Tag: Finance

Alternative Data: Users’ Data in Optimization

Optimization description A trader using alternative data who already forecasted expected returns of different stocks want to find what is the optimal weights of his portfolio. Let’s input the users’ data in the optimization. Our goal is to maximize the expected return given by the user divided by the square root of the variance and find what are the […]

Chicago Python Workshop

Alpha Generation: Controlling Intraday Risk Profile with Python Friday, February 10 2017, 10:30 AM – 5:30 PM [CST] Chicago, 10th of  Frebruary You will learn why the use of high frequency market data is necessary to be able to measure correctly the risk and rebalance your portfolio adequately. You will also learn how to build strategies to […]

Very interesting R and Python Workshops in NYC

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 […]