At QuantInsti, our mission has at all times been to ship high quality training and empower expertise to democratize the world of algorithmic buying and selling. By forging impactful collaborations and internet hosting industry-leading occasions, we proceed to encourage innovation and knowledge-sharing within the monetary area. This season has been a exceptional journey crammed with insightful webinars, strategic partnerships, and neighborhood gatherings—all geared toward driving progress in quantitative buying and selling.
Desk of Contents
Introduction
Trade Occasions
- ICE and HKML Occasions: International Views on Finance
- IBKR Webinars: Unlocking India’s Progress Potential
- AlgoX Conference 2024: Empowering Merchants via Innovation
- Phillip Capital 2024: Reimagining Asian Markets
- Quant Edge – IV: Main the Cost in Quantitative Innovation
- QuantConvention 2024: From Concepts to Motion
Academic Institutional Occasions
- AIMS-DTU: Innovation Meets Training
- Indian Institute of Expertise, Bombay: Partaking the Quant Group
Let’s have a look again at a number of the key highlights and occasions that outlined this season.
Trade Occasions
QuantInsti’s {industry} occasions in 2024 showcased innovation and experience in algorithmic buying and selling, bringing collectively professionals, establishments, and market leaders to debate developments and real-world functions of buying and selling methods.
Navigating India: Efficient Methods for Rising Markets
In collaboration with HKEX, Interactive Brokers (IBKR), and MSCI India, QuantInsti hosted a extremely informative webinar titled “Navigating India: Efficient Methods to Seize the Finest Structural Progress Alternative in Rising Markets.” Led by Ishan Shah, Lead for Analysis and Content material at Quantra, this session delved into India’s distinctive market dynamics and alternatives for structural development. Ishan outlined actionable methods to navigate rising markets, offering attendees with deep insights into India’s financial trajectory. The webinar additionally highlighted how contributors can align their buying and selling methods to capitalize on these alternatives, bridging theoretical information with sensible functions.
For extra particulars: ibkrcampus.com/campus/webinars/navigating-india-effective-strategies-to-capture-the-best-structural-growth-opportunity-in-emerging-markets/
QuantInsti partnered with ICE, HKML, and HKUST to carry collectively the Hong Kong Quantitative Group for an enticing gathering of execs, teachers, and {industry} leaders. Represented by Rajib Ranjan Borah, Co-founder of iRage Capital, this occasion emphasised developments in quantitative finance and algorithmic buying and selling methods. Rajib, together with his wealth of expertise in danger administration and portfolio optimization, led discussions on the evolving function of quantitative instruments within the international monetary ecosystem. The occasion additionally served as a platform for networking and thought trade, fostering innovation in buying and selling applied sciences and strategies.
Discover out extra: ice.com/occasions/hongkong-quantitative-community-gathering
Pre-Occasion Webinar and Data Partnership with QuantConvention
As a proud information associate for QuantConvention, QuantInsti performed a pivotal function in setting the tone for this flagship occasion within the quantitative buying and selling neighborhood. Akshay Choudhary, a Quantitative Analyst at QuantInsti, carried out a pre-event webinar that launched key themes and ideas in algorithmic buying and selling. On the foremost occasion, Akhilesh, India Gross sales Head at QuantInsti, showcased the transformative potential of our EPAT program in making ready aspiring merchants to excel in quantitative finance. The partnership underscored our dedication to advancing training and fostering a talented buying and selling neighborhood.
Study extra: quantconvention.com
AlgoX Conference: Empowering Merchants via Innovation
The AlgoX Conference featured an impactful session by Prodipta Ghosh, Vice President at QuantInsti, who offered an in-depth evaluation of choice chains via the lens of wealthy/low cost valuation. Prodipta’s experience in programming and monetary computing enabled contributors to discover superior methodologies for figuring out mispriced choices. The session highlighted sensible functions of theoretical fashions, making it a useful useful resource for merchants trying to improve their decision-making capabilities in risky markets.
Occasion particulars: algoxconvention.com
Quant Edge IV Seminar by Phillip Capital
QuantInsti collaborated with PhillipCapital India for the Quant Edge IV Seminar, the place Mahavir Bhattacharya, a number one knowledgeable in derivatives and choices buying and selling, delivered an enticing session. Mahavir coated NIFTY worth vary predictions, efficient technique creation, and the usage of India VIX for volatility insights. This seminar was designed to profit merchants of all expertise ranges, showcasing how quantitative instruments can assist data-driven choices and enhance buying and selling outcomes.
Extra in regards to the occasion: linkedin.com/posts/phillipcapital-india_quant-phillipcapital-seminar-activity-7254404236921237504-eCMg
Blueshift SaaS Showcase at ANMI StockTech
The ANMI StockTech occasion offered a platform for QuantInsti to reveal the capabilities of Blueshift SaaS, our state-of-the-art backtesting and technique growth platform. Represented by Prodipta Ghosh and Akil Tinwala and Mohit, the crew showcased Blueshift’s sturdy options, together with its capability to design, take a look at, and deploy methods effectively. The occasion highlighted QuantInsti’s function in driving technological innovation in monetary markets, offering instruments that empower merchants and establishments alike.
Study extra about the identical right here: anmi.in/stocktech/
Choices Backtesting Utilizing Python Webinar
Akshay Choudhary delivered an enticing and hands-on webinar titled “Choices Backtesting Utilizing Python” in collaboration with StockEdge. Akshay offered a complete information to implementing Python for backtesting choices buying and selling methods. The session was tailor-made for merchants trying to leverage coding for algorithmic buying and selling, bridging the hole between programming abilities and sensible buying and selling functions. Members walked away with actionable insights and instruments to reinforce their buying and selling workflows.
Webinar particulars: elearnmarkets.com/webinars/options-backtesting-using-python
Academic Institutional Occasions
QuantInsti’s collaborations with academic establishments in 2024 centered on bridging the hole between theoretical ideas and sensible buying and selling functions, empowering the following era of quantitative analysts and fans with actionable abilities.
1. HEC Paris and École Polytechnique: Momentum Buying and selling for the Subsequent Technology
QuantInsti collaborated with HEC Paris and École Polytechnique to host an insightful webinar on Momentum Buying and selling: Autocorrelation and Inefficiencies. Akshay Choudhary and Rekhit P. guided college students via the basics of momentum buying and selling, protecting subjects reminiscent of figuring out inefficiencies and testing methods via backtesting and efficiency evaluation. This session was designed to bridge principle and observe, offering college students with actionable insights to use in real-world buying and selling situations.
Uncover extra: https://www.linkedin.com/posts/quantinsti_quantinsti-algotrading-democratizingtrading-activity-7254712971132624896-vxUl
2. AIMS-DTU: Innovation Meets Training
QuantInsti partnered with AIMS-DTU because the official information associate for brAInwave 2024, an occasion centered on bridging the hole between finance and expertise. A particular webinar on Momentum Buying and selling: Autocorrelation and Inefficiencies was hosted, the place QuantInsti shared sensible insights into buying and selling methods. The session highlighted how autocorrelation performs a task in momentum buying and selling and the way inefficiencies will be leveraged.
Manusha Rao delivered classes that showcased the functions of machine studying in buying and selling. The occasion marked QuantInsti’s dedication to empowering future quantitative analysts.
Extra particulars: https://www.linkedin.com/posts/aims-dtu_aims-dtu-is-thrilled-to-announce-quantinsti-activity-7255489012482637824-_iHE
QuantInsti joined the Quant Group at IIT Bombay for an enticing session on Momentum Buying and selling: Autocorrelation and Inefficiencies. Rekhit P. led the session, delving into why momentum buying and selling works, the function of autocorrelation, and the way merchants can exploit market inefficiencies. Attendees had been supplied with actionable insights and a hands-on understanding of the ideas driving trendy buying and selling methods.
Discover extra: https://www.linkedin.com/posts/quantinsti_quantinsti-algotrading-democratizingtrading-activity-7254712971132624896-vxUl/
At QuantInsti, our dedication to delivering high quality training and empowering expertise is mirrored in our collaborations with famend establishments and {industry} leaders. Collectively, we drive the way forward for algorithmic buying and selling by fostering innovation and knowledge-sharing via strategic alliances and impactful occasions.
Keep tuned for extra occasions and collaborations as we proceed to redefine the way forward for algorithmic buying and selling.
Study extra about our collaboration and previous occasions right here: https://www.quantinsti.com/associates
