Actions and Detail Panel
Systematic Trading: Design and Implementation
Mon, 5 Dec 2016, 08:30 – Tue, 6 Dec 2016, 17:30 SGT
A two-day workshop designed to provide a practical introduction to systematic trading for traders, computer science professionals, risk managers and senior executives.
Systematic or quantitative trading has existed for decades, but in the last couple of years there has been renewed interest from investors, hedge funds and traders. This workshop provides general insights into systematic trading as well as going into detail on the components required to build a systematic trading business.
We discuss the trends in systematic trading. We take you through the development of a research and backtesting environment. We then discuss approaches to the identification and scientific backtesting of trading strategies, including signal generation, position sizing and portfolio construction. Specific topics include:
Key Note Speaker - 'Trends in hedge funds and systematic trading'
Introduction to systematic trading
Programming languages and trading libraries
Building your research environment
Systematic strategy design and backtesting
How machine learning is changing trading
Drinks sponsored by Selby Jennings, Singapore
We offer hands-on guidance to setting up the infrastructure for your systematic trading business. We look at how to access the various data feeds and how to clean and store the data. Cloud-based infrastructure is introduced as a cost-effective technology stack. We also cover APIs into execution management systems to get your trades to the market via prime brokers.
Markets and data and connecting to data sources (ICE/IDC)
Designing your backtesting, storage and computing infrastructure (Microsoft)
Execution Management System - getting your orders into the market (Tora)
How to choose and work with your prime brokers (Saxo)
Do I have to know how to program? Should I bring a laptop to the event?
There is no programming and no need for a laptop at this event. Future workshops will go into more depth on coding, infrastructure and machine learning techniques and these workshops will expect some hands-on coding.
Where can I contact the organiser with any questions?
You can contact us at email@example.com
Is my registration/ticket transferrable?
Are you offering other workshops?
We present workshops every two months. The next workshops in the series are:
Advanced Systematic Trading
Advanced Trading Infrastructure
Introduction to Machine Learning for Trading
Machine Learning for Portfolio Construction
Date and Time
Raffles City Convention Centre
Fairmont Singapore & Swissôtel The Stamford
2 Stamford Road