Five Five Five Five-days days days days Bootcamp Bootcamp Bootcamp Bootcamp in in in in points points points points: α Intensive Intensive Intensive Intensive Program Program Program Program: Boost your experience in HFT, Artificial Intelligence, Statistical Arbitrage, Machine Learning, Trend following, Trading Systems, Portfolio Optimization α Real Real Real Real track track track track-records records records records: Tutors with real track-records and international recognized tracks α Material Material Material Material: Selected theory, models and working codes in Matlab®, R and Python α Network Network Network Network: Connect with Quant & Algo Traders, Fund Managers, Asset Management Companies -Q-Trαde- Bootcamp 2015 Theory Theory Theory Theory Coding Coding Coding Coding & & & & simulation simulation simulation simulation Real Real Real Real trading trading trading trading strategies strategies strategies strategies The The The The Q-Trade Trade Trade Trade bootcamp bootcamp bootcamp bootcamp is is is is practical practical practical practical, interactive interactive interactive interactive, business , business , business , business oriented oriented oriented oriented and with an and with an and with an and with an optimal optimal optimal optimal balance balance balance balance between between between between: Quαntitative, Algorithmic Trαding and HFT May 11 May 11 May 11 May 11-15, 2015 15, 2015 15, 2015 15, 2015 Milan Milan Milan Milan (Italy) (Italy) (Italy) (Italy) Gold sponsor : Gold sponsor : Gold sponsor : Gold sponsor : Day Day Day Day 3 ( 3 ( 3 ( 3 (14/05/2015 14/05/2015 14/05/2015 14/05/2015): ): ): ): Trading Strategies Trading Strategies Trading Strategies Trading Strategies - 3 • • • • Artificial Intelligence Based Strategies Artificial Intelligence Based Strategies Artificial Intelligence Based Strategies Artificial Intelligence Based Strategies • Portfolio Optimization • Portfolio Optimization • Portfolio Optimization • Portfolio Optimization Day Day Day Day 4 ( 4 ( 4 ( 4 (15/05/2015 15/05/2015 15/05/2015 15/05/2015): High ): High ): High ): High Frequency Frequency Frequency Frequency Trading Trading Trading Trading • • • • Market Market Market Market Making Making Making Making Strategies Strategies Strategies Strategies • Market Volume • Market Volume • Market Volume • Market Volume analysis analysis analysis analysis • HFT • HFT • HFT • HFT based based based based on on on on Order Order Order Order Imbalance Imbalance Imbalance Imbalance Q-TRADE BOOTCAMP AT A GLANCE TRADE BOOTCAMP AT A GLANCE TRADE BOOTCAMP AT A GLANCE TRADE BOOTCAMP AT A GLANCE Induction day (11/05/2015) Induction day (11/05/2015) Induction day (11/05/2015) Induction day (11/05/2015) • • • • Programming 101 Programming 101 Programming 101 Programming 101 • Quantitative • Quantitative • Quantitative • Quantitative Analysis Analysis Analysis Analysis • • • • Risk Risk Risk Risk Management Management Management Management • • • • Trading Systems structure Trading Systems structure Trading Systems structure Trading Systems structure Day 1 ( Day 1 ( Day 1 ( Day 1 (12/05/2015 12/05/2015 12/05/2015 12/05/2015): Trading Strategies ): Trading Strategies ): Trading Strategies ): Trading Strategies - 1 • • • • Dispersion Trading and Correlation Dispersion Trading and Correlation Dispersion Trading and Correlation Dispersion Trading and Correlation Modelling Modelling Modelling Modelling • Trend • Trend • Trend • Trend Following Following Following Following strategies strategies strategies strategies • • • • Statistical Statistical Statistical Statistical Arbitrage Arbitrage Arbitrage Arbitrage via via via via Kalman Kalman Kalman Kalman Filter Filter Filter Filter Day Day Day Day 2 (13/05/2015): 2 (13/05/2015): 2 (13/05/2015): 2 (13/05/2015): Trading Strategies Trading Strategies Trading Strategies Trading Strategies - 2 • • • • Statistical Statistical Statistical Statistical Arbitrage Arbitrage Arbitrage Arbitrage #QTradeBootcamp #QTradeBootcamp #QTradeBootcamp #QTradeBootcamp [email protected][email protected][email protected][email protected]www.qtradeBootcamp.com www.qtradeBootcamp.com www.qtradeBootcamp.com www.qtradeBootcamp.com Hosted by: Hosted by: Hosted by: Hosted by:
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The The The The QQQQ----TradeTradeTradeTrade bootcampbootcampbootcampbootcamp isisisis practicalpracticalpracticalpractical,,,, interactiveinteractiveinteractiveinteractive, business, business, business, business
orientedorientedorientedoriented and with an and with an and with an and with an optimaloptimaloptimaloptimal balance balance balance balance betweenbetweenbetweenbetween::::
• • • • Artificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based Strategies• Portfolio Optimization• Portfolio Optimization• Portfolio Optimization• Portfolio Optimization
DayDayDayDay 4 (4 (4 (4 (15/05/201515/05/201515/05/201515/05/2015): High ): High ): High ): High FrequencyFrequencyFrequencyFrequency TradingTradingTradingTrading• • • • Market Market Market Market MakingMakingMakingMaking StrategiesStrategiesStrategiesStrategies• Market Volume • Market Volume • Market Volume • Market Volume analysisanalysisanalysisanalysis• HFT • HFT • HFT • HFT basedbasedbasedbased on on on on OrderOrderOrderOrder ImbalanceImbalanceImbalanceImbalance
QQQQ----TRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCETRADE BOOTCAMP AT A GLANCE
Induction day (11/05/2015)Induction day (11/05/2015)Induction day (11/05/2015)Induction day (11/05/2015)• • • • Programming 101Programming 101Programming 101Programming 101
Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:Who should consider attending this Bootcamp:
� Trading Professionals* Trading Professionals* Trading Professionals* Trading Professionals* who wants to delve deeper into the state-of-the-art Trading techniques
� Hedge Fund managers Hedge Fund managers Hedge Fund managers Hedge Fund managers willing to explore diversification strategies
� New hires New hires New hires New hires and jobjobjobjob----rotatorsrotatorsrotatorsrotators looking to boost their skills in Algo Trading and HFT
� Independent analysts Independent analysts Independent analysts Independent analysts and traders traders traders traders willing to turn their trading ideas into automated strategies
� PostPostPostPost----gradsgradsgradsgrads, PhDsPhDsPhDsPhDs and Quantitative ResearchersQuantitative ResearchersQuantitative ResearchersQuantitative Researchers willing to break into the Quantitative Trading and
May 1 May 1 May 1 May 1 –––– October 31, 2015October 31, 2015October 31, 2015October 31, 2015
Social Social Social Social evening:evening:evening:evening:
Gala dinner on 14 May included in the fourGala dinner on 14 May included in the fourGala dinner on 14 May included in the fourGala dinner on 14 May included in the four----days QTrade Bootcamp days QTrade Bootcamp days QTrade Bootcamp days QTrade Bootcamp
registration fee. Delegates’ guests can book the dinner by sending a registration fee. Delegates’ guests can book the dinner by sending a registration fee. Delegates’ guests can book the dinner by sending a registration fee. Delegates’ guests can book the dinner by sending a
α Artificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesArtificial Intelligence Based StrategiesErnest P. ChanErnest P. ChanErnest P. ChanErnest P. Chan
� Paradigm of machine learning
� Training vs test data, in-sample vs out-of-sample
� AI techniques
- Stepwise linear regression
- Classification and regression trees (CART)
- Neural networks
- Genetic algorithms
- Bayesian networks
- Support Vector Machines (SVM)
� Bagging, Boosting and Predictors Standardization
α Trading approach: Market Volume Analysis Trading approach: Market Volume Analysis Trading approach: Market Volume Analysis Trading approach: Market Volume Analysis Antonio Antonio Antonio Antonio LenguaLenguaLenguaLengua
� Mechanic of market volume
� From discretional to systematic trading
α HFT based on Order Imbalance HFT based on Order Imbalance HFT based on Order Imbalance HFT based on Order Imbalance Rocco Mosconi & Rocco Mosconi & Rocco Mosconi & Rocco Mosconi & MattiaMattiaMattiaMattia ManzoniManzoniManzoniManzoni
� Quantitative Trading Strategies based on High Frequency Data
What you need to know to buildWhat you need to know to buildWhat you need to know to buildWhat you need to know to build----up and manage a trading system up and manage a trading system up and manage a trading system up and manage a trading system
� Prior knowledge of programming highly beneficial but not requiredPrior knowledge of programming highly beneficial but not requiredPrior knowledge of programming highly beneficial but not requiredPrior knowledge of programming highly beneficial but not required
� GraduateGraduateGraduateGraduate----level knowledge of Finance, Calculus and Linear Algebra beneficiallevel knowledge of Finance, Calculus and Linear Algebra beneficiallevel knowledge of Finance, Calculus and Linear Algebra beneficiallevel knowledge of Finance, Calculus and Linear Algebra beneficial
� Induction classes on May 11Induction classes on May 11Induction classes on May 11Induction classes on May 11 to ensure homogeneity in starting skillsto ensure homogeneity in starting skillsto ensure homogeneity in starting skillsto ensure homogeneity in starting skills
Intensive, Interactive, Friendly, HandsIntensive, Interactive, Friendly, HandsIntensive, Interactive, Friendly, HandsIntensive, Interactive, Friendly, Hands----on. on. on. on.
Not just a Not just a Not just a Not just a ‘‘‘‘sit and listensit and listensit and listensit and listen’’’’ conference!conference!conference!conference!
* Group of delegates: two delegates extra 10% off, three or more delegates extra 15% off
* Academics: 40% off the full registration (before 31/04/2015), 30% off the full registration (after 31/04/2015)
** MSc and PhD Students, Graduates (in the last 6 months before registration), researchers, university interns
� SuperSuperSuperSuper----early registration discount (30% off) registering by 10/03/2015 early registration discount (30% off) registering by 10/03/2015 early registration discount (30% off) registering by 10/03/2015 early registration discount (30% off) registering by 10/03/2015
� Early registration discount (20% off) registering by 14/04/2015 Early registration discount (20% off) registering by 14/04/2015 Early registration discount (20% off) registering by 14/04/2015 Early registration discount (20% off) registering by 14/04/2015
� Further discount for the Further discount for the Further discount for the Further discount for the 4444----days days days days Bootcamp for academics** and groups Bootcamp for academics** and groups Bootcamp for academics** and groups Bootcamp for academics** and groups of more than one of more than one of more than one of more than one professional professional professional professional
delegate*delegate*delegate*delegate*
Super Early registrationSuper Early registrationSuper Early registrationSuper Early registration
To book please contact To book please contact To book please contact To book please contact IKBrokersIKBrokersIKBrokersIKBrokers at: at: at: at: [email protected]@[email protected]@ikbrokers.com or online by or online by or online by or online by
the «Register» the «Register» the «Register» the «Register» button at button at button at button at www.qtradetBootcamp.comwww.qtradetBootcamp.comwww.qtradetBootcamp.comwww.qtradetBootcamp.com
Bookings are regarded as confirmed when the confirmation email is Bookings are regarded as confirmed when the confirmation email is Bookings are regarded as confirmed when the confirmation email is Bookings are regarded as confirmed when the confirmation email is
received from received from received from received from [email protected]@[email protected]@ikbrokers.com A lA lA lA live assistant ive assistant ive assistant ive assistant for online booking for online booking for online booking for online booking
can be also accessed at the indicated time at: can be also accessed at the indicated time at: can be also accessed at the indicated time at: can be also accessed at the indicated time at:
Due to the limited number of places available bookings by academics Due to the limited number of places available bookings by academics Due to the limited number of places available bookings by academics Due to the limited number of places available bookings by academics
and singleand singleand singleand single----day bookings are held on standby and can be cancelled by day bookings are held on standby and can be cancelled by day bookings are held on standby and can be cancelled by day bookings are held on standby and can be cancelled by
the administration.the administration.the administration.the administration.
PROGRAMME:PROGRAMME:PROGRAMME:PROGRAMME:
We are committed to maintaining the highest standards and the We are committed to maintaining the highest standards and the We are committed to maintaining the highest standards and the We are committed to maintaining the highest standards and the
continuous improvement of the original program. continuous improvement of the original program. continuous improvement of the original program. continuous improvement of the original program.
Due to unforeseen circumstances the Due to unforeseen circumstances the Due to unforeseen circumstances the Due to unforeseen circumstances the BootcampBootcampBootcampBootcamp schedule and schedule and schedule and schedule and
speakers can be subject to change, postponed or cancelled. speakers can be subject to change, postponed or cancelled. speakers can be subject to change, postponed or cancelled. speakers can be subject to change, postponed or cancelled.
For For For For IKBrokersIKBrokersIKBrokersIKBrokers courses, clients may substitute the original delegate courses, clients may substitute the original delegate courses, clients may substitute the original delegate courses, clients may substitute the original delegate
with another person with another person with another person with another person in in in in the same rate category at no extra charge. the same rate category at no extra charge. the same rate category at no extra charge. the same rate category at no extra charge.
Written notification is required in order to substitute a delegate.Written notification is required in order to substitute a delegate.Written notification is required in order to substitute a delegate.Written notification is required in order to substitute a delegate.
Cancellation of the course booking will be subject to the terms below:Cancellation of the course booking will be subject to the terms below:Cancellation of the course booking will be subject to the terms below:Cancellation of the course booking will be subject to the terms below:
-10% charge for cancellation with 30+ days notice10% charge for cancellation with 30+ days notice10% charge for cancellation with 30+ days notice10% charge for cancellation with 30+ days notice
-30% fee due for cancellation within 30 days notice30% fee due for cancellation within 30 days notice30% fee due for cancellation within 30 days notice30% fee due for cancellation within 30 days notice
-70% fee due for cancellation with 5+ days notice70% fee due for cancellation with 5+ days notice70% fee due for cancellation with 5+ days notice70% fee due for cancellation with 5+ days notice
-100% fee due for cancellation within 5 days of the start of the session100% fee due for cancellation within 5 days of the start of the session100% fee due for cancellation within 5 days of the start of the session100% fee due for cancellation within 5 days of the start of the session
CANCELLATION OF COURSE BY CANCELLATION OF COURSE BY CANCELLATION OF COURSE BY CANCELLATION OF COURSE BY IKBrokersIKBrokersIKBrokersIKBrokers::::
IKBrokersIKBrokersIKBrokersIKBrokers reserves the right to amend or cancel the course, course times, reserves the right to amend or cancel the course, course times, reserves the right to amend or cancel the course, course times, reserves the right to amend or cancel the course, course times,
dates or published prices. Changes to course prices, times and dates will be dates or published prices. Changes to course prices, times and dates will be dates or published prices. Changes to course prices, times and dates will be dates or published prices. Changes to course prices, times and dates will be
advised before the course start date and any course already paid in full will advised before the course start date and any course already paid in full will advised before the course start date and any course already paid in full will advised before the course start date and any course already paid in full will
not be subject to the increased price.not be subject to the increased price.not be subject to the increased price.not be subject to the increased price.
LAPTOPS:LAPTOPS:LAPTOPS:LAPTOPS:
You will not need a laptop to follow the You will not need a laptop to follow the You will not need a laptop to follow the You will not need a laptop to follow the BootcampBootcampBootcampBootcamp, although a laptop with a , although a laptop with a , although a laptop with a , although a laptop with a
properly installed version of properly installed version of properly installed version of properly installed version of MatlabMatlabMatlabMatlab®, R® and ®, R® and ®, R® and ®, R® and PhytonPhytonPhytonPhyton® is strongly ® is strongly ® is strongly ® is strongly
recommended to follow the examples and coding applications.recommended to follow the examples and coding applications.recommended to follow the examples and coding applications.recommended to follow the examples and coding applications.
Full Matlab® codes compatibility is only ensured by Full Matlab® codes compatibility is only ensured by Full Matlab® codes compatibility is only ensured by Full Matlab® codes compatibility is only ensured by Matlab®2015. Matlab®2015. Matlab®2015. Matlab®2015. If you are If you are If you are If you are
not able to bring a laptop with licenses to the not able to bring a laptop with licenses to the not able to bring a laptop with licenses to the not able to bring a laptop with licenses to the BootcampBootcampBootcampBootcamp you are advised to ask you are advised to ask you are advised to ask you are advised to ask
the organizers about any related limitations.the organizers about any related limitations.the organizers about any related limitations.the organizers about any related limitations.
� The Knowledge Hub for the Quantitative, Algo Trading & HFT communityThe Knowledge Hub for the Quantitative, Algo Trading & HFT communityThe Knowledge Hub for the Quantitative, Algo Trading & HFT communityThe Knowledge Hub for the Quantitative, Algo Trading & HFT community
� Designed through an assessment of trading industry Request For Qualifications (RFQs)Designed through an assessment of trading industry Request For Qualifications (RFQs)Designed through an assessment of trading industry Request For Qualifications (RFQs)Designed through an assessment of trading industry Request For Qualifications (RFQs)
� Creating a unique ecosystem of professionals, investors and Creating a unique ecosystem of professionals, investors and Creating a unique ecosystem of professionals, investors and Creating a unique ecosystem of professionals, investors and FinTechFinTechFinTechFinTech startups startups startups startups