The online conference for quants and algo-traders.

Welcoming Remarks and Opening Keynote Address

Introduction to the first annual Algo Trading Summit hosted by Tradologics

Algorithmic Short Selling

If investment is a process, then automation is the only logical conclusion. In this session Laurent will explain why short-selling is the key to raising AUM, and how to generate more Long/Short ideas than you will ever have capital to allocate.

Integrating Alternative Data Into Your Strategies

In this presentation, based on The Book of Alternative Data, we will introduce the topic of alternative data and how it can be used by investors. We show specific use cases where it can be used by traders in markets including FX.

Feature Selection is the New Factor Modeling

Traditional factor model is based on linear regression, with all its attendant shortcomings. The machine learning technique of feature selection can take into account nonlinearity, collinearity, and interdependence of such factors in returns prediction or attribution.

A look inside the world of HFT: What lies beneath the surface?

The session will cover the various important aspects of building & running a HFT setup, and the potential sources of alpha for such strategies.

Why Dirty Data is Your Best Friend

Overview of the importance of working with real data... and real data is not clean

Trading in the Cloud

A walkthrough of the Tradologics cloud platform, overview of features and workflow automation

A Scientific Approach to Market Prediction

Discussion of the elements of price action, including direction, volatility/range, and trend, as well as go over the metrics/ways to measure and categorize these factors - and their practical implications on trading strategies

Smart-Beta Portfolios - a Machine Learning Approach

In this session we'll talk about how to build better-factor, smart-beta portfolios using Hierarchical Risk Parity Algorithm. We'll also take a look at how fundamental data is used to filter-out the stock universe to replicate specific factors, and how to mix various factors inside of one portfolio using ML allocation techniques.

Hedge Fund Misadventures (& How We Eventually Raised Funding)

Christina started Domeyard, a hedge fund focused on HFT, almost 10 years ago. In this rapid-fire talk, Christina will open up about her biggest mistakes and lessons learned from fundraising, to hiring, to building strategies, to launching the fund.

Down, Down, Deeper and Down

Is the drawdown a useful statistic for risk scaling?

Applying Machine Learning to Pairs Trading

In this talk, Illya will review some of the roadblocks to finding rewarding pairs, introduce the Machine0Learning approach to pairs selection, and compare it to other approaches.

Closing Remarks

Trading in the Cloud

A walkthrough of the Tradologics cloud platform, overview of features and workflow automation