Q-Trade Bootcamp 2015: Quantitative, Algorithmic Trading & HFT

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  • FiveFiveFiveFive----daysdaysdaysdays BootcampBootcampBootcampBootcamp inininin pointspointspointspoints::::

    IntensiveIntensiveIntensiveIntensive ProgramProgramProgramProgram:::: Boost your experience in HFT, Artificial Intelligence, Statistical Arbitrage, Machine

    Learning, Trend following, Trading Systems, Portfolio Optimization

    RealRealRealReal tracktracktracktrack----recordsrecordsrecordsrecords:::: Tutors with real track-records and international recognized tracks

    MaterialMaterialMaterialMaterial:::: Selected theory, models and working codes in Matlab, R and Python

    NetworkNetworkNetworkNetwork:::: Connect with Quant & Algo Traders, Fund Managers, Asset Management Companies

    -Q-Trde- Bootcamp 2015

    TheoryTheoryTheoryTheory

    CodingCodingCodingCoding & & & & simulationsimulationsimulationsimulation

    RealRealRealReal trading trading trading trading strategiesstrategiesstrategiesstrategies

    The The The The QQQQ----TradeTradeTradeTrade bootcampbootcampbootcampbootcamp isisisis practicalpracticalpracticalpractical,,,, interactiveinteractiveinteractiveinteractive, business, business, business, business

    orientedorientedorientedoriented and with an and with an and with an and with an optimaloptimaloptimaloptimal balance balance balance balance betweenbetweenbetweenbetween::::

    Quntitative, Algorithmic Trding and HFT

    May 11May 11May 11May 11----15, 2015 15, 2015 15, 2015 15, 2015

    MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)

    Gold sponsor :Gold sponsor :Gold sponsor :Gold sponsor :

    DayDayDayDay 3 (3 (3 (3 (14/05/201514/05/201514/05/201514/05/2015): ): ): ): Trading Strategies Trading Strategies Trading Strategies Trading Strategies ---- 3333

    Artificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based Strategies Portfolio Optimization Portfolio Optimization Portfolio Optimization Portfolio Optimization

    DayDayDayDay 4 (4 (4 (4 (15/05/201515/05/201515/05/201515/05/2015): High ): High ): High ): High FrequencyFrequencyFrequencyFrequency TradingTradingTradingTrading Market Market Market Market MakingMakingMakingMaking StrategiesStrategiesStrategiesStrategies Market Volume Market Volume Market Volume Market Volume analysisanalysisanalysisanalysis HFT HFT HFT HFT basedbasedbasedbased on on on on OrderOrderOrderOrder ImbalanceImbalanceImbalanceImbalance

    QQQQ----TRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCE

    Induction day (11/05/2015)Induction day (11/05/2015)Induction day (11/05/2015)Induction day (11/05/2015) Programming 101Programming 101Programming 101Programming 101

    Quantitative Quantitative Quantitative Quantitative AnalysisAnalysisAnalysisAnalysis

    RiskRiskRiskRisk Management Management Management Management

    Trading Systems structureTrading Systems structureTrading Systems structureTrading Systems structure

    Day 1 (Day 1 (Day 1 (Day 1 (12/05/201512/05/201512/05/201512/05/2015): Trading Strategies ): Trading Strategies ): Trading Strategies ): Trading Strategies ---- 1111

    Dispersion Trading and Correlation Dispersion Trading and Correlation Dispersion Trading and Correlation Dispersion Trading and Correlation ModellingModellingModellingModelling

    Trend Trend Trend Trend FollowingFollowingFollowingFollowing strategiesstrategiesstrategiesstrategies StatisticalStatisticalStatisticalStatistical ArbitrageArbitrageArbitrageArbitrage via via via via KalmanKalmanKalmanKalman FilterFilterFilterFilter

    DayDayDayDay 2 (13/05/2015): 2 (13/05/2015): 2 (13/05/2015): 2 (13/05/2015): Trading Strategies Trading Strategies Trading Strategies Trading Strategies ---- 2222

    StatisticalStatisticalStatisticalStatistical ArbitrageArbitrageArbitrageArbitrage

    #QTradeBootcamp#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp

    qtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.com

    www.qtradeBootcamp.comwww.qtradeBootcamp.comwww.qtradeBootcamp.comwww.qtradeBootcamp.com

    Hosted by:Hosted by:Hosted by:Hosted by:

  • Top Top Top Top speakersspeakersspeakersspeakers::::

    Rocco MosconiRocco MosconiRocco MosconiRocco Mosconi

    Full ProfessorFull ProfessorFull ProfessorFull Professor

    Milan Polytechnic

    Ernest P. ChanErnest P. ChanErnest P. ChanErnest P. Chan

    Managing DirectorManaging DirectorManaging DirectorManaging Director

    QTS Capital Management

    Simone SiragusaSimone SiragusaSimone SiragusaSimone Siragusa

    Managing PartnerManaging PartnerManaging PartnerManaging Partner

    Dinamis Advisor

    Yiran LiuYiran LiuYiran LiuYiran Liu

    Quant AnalystQuant AnalystQuant AnalystQuant Analyst

    FX Broker

    Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:

    Trading Professionals* Trading Professionals* Trading Professionals* Trading Professionals* who wants to delve deeper into the state-of-the-art Trading techniques

    Hedge Fund managers Hedge Fund managers Hedge Fund managers Hedge Fund managers willing to explore diversification strategies

    New hires New hires New hires New hires and jobjobjobjob----rotatorsrotatorsrotatorsrotators looking to boost their skills in Algo Trading and HFT

    Independent analysts Independent analysts Independent analysts Independent analysts and traders traders traders traders willing to turn their trading ideas into automated strategies

    PostPostPostPost----gradsgradsgradsgrads, PhDsPhDsPhDsPhDs and Quantitative ResearchersQuantitative ResearchersQuantitative ResearchersQuantitative Researchers willing to break into the Quantitative Trading and

    HFT sector

    -Q-Trde- Bootcamp 2015May 11May 11May 11May 11----15, 2015 15, 2015 15, 2015 15, 2015

    MilanMilanMilanMilan (Italy)(Italy)(Italy)(Italy)

    VenueVenueVenueVenue

    Talent Garden Talent Garden Talent Garden Talent Garden IncubatorIncubatorIncubatorIncubator

    Via Via Via Via MeranoMeranoMeranoMerano 16 , 16 , 16 , 16 ,

    55100 55100 55100 55100 Milan (ItalyMilan (ItalyMilan (ItalyMilan (Italy))))

    HFT sector

    ****such as: Quantitative Analysts, Traders, Quantitative Analysts, Traders, Quantitative Analysts, Traders, Quantitative Analysts, Traders, HFT specialists, Algorithmic Trading Strategists, Private HFT specialists, Algorithmic Trading Strategists, Private HFT specialists, Algorithmic Trading Strategists, Private HFT specialists, Algorithmic Trading Strategists, Private

    investors, Hedge Fund Managers, Financial investors, Hedge Fund Managers, Financial investors, Hedge Fund Managers, Financial investors, Hedge Fund Managers, Financial Analysts & Engineers, Portfolio & Risk Analysts & Engineers, Portfolio & Risk Analysts & Engineers, Portfolio & Risk Analysts & Engineers, Portfolio & Risk Managers. Managers. Managers. Managers.

    #QTradeBootcamp#QTradeBootcamp#QTradeBootcamp#QTradeBootcamp

    qtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.com

    www.qtradeBootcamp.comwww.qtradeBootcamp.comwww.qtradeBootcamp.comwww.qtradeBootcamp.com

    Other eventsOther eventsOther eventsOther events

    Expo Milano 2015 Expo Milano 2015 Expo Milano 2015 Expo Milano 2015

    Universal Exhibition Universal Exhibition Universal Exhibition Universal Exhibition

    May 1 May 1 May 1 May 1 October 31, 2015October 31, 2015October 31, 2015October 31, 2015

    Social Social Social Social evening:evening:evening:evening:

    Gala dinner on 14 May included in the fourGala dinner on 14 May included in the fourGala dinner on 14 May included in the fourGala dinner on 14 May included in the four----days QTrade Bootcamp days QTrade Bootcamp days QTrade Bootcamp days QTrade Bootcamp

    registration fee. Delegates guests can book the dinner by sending a registration fee. Delegates guests can book the dinner by sending a registration fee. Delegates guests can book the dinner by sending a registration fee. Delegates guests can book the dinner by sending a

    mail to: mail to: mail to: mail to: qtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.comqtrade@ikbrokers.com

  • QQQQ----TRADE BOOTCAMP PROGRAMME DETAILSTRADE BOOTCAMP PROGRAMME DETAILSTRADE BOOTCAMP PROGRAMME DETAILSTRADE BOOTCAMP PROGRAMME DETAILS

    Day 1 (Day 1 (Day 1 (Day 1 (May 12, 2015May 12, 2015May 12, 2015May 12, 2015): Trading ): Trading ): Trading ): Trading StrategiesStrategiesStrategiesStrategies

    Dispersion Trading & Correlation ModelingDispersion Trading & Correlation ModelingDispersion Trading & Correlation ModelingDispersion Trading & Correlation Modeling

    Simone Simone Simone Simone SiragusaSiragusaSiragusaSiragusa

    Volatility Modelling

    - Variance pitfalls, Exponential smoothing

    - GARCH and Leverage effect

    Correlation Modelling

    - Cluster analysis

    - Monte Carlo with covariance matrixes

    - Implied volatility arbitrage and the case of dispersion trading

    - Correlation risk and hedge fund returns

    Trend Following StrategiesTrend Following StrategiesTrend Following StrategiesTrend Following Strategies

    Giordano Giordano Giordano Giordano FrezzaFrezzaFrezzaFrezza

    Rho analysis, time series dependence on autocorrelation

    Trend following analysis and Trading Systems

    Statistical Arbitrage via Statistical Arbitrage via Statistical Arbitrage via Statistical Arbitrage via KalmanKalmanKalmanKalman FilterFilterFilterFilterRocco Mosconi & Rocco Mosconi & Rocco Mosconi & Rocco Mosconi & MattiaMattiaMattiaMatt