Quant techniques in focus: Alpha generation with ML and backtesting FX options trading strategies in Python

Alpha generation models using machine learning techniques

• Introduction to popular ML tools and possible applications to financial markets
• Challenges and problems using ML tools
• Finding alpha using ML tools and building autonomous automated trading systems (cross sectional vs time series modelling)
• Live examples of classification models including application to L/S equity portfolios, asset allocation modelling and advantages vs conventional Mean-Variance models
• Considering pattern recognition

Presented by Andrea Nardon, Chief Quant Officer, Black Alpha Capital

Backtesting FX options trading strategies in Python

Presented by Saeed Amen, Founder, Cuemacro