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Algo Convention 2020 4th Edition

2 - 4 October 2020 Location: Interactive Live Webinar. Book Your Ticket Ebooth
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WHY JOIN US

Event Outcomes

Learning

Speakers comprises of national and international speakers having experience in money management ,hedge fund management, quantitative analysis, trading and HFT.

Networking

Creates an ecosystem of systematic traders having brokers, vendors, traders and exchange participants under one roof. Previous events have been catalyst for creating collaborations, JVs and new startups.

Ideating

Participants bond with each other and with speakers which leads to cross-pollination of ideas resulting in building and improvising strategies and money management techniques.

Monetizing

The learning, networking and ideating sow the seeds for monetising.

About The Event

Algo Convention 2020

Algo Convention 2020 (4th edition) is an annual conference of Algo Traders, Enthusiasts and various Market Participants. It is a launching pad for participants who aspire to start building their own Algorithms and auto execute them. It also is an event for experienced Algo Trading professionals to gain trading wisdom and improve and enhance their existing Algorithms and outlook on System Trading. This year the event shall be a virtual event.

HNI/ UHNI Traders & Investors, Quantitative Research Professionals, Algo Enthusiasts, Brokers, Proprietary Desks, Exchanges, CXOs of Banks, Fin-Tech Firms, Wealth Managers, Faculty and Students from Academia, Algo Trading Technology Professionals and participation from the entire eco-system is what makes Algo Convention what it is.

Eminent speakers from India and abroad participate each year. This year we are honoured to have Perry Kaufman, Michel Covel, Shubham Agarwal, Subhadip Nandy and Vishal Mehta and many more to address our convention audience through Live Interactive Video Conference and throw light on many aspects of Algorithms including Trend-Following, Mean-Reversion, Statistical Arbitrage, Role of Back-Testing, Pitfalls of Back Testing, Position Sizing, Automated Execution, Improvising your strategy and Incorporating Machine Learning into your Algorithms.

Featured Speakers

Sessions With Speakers

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Abhi Shah

Founder, Quantiply

Abhi Shah

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Alok Dharia

Founder NAV Finstrat and Quantitative Algo Trader

Alok Dharia

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Alok Jain

SEBI registered Investment Advisor and founder of “weekendinvesting.com”

Alok Jain

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Anil Ghelani, CFA

Head of Passive Investments & Products DSP Investment Managers

Anil Ghelani, CFA

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Aseem Singhal

Co-Founder and Fund Manager of Rain Fund

Aseem Singhal

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Ashish Fafadia

Partner, Blume Ventures

Ashish Fafadia

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Ashish Nanda

Joint President & Business Head - PCG, Bank Chanel, Commodities and Currency Business Kotak Securities

Ashish Nanda

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Asit Baran Pati

System-Based F&O Trader and Trainer

Asit Baran Pati

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Christina Qi

CEO of Databento and Founding Partner of Domeyard LP

Christina Qi

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Deepak Shenoy

Fund Manager and Entrepreneur

Deepak Shenoy

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Devang Jhaveri

Co-Founder Dravyaniti Consulting L.L.P.

Devang Jhaveri

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Hrishabh Sanghvi

Co-Founder of Railofy-India's first WL & RAC protection for Indian Railway travellers.

Hrishabh Sanghvi

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Jay Shah

Founder, One Tree Hill Wealth Partners and PMSkart.com

Jay Shah

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Jerry Parker

The Turtle Trader, CEO Chesapeake Capital Corporation

Jerry Parker

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Kirubakaran Rajendran

Founder Squareoff.in

Kirubakaran Rajendran

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Lakshmi Iyer

President and Chief Investment Officer (Debt) & Head Products Kotak Mahindra Asset Management Company (KMAMC)

Lakshmi Iyer

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Maged Abidou, PhD, FRM

Head Of Product Development at Mubasher Financial Services (DIFC) Ltd

Maged Abidou, PhD, FRM

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Mayuresh Joshi

Head of Research – Equity, William O’Neil India

Mayuresh Joshi

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Michael Covel

Trader, Author - Trend Following, Trend Commandments, and The Complete TurtleTrader

Michael Covel

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Niraj Dalal

Chartered Accountant and Independent Trader

Niraj Dalal

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Perry J Kaufman

Systematic Trader and Quantitative Financial Theorist

Perry J Kaufman

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Piyush Chaudhry

Founder - Wave Analytics

Piyush Chaudhry

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Dr. Prashant Mullick

Co-founder of MOVERS - A Quantitative Directional Trading System

Dr. Prashant Mullick

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Pratik Adani

CTO at SAMCO

Pratik Adani

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Prodipta Ghosh

Vice President, QuantInsti

Prodipta Ghosh

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Pushpak Dagade

Co-Founder & CEO at AlgoBulls

Pushpak Dagade

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Rakesh Pujara

Founder & Managing Partner - Compounding Wealth Advisors LLP

Rakesh Pujara

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Robert Carver

Independent Systematic Futures Trader, Writer and Research Consultant

Robert Carver

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Rohit Chugh

Data Curator & Strategy Developer at Dravyaniti Consulting LLP

Rohit Chugh

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Shamant Hegde

Independent algorithmic trader and healthcare data science expert

Shamant Hegde

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Shubham Agarwal CFA, CMT, CQF, CFTe

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Sonam Srivastava

Founder - Wright Research

Sonam Srivastava

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Sourabh Sisodiya CFA

Co-Founder & Head of Investment Strategy Quantify Capital

Sourabh Sisodiya CFA

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Sovit Manjani CMT

Co-Founder Dravyaniti Consulting L.L.P.

Sovit Manjani CMT

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Subhadip Nandy

Founder, Quantgym Solutions

Subhadip Nandy

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Sumit Raj

Senior Solutions Architect at GeoSpark R&D

Sumit Raj

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Tejas Khoday

Co-Founder & CEO at FYERS

Tejas Khoday

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Tyler Wood

Managing Director of Global Business Development at the CMT Association

Tyler Wood

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Umesh Ranglani

Founder/CEO of Tradetron

Umesh Ranglani

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Vihan Singh

Founder, Blackrose Technologies

Vihan Singh

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Vishal Mehta CMT

Chartered Market Technician

Vishal Mehta CMT

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Vivek Gadodia

Co-Founder Dravyaniti Consulting L.L.P.

Vivek Gadodia

3

Days of Learning

400

400+ Participants

4th

Annual Conference

18

Hand-Picked Speakers

Schedule For A Conference

Event Schedule

Day 1 2nd October

Topic Speaker Detail
Algo Convention 2020 Opening Ceremony
  • Devang Jhaveri/Co-Founder Dravyaniti Consulting LLP and Algo Convention
  • Trend Following (Recording will not be available)
  • Michael Covel/Trader, Author - Trend Following, Trend Commandments, and The Complete TurtleTrader
    1. Selecting your Tracking Portfolio.
    2. Entering your Trades at the right time.
    3. Exiting your Trades with a loss.
    4. Exiting your Trades with a profit.
    5. How much money to bet on each trade.
    6. The Mindset to tie it all together.

    Discretionary Trading v/s Systematic Trading, Panel Discussion
  • Asit Baran Pati/System-Based F&O Trader and Trainer
  • Kirubakaran Rajendran - Moderator/Founder Squareoff.in
  • Niraj Dalal/Chartered Accountant and Independent Trader
  • Dr. Prashant Mullick/Co-founder of MOVERS - A Quantitative Directional Trading System
  • Pushpak Dagade/Co-Founder & CEO at AlgoBulls
  • Vishal Mehta/Chartered Market Technician
    1. What type of trading is better Discretionary or Nondiscretionary?
    2. Can long term investing be done in a Nondiscretionary manner or Discretionary is the only way?
    3. Fundamental Analysis can only be done in a Discretionary fashion?
    4. Do Non-Discretionary Systems really remove emotion?
    5. Do you think Discretionary Traders need a higher psychological edge and the results may be Multi-fold?

    Tête-à-Tête with Deepak Shenoy
  • Deepak Shenoy/Fund Manager and Entrepreneur
  • Mayuresh Joshi/Head of Research – Equity, William O’Neil India
    1. Capital Mind Momentum Portfolio Philosophy
    2. Use of Quantitative Approach to run the Portfolio
    3. Drawdowns compared to Indices / Benchmarks.

    Element for Algorithmic Trading
  • Pratik Adani/CTO at SAMCO
  • Trading Strategies and Meta Strategies for Low-Frequency Trading
  • Prodipta Ghosh/Vice President, QuantInsti
    1. Trading strategy development workflow
    2. Evaluating trading strategies - dos and don'ts
    3. Meta strategies - balancing exploitation vs exploration

    Lunch Break
  • Lunch Break
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

    Selecting the correct level of Leverage. Stop Losses, The correct way
  • Robert Carver/Independent Systematic Futures Trader, Writer and Research Consultant
    1. The purpose of a Stop Loss
    2. Different kinds of Stop Loss
    3. Factors to consider when setting a Stop
    4. Interaction between Stop Loss setting and Trading Speed
    5. Factors determining correct Position Size
    6. The Maths of Position Scaling

    Tea Break
  • Tea Break
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

    Machine Learning for Long Only Portfolio Construction
  • Sonam Srivastav/Founder - Wright Research
    1. We evaluate the use of Machine Learning models for optimisation of a portfolio of broad market indices and compare it with traditional models
    2. We understand the advantages and disadvantage of using Machine Learning models
    3. We look at various Machine Learning techniques - supervised learning, reinforcement learning & evaluate the efficacy
    4. We see how we can evaluate the robustness of a ML model for portfolio construction

    Advanced Option Greeks
  • Shubham Agarwal CFA, CMT, CQF, CFTe/CEO, Quantsapp
    1. Under-Standing Greeks
    2. Greeks Technicalities to help in the adjustment of trading style
    3. Higher-Order Greeks
    4. Normalizing Greeks for implementing time series analysis

    Conclusion
  • DAY 1 ENDS
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

    Day 2 3rd October

    Topic Speaker Detail
    Starting a Hedge Fund and the mistakes we made that almost killed our fund
  • Christina Qi/CEO of Databento and Founding Partner of Domeyard LP
    1. Applying what you've Learned - Why start a Business Today?
    2. Hedge Funds vs. Prop. Shops
    3. Fundraising - How to attract the right Investors into your Fund
    4. Your Pitch - What do Investors look for? 
    5. Hiring - full time vs. outsourced, Mistakes we made 
    6. Strategy Selection and Development + Mistakes 
    7. Data Selection + Mistakes 
    8. Service Provider Selection + Mistakes 
    9. What we did right
    10. Some Hedge Fund horror stories for your entertainment

    Automating your algo with Python in 15 mins with 50 lines of code
  • Sumit Raj/Senior Solutions Architect at GeoSpark R&D
    1. What is a Serverless setup for executing your code?
    2. Why choose Lambda over EC2 for algo trading? 
    3. Creating a webhook endpoint to receive chartink alerts via API Gateway
    4. Calculating SL, Target and firing order using Zerodha APIs in AWS Lambda.
    5. Setting up alerts to your telegram.

     

    Quantitative Approach to Asset Allocation, Panel Discussion
  • Alok Dharia/Founder NAV Finstrat and Quantitative Algo Trader
  • Alok Jain/SEBI Registered Investment Advisor and founder of “weekendinvesting.com”
  • Anil Ghelani, CFA/Head of Passive Investments & Products DSP Investment Managers
  • Devang Jhaveri/Co Founder Dravyaniti Consulting LLP
  • Jay Shah/Founder, One Tree Hill Wealth Partners and PMSkart.com
  • Lakshmi Iyer/President and Chief Investment Officer (Debt) & Head Products Kotak Mahindra Asset Management Co.
  • Rakesh Pujara/Founder & Managing Partner - Compounding Wealth Advisors LLP
    1. Is it possible to improve risk-adjusted returns of a portfolio by applying Quantitative Asset allocation tactics, I yes then How?
    2. Does the same model and parameter work for every asset class or they have to be different for all?
    3. Can we describe some simple rules?
    4. Which will be the asset classes you would have in your model and why?
    5. What options are available for Indian Investors and what should be the expected returns and risks of these models?

    Beginner’s Guide to Developing Automated Trading Systems
  • Rohit Chugh/Data Curator & Strategy Developer at Dravyaniti Consulting LLP
    1. How to Develop Trading Strategy That Works?
    2. How to Back Test?
    3. How to Automate Trading Strategy?

    The struggles of bringing Tradetron to life. The journey so far
  • Umesh Ranglani/Founder CEO of Tradetron
  • Vivek Gadodia/Co-Founder Dravyaniti Consulting L.L.P.
    1. Concept challenges
    2. Tech challenges
    3. Scaling challenges
    4. Client expectations challenges

    Lunch Break
  • Lunch Break
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

    Impact of Intraday Open Gap
  • Maged Abidou/Head Of Product Development at Mubasher Financial Services (DIFC) Ltd
    1. Intraday gap vs day gap.
    2. Impact of Intraday gap on price within the trading session.
    3. Intraday Trading Strategies utilizing intraday gap measures

    Trading made easy with Kotak Securities
  • Ashish Nanda/Joint President & Business Head - PCG, Bank Chanel, Commodities and Currency Business Kotak Securities
  • Siddharth Gautam/Kotak Securities
  • Tea Break
  • Tea Break
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

    Risk Management in Trading
  • Sourabh Sisodiya CFA/Co-Founder & Head of Investment Strategy Quantify Capital
    1. Why risk management is the only holy grail in trading ?
    2. Psychological Biases that hinder trading performance
    3. Types of risks in trading, real examples and how to mitigate them ?
    4. How to stress test to check robustness of a trading system ?
    5. How to position size correctly to avoid risk of ruin ?

    Stress-free options trading through automation and simple risk management
  • Abhi Shah/Founder, Quantiply
    1. Choosing the right algo tool or automation platform
    2. Automating your options trading on Quantiply.tech
    3. Getting started in a systematic way
    4. Simple risk management to keep the account from blowing up

     

    In My Experience…
  • Perry J Kaufman/Systematic Trader and Quantitative Financial Theorist
    1. Which strategies work? Markets that are not open to the public often have better trends.
    2. Don’t get complicated. Limit yourself to these features: Trend and Volatility.
    3. Daily vs intraday? Monthly? Bigger equity swings.
    4. Learn to embrace risk. You cannot eliminate the risk.
    5. How do you decide how much you should trade for every $10,000 investment?
    6. How much diversification is necessary?
    7. Not all stocks trend. You can tell by back-testing.
    8. Selecting stocks for your portfolio: the ones that work best.

    Conclusion
  • DAY 2 ENDS
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

    Day 3 4th October

    Topic Speaker Detail
    Life of a Trend Follower... Jerry Parker talks with Sovit Manjani
  • Jerry Parker/The Turtle Trader, CEO Chesapeake Capital Corporation
  • Sovit Manjani CMT/Co-Founder Dravyaniti Consulting L.L.P.
    1. How did you start your trading journey as a Turtle Trader?
    2. You have worked with Market Wizards like Richard Dennis and William Eckhardt. How is the mindset of these people?
    3. What were the Original Turtle trading rules, Do they still work?
    4. What improvisations you did to the original rules.
    5. What is the meaning of diversification in your eyes?
    6. Trend Following is the game of riding outliers. How do we manage volatility in Trend Following Breakout Strategies?
    7. How to select a timeframe for a Strategy?

    Future of Retail Trading with APIs
  • Tejas Khoday/Co-Founder & CEO at FYERS
    1. About our API
    2. Brief Roadmap
    3. Trends in Retail Algo Trading
    4. Scope for Fintech tie-ups

    Optionality And Venture Capital
  • Ashish Fafadia/Partner, Blume Ventures
  • Vivek Gadodia/Co-Founder Dravyaniti Consulting L.L.P.
    1. What are the factors Blume would look at during the investment process     - What are the factors an options trader would consider before putting on the trade - Greeks
    2. How does Blume arrive at a valuation of the companies for which they get proposal     - Pricing of Options :- Intrinsic Value and Extrinsic Value
    3. Can Blume put a stop loss on it's investments.  What is the typical winning ratio and how does it manage an investment that goes sour     - Using a Stop Loss for a Trade gone bad. Adjustments of Trades if market goes against

    Using AI to solve the largest problem in Mass transportation
  • Hrishabh Sanghvi/Co-Founder of Railofy-India's first WL & RAC protection for Indian Railway travellers.
    1. Introducing the problem
    2. How AI helps?
    3. Learnings that can be used for FinTech domain

    Thinking like a Fund House
  • Aseem Singhal/Co-Founder and Fund Manager of Rain Fund
    1. How to make un-correlated trading strategies?
    2. Using Martingale and Compounding together to keep losses small and winners big. 
    3. Being both an option buyer and an option seller. Idea is to be profitable and not be pigeon-holed into a stereotype.

    Lunch Break
  • Lunch Break
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

    How not to be a Back-test Billionaire
  • Shamant Hegde/Independent Algorithmic Trader and Healthcare Data Science Expert
    1. Common Backtesting pitfalls
    2. Real Execution results vs Backtested results
    3. Why it's best not to trust great Backtests
    4. ML in trading and why most academic ML for trading is useless
    5. The best way for a retail trader or a small/medium size prop shop to use ML in trading

    VolShift
  • Subhadip Nandy/Founder, Quantgym Solutions
    1. Understanding Volatility regime shifts  
    2. Differentiate between trending and non-trending zones
    3. Find volatility based support & resistances in the markets

    Tea Break
  • Tea Break
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

    Method to the Monte Carlo Madness
  • Vihan Singh/Founder, Blackrose Technologies
  • Learn about a simple yet powerful statistical technique based on randomness and how you can use it to:

    1. Test the strength of your trading signals and avoid overfitting
    2. Determine the optimal stock combination and weights for your portfolio
    3. Know the reality of your backtest and prevent blow-ups by managing risk effectively
    4. Price instruments with complex outcomes like barrier options

    3 basic tenets of the CMT Program
  • Tyler Wood/Managing Director of Global Business Development at the CMT Association
  • Firing the Bullet
  • Piyush Chaudhry/Founder - Wave Analytics
    1. How to Execute your Trading System Signals to your Broker's Terminal, The Challenges, and Precautions
    2. The When, Why and How of Scaling-In and Scaling-Out
    3. How to handle Large Quantities orders while Entering and Exiting a Trade
    4. The significance of Impact Cost Estimation. The Hero to Zero Myth

    Conclusion
  • EVENT ENDS
  • Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

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    Pricing Plans

    Event Tickets

    US Dollars
    $39
    • Includes Recording Access for 30 Days, of all Speakers except few Speakers which may not be allow
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    After 16th September
    2,999
    • Including GST
    • Includes Recording Access for 30 Days, of all Speakers except few Speakers which may not be allow
    • US Dollar Payments Accepted
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