Princeton R Workshop

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Princeton-PortfolioEffect Algo Trading Workshop

Sunday, April 9th from 9:00 am – 4:30 pm

Princeton, NJ

We are glad to announce that this year we are partnering with Quant Trading Conference to deliver an R Workshop.

Prerequisite

Beginner knowledge of R and finance, college level math with RStudio installed

Agenda

9:00 AM          9:30 AM          Welcome

9:30 AM          10:00 AM        Introduction to high frequency market data

10:00 AM        10:30 AM        Intraday risk metrics

10:30 AM        11:00 AM        Exercise

11:00 AM        11:30 AM        Backtesting portfolio and build your own strategies

11:30 AM        12:00 PM         Exercise on backtesting with a moving average strategy

12:00 PM         1:00 PM           Lunch break

1:00 PM           1:30 PM           Vol forecasting

1:30 PM           2:00 PM           Exercise on vol forecasting

2:00 PM           2:30 PM           Break

2:30 PM           3:00 PM           Portfolio optimization

3:00 PM           3:30 PM           Exercise

3:30 PM           4:00 PM           Strategies

4:00 PM           4:15 PM           Closing remarks

Organizers

Andrey Kostin, PhD & Stephanie Toper
For any questions, email info@portfolioeffect.com

Registration

Registration: Click here, space is limited

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