Event Schedule (Tentative)


08:30

Trend Following

  • 1. 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.

09:45

Discretionary Trading v/s Systematic Trading, Panel Discussion

  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?

11:00

Tête-à-Tête with Deepak Shenoy

  1. Capital Mind Momentum Portfolio Philosophy
  2. Use of Quantitative Approach to run the Portfolio
  3. Drawdowns compared to Indices / Benchmarks.

12:45

Trading Strategies and Meta Strategies for Low-Frequency Trading

  1. Trading strategy development workflow
  2. Evaluating trading strategies - dos and don'ts
  3. Meta strategies - balancing exploitation vs exploration

14:00

Lunch Break

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14:30

Selecting the correct level of Leverage. Stop Losses, The correct way

  • 1. 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

15:45

Tea Break

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16:15

Machine Learning for Long Only Portfolio Construction

  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

18:00

Advanced Option Greeks

  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

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09:00

Starting a Hedge Fund and the mistakes we made that almost killed our fund

  • 1. Christina Qi / CEO of Databento and Founding Partner of Domeyard LP

Applying what you've Learned - Why start a Business Today?

Hedge Funds vs. Prop. Shops

Fundraising - How to attract the right Investors into your Fund

Your Pitch - What do Investors look for? 

Hiring - full time vs. outsourced, Mistakes we made 

Strategy Selection and Development + Mistakes 

Data Selection + Mistakes 

Service Provider Selection + Mistakes 

What we did right

Some Hedge Fund horror stories for your entertainment

10:15

Updating Shortly

11:15

Quantitative Approach to Asset Allocation, Panel Discussion

  • 1. Alok Dharia / Founder NAV Finstrat and Quantitative Algo Trader
  • 2. Alok Jain / SEBI Registered Investment Advisor and founder of “weekendinvesting.com”
  • 3. Anil Ghelani, CFA / Head of Passive Investments & Products DSP Investment Managers
  • 4. Devang Jhaveri / Co Founder Dravyaniti Consulting LLP
  • 5. Jay Shah / Founder, One Tree Hill Wealth Partners and PMSkart.com
  • 6. Lakshmi Iyer / President and Chief Investment Officer (Debt) & Head Products Kotak Mahindra Asset Management Co.
  • 7. Nikhil Kamath / Co-Founder Zerodha and True Beacon
  • 8. 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?

13:00
14:00

Lunch Break

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14:30

Impact of Intraday Open Gap

  • 1. 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

15:45

Tea Break

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16:15

Risk Management in Trading

  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 ?

18:00

In My Experience…

  • 1. 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.

19:15

Conclusion

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09:00

Life of a Trend Follower... Jerry Parker talks with Sovit Manjani

  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?

10:45

Ashish Fafadia of Blume Ventures talks with Vivek Gadodia

12:15

Thinking like a Fund House

  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.

13:15

Lunch Break

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13:45

How not to be a Back-test Billionaire

  • 1. 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

15:15

VolShift (Recording will be available for only 3 days)

  1. Understanding Volatility regime shifts  
  2. Differentiate between trending and non-trending zones
  3. Find volatility based support & resistances in the markets

16:30

Tea Break

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17:00

Method to the Monte Carlo Madness

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

18:15

Firing the Bullet

  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

19:15

Conclusion

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