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Event Schedule
Dear Participants, Algo Convention Video’s are extended till 30 Nov,2020 11.59 IST for all the registered participants
Algo Convention 2020 Opening Ceremony
- 1. Devang Jhaveri / Co-Founder Dravyaniti Consulting LLP and Algo Convention
Trend Following (Recording will not be available)
- 1. Michael Covel / Trader, Author - Trend Following, Trend Commandments, and The Complete TurtleTrader
- Selecting your Tracking Portfolio.
- Entering your Trades at the right time.
- Exiting your Trades with a loss.
- Exiting your Trades with a profit.
- How much money to bet on each trade.
- The Mindset to tie it all together.
Discretionary Trading v/s Systematic Trading, Panel Discussion
- 1. Asit Baran Pati / System-Based F&O Trader and Trainer
- 2. Kirubakaran Rajendran - Moderator / Founder Squareoff.in
- 3. Niraj Dalal / Chartered Accountant and Independent Trader
- 4. Dr. Prashant Mullick / Co-founder of MOVERS - A Quantitative Directional Trading System
- 5. Pushpak Dagade / Co-Founder & CEO at AlgoBulls
- 6. Vishal Mehta / Chartered Market Technician
- What type of trading is better Discretionary or Nondiscretionary?
- Can long term investing be done in a Nondiscretionary manner or Discretionary is the only way?
- Fundamental Analysis can only be done in a Discretionary fashion?
- Do Non-Discretionary Systems really remove emotion?
- Do you think Discretionary Traders need a higher psychological edge and the results may be Multi-fold?
Tête-à-Tête with Deepak Shenoy
- 1. Deepak Shenoy / Fund Manager and Entrepreneur
- 2. Mayuresh Joshi / Head of Research – Equity, William O’Neil India
- Capital Mind Momentum Portfolio Philosophy
- Use of Quantitative Approach to run the Portfolio
- Drawdowns compared to Indices / Benchmarks.
Element for Algorithmic Trading
- 1. Pratik Adani / CTO at SAMCO
Trading Strategies and Meta Strategies for Low-Frequency Trading
- 1. Prodipta Ghosh / Vice President, QuantInsti
- Trading strategy development workflow
- Evaluating trading strategies - dos and don'ts
- Meta strategies - balancing exploitation vs exploration
Lunch Break
- 1. Lunch Break
Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners
Selecting the correct level of Leverage. Stop Losses, The correct way
- 1. Robert Carver / Independent Systematic Futures Trader, Writer and Research Consultant
- The purpose of a Stop Loss
- Different kinds of Stop Loss
- Factors to consider when setting a Stop
- Interaction between Stop Loss setting and Trading Speed
- Factors determining correct Position Size
- The Maths of Position Scaling
Machine Learning for Long Only Portfolio Construction
- 1. Sonam Srivastav / Founder - Wright Research
- We evaluate the use of Machine Learning models for optimisation of a portfolio of broad market indices and compare it with traditional models
- We understand the advantages and disadvantage of using Machine Learning models
- We look at various Machine Learning techniques - supervised learning, reinforcement learning & evaluate the efficacy
- We see how we can evaluate the robustness of a ML model for portfolio construction
Advanced Option Greeks
- 1. Shubham Agarwal CFA, CMT, CQF, CFTe / CEO, Quantsapp
- Under-Standing Greeks
- Greeks Technicalities to help in the adjustment of trading style
- Higher-Order Greeks
- Normalizing Greeks for implementing time series analysis
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
Automating your algo with Python in 15 mins with 50 lines of code
- 1. Sumit Raj / Senior Solutions Architect at GeoSpark R&D
- What is a Serverless setup for executing your code?
- Why choose Lambda over EC2 for algo trading?
- Creating a webhook endpoint to receive chartink alerts via API Gateway
- Calculating SL, Target and firing order using Zerodha APIs in AWS Lambda.
- Setting up alerts to your telegram.
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
- Is it possible to improve risk-adjusted returns of a portfolio by applying Quantitative Asset allocation tactics, I yes then How?
- Does the same model and parameter work for every asset class or they have to be different for all?
- Can we describe some simple rules?
- Which will be the asset classes you would have in your model and why?
- 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
- 1. Rohit Chugh / Data Curator & Strategy Developer at Dravyaniti Consulting LLP
- How to Develop Trading Strategy That Works?
- How to Back Test?
- How to Automate Trading Strategy?
The struggles of bringing Tradetron to life. The journey so far
- 1. Umesh Ranglani / Founder CEO of Tradetron
- 2. Vivek Gadodia / Co-Founder Dravyaniti Consulting L.L.P.
- Concept challenges
- Tech challenges
- Scaling challenges
- Client expectations challenges
Lunch Break
- 1. Lunch Break
Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners
Impact of Intraday Open Gap
- 1. Maged Abidou / Head Of Product Development at Mubasher Financial Services (DIFC) Ltd
- Intraday gap vs day gap.
- Impact of Intraday gap on price within the trading session.
- Intraday Trading Strategies utilizing intraday gap measures
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
Risk Management in Trading
- 1. Sourabh Sisodiya CFA / Co-Founder & Head of Investment Strategy Quantify Capital
- Why risk management is the only holy grail in trading ?
- Psychological Biases that hinder trading performance
- Types of risks in trading, real examples and how to mitigate them ?
- How to stress test to check robustness of a trading system ?
- How to position size correctly to avoid risk of ruin ?
Stress-free options trading through automation and simple risk management
- 1. Abhi Shah / Founder, Quantiply
- Choosing the right algo tool or automation platform
- Automating your options trading on Quantiply.tech
- Getting started in a systematic way
- Simple risk management to keep the account from blowing up
In My Experience…
- 1. Perry J Kaufman / Systematic Trader and Quantitative Financial Theorist
- Which strategies work? Markets that are not open to the public often have better trends.
- Don’t get complicated. Limit yourself to these features: Trend and Volatility.
- Daily vs intraday? Monthly? Bigger equity swings.
- Learn to embrace risk. You cannot eliminate the risk.
- How do you decide how much you should trade for every $10,000 investment?
- How much diversification is necessary?
- Not all stocks trend. You can tell by back-testing.
- Selecting stocks for your portfolio: the ones that work best.
Life of a Trend Follower... Jerry Parker talks with Sovit Manjani
- 1. Jerry Parker / The Turtle Trader, CEO Chesapeake Capital Corporation
- 2. Sovit Manjani CMT / Co-Founder Dravyaniti Consulting L.L.P.
- How did you start your trading journey as a Turtle Trader?
- You have worked with Market Wizards like Richard Dennis and William Eckhardt. How is the mindset of these people?
- What were the Original Turtle trading rules, Do they still work?
- What improvisations you did to the original rules.
- What is the meaning of diversification in your eyes?
- Trend Following is the game of riding outliers. How do we manage volatility in Trend Following Breakout Strategies?
- How to select a timeframe for a Strategy?
Future of Retail Trading with APIs
- 1. Tejas Khoday / Co-Founder & CEO at FYERS
- About our API
- Brief Roadmap
- Trends in Retail Algo Trading
- Scope for Fintech tie-ups
Optionality And Venture Capital
- 1. Ashish Fafadia / Partner, Blume Ventures
- 2. Vivek Gadodia / Co-Founder Dravyaniti Consulting L.L.P.
- 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
- How does Blume arrive at a valuation of the companies for which they get proposal - Pricing of Options :- Intrinsic Value and Extrinsic Value
- 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
- 1. Hrishabh Sanghvi / Co-Founder of Railofy-India's first WL & RAC protection for Indian Railway travellers.
- Introducing the problem
- How AI helps?
- Learnings that can be used for FinTech domain
Thinking like a Fund House
- 1. Aseem Singhal / Co-Founder and Fund Manager of Rain Fund
- How to make un-correlated trading strategies?
- Using Martingale and Compounding together to keep losses small and winners big.
- Being both an option buyer and an option seller. Idea is to be profitable and not be pigeon-holed into a stereotype.
Lunch Break
- 1. Lunch Break
Visit Sponsor Booths to avail attractive Offers from Sponsors and Partners
How not to be a Back-test Billionaire
- 1. Shamant Hegde / Independent Algorithmic Trader and Healthcare Data Science Expert
- Common Backtesting pitfalls
- Real Execution results vs Backtested results
- Why it's best not to trust great Backtests
- ML in trading and why most academic ML for trading is useless
- The best way for a retail trader or a small/medium size prop shop to use ML in trading
VolShift
- 1. Subhadip Nandy / Founder, Quantgym Solutions
- Understanding Volatility regime shifts
- Differentiate between trending and non-trending zones
- Find volatility based support & resistances in the markets
Method to the Monte Carlo Madness
- 1. Vihan Singh / Founder, Blackrose Technologies
Learn about a simple yet powerful statistical technique based on randomness and how you can use it to:
- Test the strength of your trading signals and avoid overfitting
- Determine the optimal stock combination and weights for your portfolio
- Know the reality of your backtest and prevent blow-ups by managing risk effectively
- Price instruments with complex outcomes like barrier options
3 basic tenets of the CMT Program
- 1. Tyler Wood / Managing Director of Global Business Development at the CMT Association
Firing the Bullet
- 1. Piyush Chaudhry / Founder - Wave Analytics
- How to Execute your Trading System Signals to your Broker's Terminal, The Challenges, and Precautions
- The When, Why and How of Scaling-In and Scaling-Out
- How to handle Large Quantities orders while Entering and Exiting a Trade
- The significance of Impact Cost Estimation. The Hero to Zero Myth