Organised by CUATS, the Cambridge University Algorithmic Trading Society, a talk this Wednesday (February 10, 2016, 7:00 PM), by Jeremy Sosabowski, PhD, will a be a ‘soup to nuts’ overview of trading strategies form the initial idea to full implementation, including live trading examples.
CUATS event : 'The Practicalities of Algorithmic Trading Strategies'
'The Practicalities of Algorithmic Trading Strategies' will include:
- Types of financial instruments with emphasis on suitability for algorithmic trading.
- Anatomy of a complete trading strategy including: entry, exit, execution, risk management, position size optimisation (including Kelly criterion) and some thoughts on leverage.
- Sources of alpha including momentum, mean reversion, arbitrage, miss pricing, patterns, ‘new’ data sources.
- Some final thoughts including debunking of some myths, such as efficient market hypothesis, machine learning and other ‘trending topics’.
Wednesday, February 10, 2016, 7:00 PM
St Catharine's College, Cambridge CB2 1RL.
This event is free of charge for anybody with an interest in this area. Registration for this event is desirable either via CUATS website: www.cuats.co.uk or via the London Systematic Traders meetup group: www.meetup.com/London-Systematic-Traders/
About the presenter: Jeremy is the CEO of AlgoDynamix, a software risk analytics company focusing on financially disruptive events. The software is used by major financial institutions in both UK and international markets. His previous roles included analyst (analytics, statistics and user profiling) at a payment processing company and CTO at a telecommunication network infrastructure company. He has an undergraduate and two post graduate degrees in Engineering, including an Engineering PhD from Jesus College, University of Cambridge. Jeremy is one of the founding members of London Systematic Traders and continues to be involved with the design, development and implementation of systematic trading strategies.
About CUATS: The Cambridge University Algorithmic Trading Society (CUATS) is the first student society in Cambridge to promote the understanding of algorithms and their applications in financial trading. CUATS aims to provide interdisciplinary education of algorithm development and the basics of financial investment strategies. In the forms of workshops, hackathons networking sessions and tutorials (code writing of your own investment strategies), we wish to provide our members the necessary skills and the many opportunities to pursue a career in the financial industry as well as in the big data industry.
AlgoDynamix risk analytics provide hours or days advance warning of major directional market movements. Our products are used by investment banks and asset managers including CTAs, hedge funds, family offices and other managed funds. The company is backed by institutional investors including Amadeus Capital Partners and was recently nominated as one of the UK’s most disruptive technology companies.