QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative...

12
QUANTINSTI QUANTITATIVE LEARNING Algorithmic & Quantitative Trading Institute

Transcript of QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative...

Page 1: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

QUANTINSTI QUANTITATIVE LEARNING

Algorithmic & Quantitative Trading Institute

Page 2: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

2

03 About us

04 Advisory board

05 Flagship programme - EPATTM

06 Self-learning portal - Quantra®

07 Alumni speak

08 Our users & alumni

09 Core team

11 Workshops and webinars

Contents

Page 3: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

With the advent of Algorithmic Trading in global markets and the benefits it brings to traders across the board, it is imperative to develop domain knowledge and expertise in quantitative and qualitative Algorithmic Trading skills. QuantInsti® is Asia’s pioneer Algorithmic Trading Research and Training Institute, conducting professional programmes in this rapidly growing domain. The institute is focused on preparing professionals in the financial industry for the contemporary field of Algorithmic and Quantitative Trading.

QuantInsti®’s flagship programme ‘Executive Programme in Algorithmic Trading’ (EPATTM) has benefited participants from over 55 countries. Apart from imparting knowledge on advanced concepts, QuantInsti® provides practical insights into aspects like system architecture & latency, standardized protocols, trading strategy design methodologies and risk management for algorithmic trading, and exposure to new developments/tools in this domain.

QuantInsti® has also designed education modules for various exchanges in South and South-East Asia and for various educational and financial institutions. Given the practical nature of the industry, QuantInsti® has always been associated through its various activities with industry’s biggest names across the globe including tier-1 educational and financial institutions.

QuantInsti® is headquartered in Mumbai.

3

About us

Page 4: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

Advisory boardProfessor Gautam Mitra

Prof. Mitra was awarded the title “Distinguished Professor”

by Brunel University in recognition of his contributions in the

domain of computational optimization, risk analytics and

modelling. He is an internationally renowned research scientist

in the field of Operational Research in general and computational

optimization and modelling in particular. OptiRisk Systems,

for which he directs research, is today a leader in the domain

of financial analytics. Professor Mitra is also the founder and

chairman of UNICOM Seminars. He has developed a world class

research group in his area of specialization with researchers

from Europe, UK, USA and India. He has published five books

and over 150 research articles. He is an alumnus of UCL and

currently a Visiting Professor of UCL.

Dr. Ernest P. Chan

Dr. Chan is a commodity pool operator and trading advisor. Since

1994, he has been focusing on the development of statistical

models and advanced computer algorithms to find patterns and

trends in large quantities of data. He has applied his expertise in

statistical pattern recognition to projects ranging from textual

retrieval at IBM Research, mining customer relationship data

at Morgan Stanley, and statistical arbitrage trading strategy

research at Credit Suisse, Mapleridge Capital Management, and

other hedge funds.

Distinguished Professor, CARISMA, Brunel University

Founder & Managing Director, OptiRisk Systems

Managing Member, QTS Capital Management, LLC

Author, Quantitative Trading: How to Build Your Own Algorithmic Trading Business

Author, Algorithmic Trading: Winning Strategies and Their Rationale

4

Page 5: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

Flagship offering - EPATTM

QuantInsti® provides high-level training for professionals

looking to grow in the field, or planning to start their careers

in Algorithmic or Quantitative Trading.

It focuses on inspiring traders towards a successful trading

career, by focusing on derivatives, quantitative trading,

electronic market making, trading related technology and risk

management.

The programme is built around a fully examined core of three

modules:

• Statistics & Econometrics

• Algorithmic & Quantitative Trading

• Financial Computing & Technology

The course covers all aspects of the theory and practice of

quantitative tools, products and methods.

In addition to EPAT™ for individuals, EPAT™ for Business is a

recent initiative by QuantInsti® that aims towards helping

organizations stay ahead of the changing landscape and

offers the right platform to launch as well as flourish in

the quantitative and algorithmic trading domain. We at

QuantInsti® partner with organizations to enhance the skill set

of their workforce and help them develop quantitative trading

skills. Students for this programme get to learn from an

acclaimed team of industry experts and market practitioners

in the field.

Features• Practical Exposure – Acquire the knowledge, tools &

techniques used by traders in the real world

• Expert teaching & support – The EPAT™ faculty is an

acclaimed team of academicians and professionals who are

all specialists in the field

• Career Services – Our career services and job resources

become available to you the moment you begin the

programme & last throughout your professional career

To know more, log on to www.quantinsti.com/epat

Key Elements• Duration – 6 months

• Specialization – Particular asset class and/

or trading strategy through the project work

• Online Delivery – A focused learning

experience consisting of practical sessions

conducted through web-meetings and virtual

learning environment

• Student Portal – All relevant lecture

notes, query forms, recorded lecture videos,

assignments and supplementary readings are

easily accessible through a personal account on

the learning management system

• Certification – Assessment comprises of

assignments, quiz, and attendance during

the course in addition to the final exam. On

successful completion, participants will receive a

certificate from QuantInsti Quantitative Learning

Pvt. Ltd.

5

The Executive Programme in Algorithmic Trading

Page 6: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

Mean Reversion Strategies In Python – By Dr. Ernest Chan

Python For Trading!

Options Trading Strategies In Python: Basic

Trading With Machine Learning: Regression

Quantitative Trading Strategies And Models

Trading Using Options Sentiment Indicators

Trading With Machine Learning: Classification And SVM

Introduction To Machine Learning For Trading

Quantra® is an e-learning portal by QuantInsti® that specializes in short courses on Algorithmic & Quantitative Trading.

SELF-PACED LEARNINGQuantra makes your learning experience a lot more comfortable by letting you learn at your own pace.

INTERACTIVE EXERCISESIt is a smart teaching tool which evaluates your code at each step in real time for any mistakes and gives suggestions

and hints, allowing you to learn as you code.

TRADING EXPERTSThe programme is designed by Market practitioners and Market experts, so that the learner gets the best learning

curriculum that is most relevant to the industry.

COMMUNITYQuantra has an active community where you can post your queries and start new discussion threads with other users,

instructors and expert quants accessing this platform.

To know more about Quantra visit us at https://quantra.quantinsti.com

Quantra offers joint certification programmes by QuantInsti® and other leading financial institutions.

6

Self-learning portal - Quantra®

Page 7: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

First and foremost I am very happy with the support

provided by the administration team. Faculty is greatly

committed at resolving queries. This programme has an

amazing facility of recording and viewing videos of the

lecture.

Marco Nicolas Dibo

CEO & Co-Founder, Quanticko Trading S.A.

EPAT™ helped me to interact with a growing

community of alumni from more diverse

backgrounds. If you are looking for a professional

overview of the space, or already an expert looking

at some new topics EPAT™ can help you learn

something new. I look forward to seeing a continued

growth in QuantInsti® as well as the network of clever

people coming out of the program.

Derek WoNg

Director of Systematic and Options Trading Beijing, China

I think EPAT™ by QuantInsti® is currently one of the

best courses in Algorithmic trading in the world. The

way the course has been designed and the vastly

experienced faculty they have on board makes

EPAT™ one of the best in the world. Also, the LMS

(online learning platform) is super user-friendly

and allows you to connect to your batchmates from

across the globe.

rohit gupta

Senior Associate, ARC Capital Ltd. Shanghai, China

Career OpportunitiesQuantInsti®’s Career Management & Career

Development Resources offers support that is relevant

for participants seeking new opportunities as well as

for employers who want to add value to their existing

team members. You can avail our placement services

once you join the program and you would be eligible

for lifetime placement assistance.

Alumni speak

Career cell

“ “

““

Some of our placement partners include:

Reliance Securites, Emkay, Edelweiss, NCDEX,

Greenland Investment Management Motilal Oswal,

Phillip Capital and many other.

To know more on placement services visit

quantinsti.com/quant-jobs/

EPATTM proved to be very beneficial for me, equipping me

to understand broker requirements, trading techniques,

strategies built under the ‘high-frequency’ domain and

more. The programme stresses on risk management of

algorithmic trading, which is a very important aspect for

exchanges and regulators.

siDDhartha saMartha Associate, Edelweiss Financial Services

7

Classes were concise & to the point & varied example from

real life has been illustrated in commendable manner. I

got good insight into Algo-trading stuff & would like to

get back to respective mentors for consultation as &

when required.

aMaN kuMar saxeNa

Manager Quants HSBC Global Banking and Markets, India

Page 8: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

Our users around the world

Alumni across top companies including

8

1. ABN Amro

2. Anand Rathi Commodities

3. Algowire Technologies Private Limited

4. Alpha Six Capital

5. Angel Broking

6. Asit Mehta Investment

7. Axis Bank

8. Bank of America

9. Barclays

10. BNP Paribas

11. Bombay Stock Exchange

12. Centro De Investigaciones Inmobiliarias

13. China Security

14. Citibank

15. CitiCorp

16. CME Group

17. Credit Suisse

18. Crimson Financial Services Ltd

19. Deloitte

20. Deutsche Bank

21. Edelweiss Finance Limited

22. Federal Bank

23. Fortinet Technology

24. Golden Compass

25. Goldman Sachs

26. GPSK Investment Group

27. HCL Technologies

28. HDFC Securities

29. HSBC

30. IBM

31. ICICI Bank

32. ICICI Securities

33. JP Morgan

34. JP Morgan Chase

35. Kasikom Asset Management

36. Kotak Securities

37. Marwadi Group

38. Merrill Lynch

39. Merrill Lynch Commodities

40. Michelin India

41. Morgan Stanley

42. Multiplex

43. NCDEX

44. Nirmal Bang

45. Nomura

46. NSE IT

47. Oracle

48. Philip Capital

49. PRB securities

50. Pro Alpha Advisors

51. Quant One Technologies

52. QuantX technologies

53. RBT Algo Systems

54. Reliance Communications

55. Royal Bank of Scotland

56. Sandisk

57. Singapore Exchange (SGX)

58. Sigma Value

59. Sharekhan Limited

60. SMC Globals

61. Tata Consultancy Services

62. Tech Mahindra

63. Theoria Capital Management

64. Thomson Reuters

65. UBS

66. UD trading, Hong Kong

67. Way to Wealth

68. Wipro Technologies

69. World Bank

Page 9: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

Suneeth is an expert in the fie-

ld of evolutionary algorithms

& unconventional models of

co-mputing. His work has been presented at ‘Symposium of

Unconventional Models of Computing’. Suneeth brings with

him a very high quality of technical expertise, especially in

the fields of algorithms and high performance architecture.

Prior experience – LimeLabs, Yahoo R&D, Xilinx.

Sameer leads the core technology

and machine learning research at

iRage. He is passionate about driving

the core technology in setting new benchmarks in tick-to-

trade latency. He is involved with designing trading models

using deep learning research harnessing the temporal and

spatial nature of market microstructure concurrently.

Swati leads the corporate sal-

es at QuantInsti®. She has a rich

experience in sales, marketing and operations, which has

immensely helped in scaling QI’s operations in the early

years. Swati has previously worked with Times Group’s

e-commerce division where she was responsible for

developing and nurturing corporate relationships.

SAMEER KUMAR

SUNEETH REDDY

Master’s in Economics &Information Systems(BITS Pilani)

B.Tech, Computer Engineering (IIT Madras)

SWATI GOYAL

Post Graduate Diploma,Management – AmityBusiness School, Noida

Core teamQuantInsti® was founded by iRageCapital and a team of Algorithmic Traders and domain experts dedicated to

providing practical knowledge to professionals interested in Algorithmic Trading. The team comprises of highly

qualified professionals from top technology and finance colleges in Asia, Europe, USA, Canada and Singapore.

iRageCapital is one of the pioneers in the field of High-Frequency Trading in certain prominent geographies in Asia.

Gaurav leads the quantitative trading development at iRage

along with the overall clientele business. He also leads

on the Systems, Performance and Strategy Development

including trading systems development, latency reduction

& optimization. Prior to iRageCapital, Gaurav worked with

Axis Bank as a Forex-Interest Rates Derivatives Trader.

Nitesh has a rich experience in financial markets spanning

across various asset classes in different roles. Prior to

leading QuantInsti® as its CEO, he was the business lead

for iRage. He has prior experience in bank treasury (FX &

Interest rate domain) and as a lead trader in a proprietary

trading desk.

Anupriya is a director at QuantInsti® handling content

development and service delivery activities.  She has

a rich  managerial as well as pedagogical experience

and has  been  responsible for coming up with new

courses  as  well  as new business initiatives. Anupriya has

worked for Educational Initiatives Pvt. Ltd. and Citigroup.

GAURAV RAIZADA

B.Tech, Chemical Engineering (IIT Kanpur)

PGDM – IIM Lucknow

ANUPRIYA GUPTA NITESH KHANDELWAL

B.Tech, Electrical Engineering (IIT Kanpur)

Master’s in Science (Integrated, 5 years),Mathematics (IIT Kanpur) PGDM – IIM Lucknow

Master’s in Education, TISS

9

Page 10: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

Rajib leads the prop trading business for iRage as its CEO,

focussing on strategy development, risk management

and internal processes. He is also a regular speaker on

algorithmic trading conferences in Asia, America & Europe

Prior experiences – quant research (Bloomberg, NY); high

frequency trading (Optiver, Amsterdam); data analytics

technology (Oracle); business strategy for an investment

firm & derivatives exchanges (PwC). Represented India

at World Puzzle Championship thrice. Finalist at Indian

National Biology Olympiad.

Vivek is the Director at Kredent Enterprises, which is one

of the strategic investors in various iRage group initiatives.

He has been a trader himself & manages 200+, traders

trading multiple assets. He is part of various committees

of exchanges & regulator and has been an active

contributor in the evolution of Indian Derivatives Market.

As an educationalist, he manages a training academy called

Kredent Academy. He is a speaker in various colleges and

higher institutions including IIT & IIMs.

Shaurya focuses extensively

on statistical research & strategy

development. In his previous roles, his focus areas had

been Derivatives & Quantitative Research with focus on

Sell-Side Order Execution Algorithms. Prior to iRageCapital,

Shaurya worked at Bank of America, Edelweiss Securities

Ltd. & Systematix Stock & Shares Ltd., where he worked

as Derivative and Quantitative Analyst focused on Indian

Equity markets.

RAJIB RANJAN BORAH

B.E. Computer Engg;PGDM – IIM CalcuttaBachelors in ComputerEngineering – NIT, Surathkal

VIVEK BAJAJ

Chartered Accountant & Company Secretary

PGDM – IIM Indore

National Olympiad Finalist Represented India -WorldPuzzle Championship

SHAURYA CHANDRA

B.Tech ElectricalEngineering (IIT Roorkee)

PGDM – IIM Ahmedabad

10

At iRage, Anil manages multiple trading strategies and then

also designed firm-wide risk and compliance practices. Anil

has successfully developed and led the scalable Quantitative

Strategy development for the fund operations. Prior to

iRage, Anil had worked as an independent commodities

trader, managing a portfolio of metals and energy products

and as a senior Analyst at The Chatterjee Group’s (TCG)

Private Equity fund and as Convertible Analyst at Lehman

Brothers.

B.Tech, MechanicalEngineering (IIT Kanpur)

PGDM – IIM Lucknow

ANIL YADAV

Page 11: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

1. Workshop with Thomson Reuters on Algorithmic and High-Frequency Trading, Mumbai, 2011 I 2. 4th Princeton-UChicago Quant Trading Conference, Chicago, 2013 I 3. HFT Panel discussion at India FIX Conference, Mumbai, 2013 I 4. 4th Annual Conference on Behavioural Models; Sentiment Analysis Applied to Finance, London, 2014 I 5. Management Development Programs (MDP) in Algorithmic Trading, for National Stock Exchange, Mumbai, 2015 I 6. Market Microstructure, Liquidity and Automated Trading Workshop by Fitch Learning, London 2014 I 7. QuantInsti® invited at the workshop organized by Stock Exchange of Thailand (SET), Thailand Futures Exchange (TFEX) and Thailand Securities Institute (TSI), Bangkok, 2014 I 8. The Bursa Malaysia Derivatives Workshop, Kuala Lumpur, 2015 I 9. QuantInsti® invited at the Trading Show in Chicago, 2015 I 10. Market Microstructure & Algorithmic Trading Workshop, Hong Kong, 2018.

1 3

2

4 5

6

9 7

8

11

Register yourself for upcoming informative webinars at www.quantinsti.com/webinars

10

Page 12: QUANTINSTI QUANTITATIVE LEARNING · PDF fileCapital Management, LLC Author, Quantitative Trading: ... techniques used by traders in the real world ... assignments and supplementary

QuantInsti Quantitative Learning Pvt. Ltd. India A-309, Boomerang, Chandivali Farm Road, Powai, Mumbai, India - 400072 Contact: +91-22- 61691400, +91 9920448877

Website: www.quantinsti.com Email: [email protected]