Seven Ways To Build Superior Trading Strategies

Laurence Connors

Chairman of The Connors Group (TCG), The principal executive officer of Connors Research LLC

Points Covered in the Webinar:

  1. The 200 Day Moving Average Is Your Best Friend!
  2. Buy Pullbacks, Not Breakouts! - (Oversold Short Term Equity Prices Mean Revert)
  3. Beware of Strategies With Too Many Trading Rules!
  4. Trade Construction and Portfolio Construction Are Vital To Your Success!

Alternative Investment Funds (AIFs) in India:- Apna Time Aagaya - Panel Discussion

Panelists : Gaurav Raizada, Rakesh Pujara, Anil Ghelani, Vivek Gadodia Devang Jhaveri

Devang Jhaveri - Moderator

Gaurav Raizada ~ Chief Operating Officer iRage Master Trust Investment Managers LLP Partner at iRage Broking

Rakesh Pujara ~ Founder & Managing Partner - Compounding Wealth Advisors LLP

Anil Ghelani ~ SVP - Passive Investments & Products. DSP BlackRock Pension Fund Managers

Vivek Gadodia ~ Co-Founder Dravyaniti Consulting LLP

Devang Jhaveri - Moderator ~ Co-Founder Dravyaniti Consulting LLP

 

Venue : Algo Convention 2019

Introduction to Algorithmic Trading

Vivek Gadodia

Co-Founder, Dravyaniti Consulting

Points Covered in the Webinar:

  1. Introduction to Algorithmic Trading
  2. Difference between High, Medium and Low Frequency Algorithms
  3. Types of Algos : Alpha Generation v/s Execution
  4. Types of Strategies : Trend-Following, Mean-Reversion, Statistical Arbitrage, Event-Based
  5. Defining a system for trading or investing
  6. Role of Back-Testing a strategy
  7. Key Parameters while selecting a system

Introduction to Algorithmic Trading

Sovit Manjani CMT

Co-Founder & Trading Strategist at Dravyaniti Consulting LLP

Points Covered in the Webinar:

  1. Introduction to Amibroker,
  2. Basic AFL Coding,
  3. Screener, Explorer,
  4. Creating Custom Indicators,
  5. Model Building Process,
  6. Developing and validating a winning trend following system.

Moving money in and out of a 600 Million Dollar Fund, Using Filters and Position Sizing in Trend Following

Thomas F. Basso

Former CEO, Trandstat Capital Management, Inc and Founder of Enjoytheride.world, A Market Wizard

Points Covered in the Webinar:

  1. Noise versus Data
  2. Breakout Trend Following
  3. Multiple Trend Following Models
  4. Filters - Use Carefully
  5. Managing Position Risk
  6. Managing Ongoing Risk
  7. Controlling Portfolio Risk
  8. Portfolio Selection
  9. Mental Side of Trading

Mean Reversion Strategy for Stocks

Vishal Mehta CMT

Independent Trader and Co-Chair for Mumbai Chapter for CMT

Points Covered in the Webinar:

  1. Developing a Mean Reversion Strategy and component of the same
  2. Running the strategy across different market Regime
  3. Understand when the strategy  is broken and develop the new one
  4. Psychology of System Trader

A Quantitative Analysis of Volatility Breakouts

Subhadip Nandy

Founder, Quantgym Solutions

Points coved in the Webinar:

  1. Analyse the market movements quantitatively
  2. Find optimum zones to trade
  3. Create a volatility breakout system based on market observations

Power of Python for Trading

Sahil Swaroop

Data Scientist at Dravyaniti Consulting LLP

This video covers the following points:

How to Leverage the Power of Python in the field of Trading?

How Professional Algo Traders Develop and Back-test a strategy in Python?

Walkthrough the production process from data modification to Back-Testing

How to validate a strategy with Performance Metrics?

Trading Systems on Renko charts, Key aspects of designing systems on them, Trading Options using them

Prashant Shah Founder and CEO, Definedge Solutions

Abhijit Phatak Marketing and Business Development, Definedge Solutions

Trading Systems on Renko charts,

Understanding Renko charts from a system trading perspective,

A couple of Trading systems with chart examples and back-testing,

Important aspects of designing systems on Renko charts,

Trading Options using Renko charts

Beat the Market with a Simple SuperTrend Strategy

Matt Radtke

A Trader, Researcher, Software Engineer

Points Covered in the Webinar:

  1. A simple Nifty Bank Nifty Strategy that exceeds the Buy & Hold returns with significantly lower Drawdowns
  2. Basic Amibroker Code for the above Strategy
  3. Demo of an algorithmic trading strategy
  4. System Validation on In-sample and out-sample data
  5. Concepts and measures for testing robustness of the Strategy

MOVERS Crude Oil Trading System

Alok Dharia Founder NAV Finstrat (www.navfinstrat.com) Quantitative Algo Trader

Dr. Prashant Mullick Co-founder of MOVERS and Vohi Capital

Points Covered in the Webinar:

1. Introduction to Crude Oil

2. Spread Trading in Crude

3. Steps involved in Building an Algorithmic Trading Model for Crude

4. What is MOVERS and How we built it

ANATOMY OF A MARKET WIZARD In conversation with JACK SCHWAGER

Jack Schwager

The author of the iconic Market Wizards series

The session will revolve around:

  1. Jack's journey about the market and the trigger to write Market Wizards
  2. The essence of the interviews with the Wizards
  3. The story behind Unknown Market Wizards
  4. The Unknowns of Market Wizards
  5. The wisdom of Jack Schwager

Fortitude Trading Strategy

Sovit Manjani CMT

Co-Founder & Trading Strategist at Dravyaniti Consulting LLP

This video covers the following points:

  1. Essentials of a Good Trading System
  2. The objective of a Strategy
  3. Defining a Strategy
  4. The Concept of Relative Strength
  5. Identifying Dull Market
  6. Identifying less Volatile Market
  7. Defining Trailing Stop
  8. Other Parameters
  9. Statistics and Performance metrics of the Strategy

Habits of a winning Trader (In Hindi)

Ketan Manilal Mehta

Founder Moment Investment and Moment Investment Advisors

This video covers the following points:

  1. What is Trading?
  2. Difference between Gambling and Trading.
  3. How to make Trading simple.
  4. One single rule of Trading.
  5. Psychology in Trading.

How to Start your own ALGO Trading Desk? (In Hindi)

Ankush Bajaj

Founder Director of ALFA FinEduCon Pvt Ltd.

This video covers the following points:

  1. Key Points for forming Algo Trading Desks,
  2. Best Performing System,
  3. Worst Performing System,
  4. Behind the Scenes.

Statistical Arbitrage in the Indian F&O Markets

Sonam Srivastava

Founder of Wright Research

This video covers the following points:

  1. An introduction to the Statistical Arbitrage Strategy in terms of the key Risk & Rewards,
  2. Modeling aspects & Execution,
  3. Experience in running the statistical arbitrage book

The life cycle and the psychology of a successful Trading System

Rahul D Mudliar

BFM, EPAT & CMT cleared, Founder - Quidditch Finance

The presentation will cover :

  1. Life cycle and the process of system development,
  2. The psychology behind the building of a successful Trading System,
  3. The state of mind while running a Trading strategy,
  4. Example of a running Profitable Trading Strategy.