EVENT OUTCOMES

WHY JOIN US

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 2021

about image

Algo Convention 2021 (5th 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.


This year we are looking forward to have many experienced International and Indian traders to address our convention audience through Live Interactive Video Conference and throw light on many aspects of Algorithms. The topics cover Constructing a Rule-Based Index, Running a portfolio of Non-Correlated Strategies, Portfolio Sizing, Contrarian Approach to trading, Crypto Trading Strategies, Trend-Following, Mean-Reversion, Statistical Arbitrage, Trading Psychology, Automated Execution, Improvising your strategy and Incorporating Machine Learning into your Algorithms.

Sessions With Speakers

Featured Speakers

Victor Sperandeo

Legendary Trader and CEO Alpha Financial Technologies LLC.

Victor Sperandeo is a legendary trader and excellent financial commentator based in the USA. Sperandeo has over 45 successful years on Wall Street in trading independently with his own money and on behalf of big names and other notable investors such as Leon Cooperman and George Soros. He has managed futures trading for EAM Group of Companies and global investment banks such as HSBC, RBS and Nomura.

He is widely known as “Trader Vic” in Wall Street, a title earned because of his intellectual ability and skills to trade profitably.

?Victor Sperandeo is the founder, CEO and President of Alpha Financial Technologies LLC. He is also a founding partner, CEO and President of EAM Partners L.P.

?Mr. Sperandeo is widely regarded as an expert in commodities, particularly in the Energy and Metals sectors. His market crash prediction during a September 1987 Barron’s interview earned him great recognition and highlighted his deep understanding of financial markets. In recent years, Mr. Sperandeo is best known for developing indexes and trading strategies that are designed to benefit from futures price trends. These include both actively managed strategies as well as rules-based algorithmic quantitative models. He has received three patents in the U.S., two in the Bahamas, and one in Australia on financial products using long/short algorithmic indicators or indices in conjunction with leverage, which add alpha while simultaneously reducing risk.

He created the Diversified Trends Indicator™, which is an evolution of these strategies. It is a rules-based, investable trading methodology incorporating a diversified group of highly liquid, exchange-traded commodity and financial futures contracts, reflecting market expectations of near-term and future price movements.

He has been featured twice in Barron’s, “Man of all Markets”, on May 2, 1983, and “Trader Vic the Ultimate Wall Street Pro”, on September 21, 1987 — and been quoted in The Wall Street Journal and Stocks & Commodities. Additionally, he has appeared frequently on CNBC, CNN, Fox and other networks. He has also been included on Ziad Adelnour's list of top 100 Wall Streeters.

Rakesh Pujara

Founder & Managing Partner - Compounding Wealth Advisors LLP

Rakesh Pujara has over 25 years of trading and investment experience in the Indian equity markets. 

He completed his Bachelor of Commerce from Mumbai University in 1992 and ICWA from the ICWA Institute in 1996. In the initial part of his career he worked in the Finance departments of different firms in diamond, exports and media industries. In 1999 he joined Shree Naman Securities & Finance as a Finance Manager. In 2002, he established the proprietary trading desk at Naman and grew it to be the major contributor of the firm’s revenue.

Over the years he has developed his own style of trading and analyzing the markets and enjoys studying the behavioral aspect of the markets. He likes to look at long term trends and takes into account a number of factors such as global and local macro, fundamentals and technicals. In 2013, after he became the CEO at Naman, he established the algo trading desk which is very close to his heart. It contributed a major portion of the revenue of the prop trading desk.

Inspired by the results in Algorithm desk he formed his own company Viz. Compounding Wealth Advisors LLP which is a SEBI registered Investment Advisor & is in the Business of advising clients on generating all weather, absolute alpha generating risk adjusted returns. He is a system trader & believes in trend following & other non-correlated multiple trading systems to generate better risk adjusted return  

Money Control Interview, An accidental trader: https://www.moneycontrol.com/news/business/markets/rakesh-pujara-an-accidental-trader-4947481.html

Links to his various presentations & Panel Discussions:

1) ‘Demystifying Algo Trading’ at an event in Mumbai. YouTube links: 

a) https://www.youtube.com/watch?v=0nwBmtlOv7M&feature=youtu.be

b) http://youtu.be/stL77OvIg0o ,  

c) http://youtu.be/B64XMfLRMf8 

2) ‘Psychology of Successful Traders’ at Algo Convention 2018. YouTube link: https://www.youtube.com/watch?v=gKxNg1iA-M0

3) Panel Discussion -Algo Trading: Best Practices, Trends and Future YouTube link:    https://www.youtube.com/watch?v=3FgIHJQ612M

4) Panel Discussion -Alternative Investment Funds in India - Apna Time Aagaya YouTube link: https://www.youtube.com/watch?v=gWBTWzTIgxQ&feature=youtu.be

5) Face to Face: https://www.youtube.com/watch?v=dol8dpM3Jfw

6) ELMLive with Rakesh Pujara https://www.youtube.com/watch?v=hpYmVBNs9Vw

Tom Sosnoff

Founder and Co-CEO of tastytrade

Tom Sosnoff is a trailblazer in the online brokerage industry, driving innovation and financial education for investors of all levels. He offers up his expertise in the options markets as co-host of tastytrade LIVE!, airing daily on the tastytrade network. A former floor trader, Tom became one of Chicago's most well-known serial entrepreneurs in fintech when he built a breakthrough options-trading platform, thinkorswim, later sold to TD-Ameritrade for $750 million.

Leveraging over 20 years of experience as a Market Maker for the Chicago Board Options Exchange (CBOE) and one of the original OEX traders in the S&P 100 Index pit, Tom pursued his vision to educate retail investors in options trading and build a superior trading platform and a brokerage firm that specialized in options. With that vision in mind, tastytrade was founded in 2011. Six years later, tastyworks launched with Scott Sheridan at the helm as CEO.

Tom played an instrumental role in the launch of Luckbox Magazine in 2019, and in 2020 he created the first new futures exchange in 20 years, The Small Exchange. His efforts ultimately changed the way these instruments are traded and how digital financial media is produced and consumed.

Tom has been named to Techweek’s Tech 100 list, Crain’s Chicago’s Tech 50, and has spoken at over 500 events across the globe. Tom received the Ernst & Young Entrepreneur of the Year Award and has been featured by prominent publications such as WSJ, IBD, Chicago Tribune, Crain’s Chicago, Traders Magazine, and Barron’s.

 

About tastytrade, Inc.

tastytrade is one of the most-watched online financial networks, engaging investors and traders across 165 countries with daily, live, cost-free and commercial free programming with over 100 million hours viewed and offers over 50 original segments for new and seasoned veteran traders. tastytrade’s data driven research-based content teaches a logical, mechanical approach to investing and identifying opportunities based on probability and volatility. Investors are continually challenged with financial math, humor and new market perspectives.

tastytrade is the parent company to tastyworks, a brokerage firm creating and leading a financial revolution for the do-it-yourself investor; Quiet Foundation, a data science-driven, fee-free investment advisory service; Dough, a mobile-first brokerage firm radically challenging the status quo and changing wealth creation; and is the lead innovator behind The Small Exchange and its mission to become the world's largest customer-centric futures exchange, bridging the futures product gap for investors of all sizes. tastytrade and its companies focus on empowering the individual investor through content, technology and know-how.

 

Kirubakaran Rajendran

Founder, Algo Trading firm, Squareoff

Mr. Kirubakaran Rajendran is the Founder of  Algo Trading firm, http://www.squareoff.in that provided automated Trading bots. He is an algo trader who has developed Multiple Trading systems for Indian Equity markets. He has been featured in MoneyControl through Interview on India Top Traders. He is active on Quora where he shared more than 1000+ articles related to trading with more than 11+millions views.

Blog: https://www.quora.com/profile/Kirubakaran-Rajendran - Quora 

Vivek Bajaj

Co-founder of elearnmarkets.com and StockEdge App

Vivek Bajaj has been trading derivatives since 2002. He is the co-founder of one of the largest proprietary trading desks in India with over 150 traders. He is also co-founder of elearnmarkets.com and StockEdge app. He is part of various committees of exchanges and has been an active contributor in the evolution of Derivative Market in India. He has been a speaker at various colleges and higher institutions including IIT and IIMs.

3

Days of Learning

1200

1200+ Participants

5th

Annual Conference

20

20+ Hand Picked Speakers

Event Schedule

SCHEDULE FOR A CONFERENCE

20-Aug-21
  • 16:00 IST
  • Factor-based investing strategy
  • Learn the process of stock selection based on volatility and momentum
  • How to generate alpha with the least volatility
  • Passive investing style with minimal analysis or framework
  • Way to avoid large drawdowns and longer underwater periods.
  • SPEAKER : Kirubakaran Rajendran /Founder, Algo Trading firm, Squareoff
  • 17:00 IST
  • Evolution of API based trading
  • How to setup your API trading
  • FYERS API architecture
  • Third party integrations with FYERS APIs
  • SPEAKER : Yashas Khoday /CTO and Co-founder FYERS
  • 17:30 IST
  • Identifying Stocks with Strength
  • Spot High Momentum Probability Scrips
  • Know when things are going wrong
  • When to Squareoff a position?
  • SPEAKER : Vivek Bajaj /Co-founder of elearnmarkets.com and StockEdge App
  • 18:30 IST

How you can deploy Algo Trading Strategies using IIFL Securities Open APIs and SDKs built over them

  • SPEAKER : Sonam Srivastava /Founder - Wright Research
  • 19:00 IST
  • Develop a concept that you believe is ”fundamentally profitable” from an investor or speculative standpoint
  • Develop your thesis, without looking at the past first
  • Heavy computer back-testing simulations to prove your thesis
  • Critically. if you don’t get the results you wish, never data-mine, curve fit or optimize the algorithm to fit your desire
  • Have a fundamental concept that is profitable or lose small, in ”any given time period“ of 5 or 10 years
  • SPEAKER : Victor Sperandeo /Legendary Trader and CEO Alpha Financial Technologies LLC.
  • 20:00 IST

Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

  • SPEAKER :
  • 21:00 IST

DAY 1 ENDS

  • SPEAKER :
21-Aug-21
  • 09:00 IST
  • Statistical distribution of IV
  • Types of volatility and its relationship to IV
  • Understanding time series forecasting
  • Modeling Mean-reverting process
  • SPEAKER : Shubham Agarwal CFA, CMT, CQF, CFTe /CEO, Quantsapp
  • 10:00 IST

1. Trading Algorithms for Retail Traders: The Future
2. The invite-only Algo Strategy Marketplace
3. AlgoBulls Platform Key features:
   - State-of-the-art Technology
   - Safety & Transparency in algo execution
   - Real-time RMS support for algo execution
4. AlgoBulls Ecosystem: Brokers, Experts, Traders, Channel Partners

  • SPEAKER : Pushpak Dagade /Founder & CEO at AlgoBulls | Author
    SPEAKER : Suraj Bathija /Founder & CSO at AlgoBulls
  • 10:15 IST
  • What is non-directional trading & the concept behind it?
  • How to manage delta & the risk in non-directional trading
  • Data analysis for last 5 years
  • SPEAKER : Sourabh Sisodiya /Co-Founder at Quantify Capital
  • 11:30 IST
  • Detecting Trend using Straddles
  • Capturing market reversals using Straddles
  • Completely back-tested results from 2016
  • SPEAKER : Vishal Mehta CMT /Full-time independent trader and Co-Chair for CMT Mumbai Chapter
  1. Get to know the detailed features of API
  2. Various types of API
  3. Know more about API Python SDK
  4. End to end solution for Option Trading
  • SPEAKER : Ashish Nanda /Joint President, Heads PCG and Alternate Channel Business, Kotak Securities
    SPEAKER : Aroop Chaudhari /Product Head - Derivatives, Kotak Securities
    SPEAKER : Siddharth Gautam /Head – Platform and Fintech, Kotak Securities
  • 13:00 IST
  • How to get a Calmer Ratio of more than 5?
  • Diversification between Non-correlated Strategies.
  • Understanding Multi-Asset Allocation Mechanics.
  • VAR Defined Strategy Earmarking.
  • Best of all Worlds, Options Buying, Options Selling, Futures, Cash, Index, Long, Short
  • Connecting the dots.
  • SPEAKER : Rakesh Pujara /Founder & Managing Partner - Compounding Wealth Advisors LLP
  • 14:00 IST

Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

  • SPEAKER :
  • 15:00 IST
  • The major position sizing methods
  • How position sizing is a different game for a large account and a small account
  • How position sizing is different for cash stocks and options trading
  • How a trader can choose the right method for his style of trading
  • SPEAKER : Subhadip Nandy /Founder, Quantgym Solutions
  • 16:00 IST

Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

  • SPEAKER :
  • 16:30 IST
  • The biggest learnings are from failures,
  • Never stop believing in yourself and your process,
  • Never stop listening to others but always be clear about your opinion also,
  • Universe has a plan for you - just stay the path,
  • Spread your learning and it multiplies your learning and everything else.
  • SPEAKER : Niraj Dalal /Chartered Accountant and Independent Trader
  • 17:30 IST
  • SPEAKER : Raghava.Bs /Head Digital Initiatives and Algo Trading at Angel One
  • 18:00 IST

All Traders

  •   Must have a System with an edge
  •   Control market psychology – Discipline and Emotions
  •   You are not smarter than the market

 

Contrarian Trader

  •   Market Participation is just as important as Market Price Action
  •   Respect stops and know capital at risk
  •   Crowdedness based on sentiment
  • SPEAKER : Jason Shapiro /The Contrarian in the book Unknown Market Wizards, Jack D. Schwager
  • 19:00 IST

Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

  • SPEAKER :
  • 20:00 IST

DAY 2 ENDS

  • SPEAKER :
22-Aug-21
  • 09:00 IST
  • Differences between traditional markets and crypto markets from a trading point of view
  • Crypto leveraged products overview
  • Algo trading using exchange APIs & third-party tools/bots
  • Algo trading using tradingview alerts
  • Opportunities for client portfolio automation in crypto

 

  • SPEAKER : Chandan Kumar /Algo Trader and Crypto Consultant
  • 10:15 IST
  • How to quantify the change in momentum?
  • Creating rules of the strategy
  • Backtesting the strategy on Amibroker
  • SPEAKER : Prateek Singh /Founder & CEO, LearnApp
  • 11:30 IST
  • Generate alpha by selling straddles
  • How backtesting works
  • Find the optimal hedge distance
  • Overview of the trading automation process
  • SPEAKER : Puneet Tewani /Proprietary Trader & Founder, Fox Trading Solutions
  • 13:00 IST
  • New Trading strategies based on volatility, seasonality and sentiment.
  • Bollinger Band system to trade portfolios of stocks.
  • Let the market decide which stock to buy.
  • Survivorship bias in portfolio backtests.
  • Application of the strategy to portfolios of stock.
  • Beginning of the month - a simple and robust trading system for stock indexes.
  • SPEAKER : Urban Jaekle /Co-Author of Trading Systems
  • 14:00 IST

Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

  • SPEAKER :
  • 15:00 IST
  • How Timeframe Confluences can be used effectively?
  • Using Market Scores for Option Buying
  • Means to tame the Theta?
  • SPEAKER : Asit Baran Pati /System-based F&O Trader and Trainer
  • 16:00 IST

Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

  • SPEAKER :
    Panel Discussion
  • 16:30 IST
  • Evolution of Retail Trader over last 5 years in Options Trading
  • Increase in interest in Multi-Leg Options Strategies - Analysis and Trading Limitations / Challenges
  • Professional Traders ViewPoint?
  • API Access proliferation across brokers.
  • Skillsets/abilities required for retail adoption
  • API Execution - The Good, Bad and Ugly
  • 1-3 yr outlook for API Trading Space - both technical and regulatory
  • SPEAKER : Dr. Prashant Mullick - Moderator /Co-Founder - QCAlpha
    SPEAKER : Santosh Pasi /Founder of Pasi Technologies
    SPEAKER : Abhijit Phatak /Head - Marketing & Business Development, Definedge Solutions
    SPEAKER : Yogesh Nanda /Partner at Scalium Investments
    SPEAKER : Rajib Ranjan Borah /Co-founder & Director of iRageCapital and QuantInsti
    SPEAKER : Kunal Nandwani /Consultant to Share India Securities
  • 18:00 IST
  • Understanding Implied Volatility Rank (IVR)
  • Option Trading Correlation Concept
  • Executing Option Strategies
  • The Art of Adjusting Options Trades
  • Calculating Expected Moves
  • SPEAKER : Tom Sosnoff /Founder and Co-CEO of tastytrade
  • 19:00 IST

Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners

  • SPEAKER :
  • 20:00 IST

EVENT ENDS

  • SPEAKER :

EVENT TICKETS

PRICING PLANS

$ 39

US DOLLARS

  • Includes Recording Access for 30 Days, of all Speakers except few Speakers who may not allow recording their Sessions

₹ 2,999

FROM 20TH JULY

  • Including GST
  • Includes Recording Access for 30 Days, of all Speakers except few Speakers who may not allow recording their Sessions
  • US Dollar Payments Accepted
Algo Convention 2021 Recordings will be available upto 2nd October 2021 to all the Participants, the recordings can be bought upto 29th September 2021 Note the recordings are not shareable and downloadable.
Buy Recordings Now

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