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

Posted by on 29 June 2021
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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

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