During our 2 workshops, we covered how to compute intraday risk, backtest strategies, forecast metrics and optimize your portfolio to get more alpha. We went through classic moving average strategies to comparing high frequency strategies to low frequencies. Attendees from different background have been present from banks to hedge funds to academics. It gave a stimulating environment.
Next workshop is in Chicago February 10th. Use discount EARLY to get $150 saving. Saving expire on January 10th.
Alpha Generation: Controlling Intraday Risk Profile with Python, Chicago, Feb 10th