Event Schedule

Dear Participants, Algo Convention Video’s are extended till 30 Nov,2020 11.59 IST for all the registered participants

08:25 IST

Algo Convention 2020 Opening Ceremony

  • 1. Devang Jhaveri / Co-Founder Dravyaniti Consulting LLP and Algo Convention

08:30 IST

Trend Following (Recording will not be available)

  • 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 IST

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 IST

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.

12:00 IST
12:45 IST

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 IST

Lunch Break

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14:30 IST

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 IST

Tea Break

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16:15 IST

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

17:45 IST

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

19:00 IST

Conclusion

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09:00 IST

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

  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

10:15 IST

Automating your algo with Python in 15 mins with 50 lines of code

  • 1. 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.

 

11:15 IST

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. 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 IST

Beginner’s Guide to Developing Automated Trading Systems

  • 1. 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?

13:45 IST

The struggles of bringing Tradetron to life. The journey so far

  1. Concept challenges
  2. Tech challenges
  3. Scaling challenges
  4. Client expectations challenges

14:00 IST

Lunch Break

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14:30 IST

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

15:15 IST

Trading made easy with Kotak Securities

  • 1. Ashish Nanda / Joint President & Business Head - PCG, Bank Chanel, Commodities and Currency Business Kotak Securities
  • 2. Siddharth Gautam / Kotak Securities

15:45 IST

Tea Break

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16:15 IST

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 ?

17:30 IST

Stress-free options trading through automation and simple risk management

  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

 

18:00 IST

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 IST

Conclusion

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09:00 IST

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?

10:15 IST

Future of Retail Trading with APIs

  1. About our API
  2. Brief Roadmap
  3. Trends in Retail Algo Trading
  4. Scope for Fintech tie-ups

10:45 IST

Optionality And Venture Capital

  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

11:45 IST

Using AI to solve the largest problem in Mass transportation

  • 1. 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

12:30 IST

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.

13:30 IST

Lunch Break

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14:00 IST

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 IST

VolShift

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

16:30 IST

Tea Break

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17:00 IST

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

18:00 IST

3 basic tenets of the CMT Program

  • 1. Tyler Wood / Managing Director of Global Business Development at the CMT Association

18:15 IST

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 IST

Conclusion

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