  • Adjusting to stock behavior; Each stock exhibits different characteristics that have to be considered in models.
  • Usage of statistics to optimize trades, how to rely of statistics to aid technical study/factors.
  • Risk reward and position sizing; most important aspect of trading. How to trail SLs and manage risk. 
  • How to manage Delta of a trade. 
  • How we overfit and also do not backtest in different market conditions to check for robustness.

Speaker: Kannan Singaravelu       

  • A step by step guide to the data science workflow.
  • Sequence modeling for time series.
  • The problem of short-term memory.
  • Building a trading strategy using neural networks.
  • The hype and promise of AI

Speaker: Gaurav Mahajan       

  • The Math/Logic behind the Strategy.
  • How to implement it
  • Selection of Securities to run
  • Risk/Reward Characteristics of the Strategy.
  • How to Construct a Long/Short Hedged Portfolio.

Timings of sessions to be updated soon....

TICKETS

Offers from our partners:

Open your account with FYERS and get ₹1500/- CASHBACK  on your Algo Conference  2020 ticket. Use the link below to proceed. Account opened from this link only will be eligible for the offer.

(Note: The offer is valid for  only 50 people till 11 October. ). Once you open your account contact at : 9892807934 for the CASHBACK.

LINK: https://partners.fyers.in/ALGO-CONFERENCE-2020

 

 

Enroll for the professional Algo Trading Courses at Indian Institute of Quantitative Finance. Get 25% discount on various courses by showing the Finbridge Algo Conference 2020 ticket. 

Link: https://www.iiqf.org/

Enroll for the professional Algo Trading Courses at Indian Institute of Quantitative Finance. Get 25% discount on various courses by showing the Finbridge Algo Conference 2020 ticket. 

Link: https://www.iiqf.org/

 

 

Sign up for a PHI 1 account  and get  30% on all PHI 1 plans for the 1st Year by showing  the Finbridge Algo Conference 2020 ticket.

 Registration Link – https://www,phi1.io

Note: Once you register, send your Algo Conference ticket at: support@phione.io to avail your 30% discount

 

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