Designing and Building a la Carte Quantitative Trading Strategies
The formation of a quantitative trading strategy is an intellectual undertaking that draws on out-of-the-box thinking, perseverance, proprietary data, and nearly all aspects of computer science. The challenge is amplified when we custom build a strategy inspired from an investment book or a client’s mandate.
This webinar intends to take you on a creative journey from the seed of an investment idea to a live systematic traded strategy. Finding real value in quantitative trading requires a self-adjusting protocol that constantly responds to changes in the market while avoiding the trap of overfitting.
Erez Katz and Taylor Korf carry you through Lucena’s regimented research process designed to service a fast-growing market of human discretion free investment.
Date: Thu, Sep 23, 2021 12:00 PM – 1:00 PM EDT
Contributed by: Lucena Research
Erez Katz, Founder & CEO, Lucena Research
Taylor Korf, Vice President, R&D, Lucena Research
Interactive Brokers is not affiliated with Lucena Research and does not endorse or recommend any information or advice provided by Lucena Research.
Interactive Brokers LLC is a member of NYSE, FINRA, SIPC
Disclosure: Interactive Brokers
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