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Webinar on Basics of Mean Reversion Strategies in Mumbai, Maharashtra, India on November 2017 by QuantInsti. Basics of Mean Reversion Strategies online training 2017, Basics of Mean Reversion Strategies training class 2017,QuantInsti Basics of Mean Reversion Strategies online training 2017

Webinar Information


Webinar on Basics of Mean Reversion Strategies


Webinar Title
Webinar on Basics of Mean Reversion Strategies
Event Type
Webinar
Webinar Date
02-11-2017
Last Date for Applying
02-11-2017
Location
Mumbai, Maharashtra, India

Publish / Maintain / Marketing / Hosted By
Organization Name / Organize By
QuantInsti
Presented By
Dr. Ernest P Chan
Organizing/Related Departments
QuantInsti
Organization Type
Academy
Webinar Category
Both (Technical & Non Technical)
Webinar Level
All (State/Province/Region, National & International)
Related Industries

Education/Teaching/Training/Development

Finance

Economics

Information Technology

Computer/Technology

Registration/Ticket Booking Address
Location
Mumbai, Maharashtra, India
Get In Touch

Attend the free webinar on Basics of Mean Reversion Strategies by Dr. Ernest P Chan Managing Member of QTS Capital Management, LLC, Thursday 02nd November, 8:30 PM IST | 11:00 AM EST | 11:00 PM SGT. In this webinar, Dr. Chan shall address the audience with a detailed overview of Mean Reversion Strategies for trading. Stationarity of Time Series, Testing for Stationarity: ADF Test, Cointegration vs. Correlation, Mean Reversion Strategies)

Mean Reversion strategy is a major component of technical acumen for trading. Prices and returns eventually move back to their mean or average stance, this concept forms the basis of many successful reversion strategies. And we at Quantra are proud to present our first webinar on ‘Basics of Mean Reversion Strategies’ in association with Dr. Ernest Chan .

‘Basics of Mean Reversion Strategies’ is a live interaction with Dr. Ernest Chan who is a globally renowned speaker on computerized trading. Dr. Chan has conducted multiple educative sessions worldwide and has authored three books so far. His writings on Quantitative, Algorithmic and Machine Trading form primary literature for traders and aspiring quants. In this webinar, Dr. Chan shall address the audience with an overview of Mean Reversion Strategies for trading.

Session Outline

  • Introduction
  • Stationarity of Time Series
  • Testing for Stationarity: ADF Test
  • Cointegration vs. Correlation
  • Mean Reversion Strategies
  • Questions

Speaker

Dr. Ernest P Chan

Managing Member of QTS Capital Management, LLC

Dr. Ernest P Chan is the Managing Member of QTS Capital Management, LLC. He is also a faculty member at QuantInsti for EPAT™. He has worked for various investment banks (Morgan Stanley, Credit Suisse, Maple) and hedge funds (Mapleridge, Millennium Partners, MANE) since 1997. Dr. Chan received his PhD in physics from Cornell University and was a member of IBM’s Human Language Technologies group before joining the financial industry. He was a cofounder and principal of EXP Capital Management, LLC, a Chicago-based investment firm. Chan is also the author of Quantitative Trading: How to Build Your Own Algorithmic Trading Business (Wiley), Algorithmic Trading: Winning Strategies and Their Rationale and his third and latest book is on Machine Trading: Deploying Computer Algorithms To Conquer the Markets.

Registration Fees
Free
Registration Ways
Email
Phone
Registration/Ticket Booking Address
Address/Venue
http://ow.ly/B3aD30fNaPT  Pin/Zip Code : 400072
Official Email ID
contact@quantinsti.com
Contact
QuantInsti Quantitative Learning Pvt. Ltd.

A-309, Boomerang, Chandivali Farm Road, Powai, Mumbai – 400 072

contact@quantinsti.com

     +91-22-61691400
Get In Touch