FXCM Algo Summit 2018 | Event Review
Last month, 5 quant trading experts joined FXCM for an educational event in London. Approximately 200 attendees attended lectures and workshops on topics ranging from machine learning to alpha generation to cryptocurrencies. The speakers conducted both interactive workshops and presentations. You can access the recording of each presentation below.
- Artificial Intelligence and Algorithmic Trading by Yves Hilpisch
- How to Create a Quantitative Trading System Based on Various Algos by Stéphane Ifrah
- Cryptocurrency Workshop by Stephane Ifrah
- Backtest an EMA Strategy Using REST API by Charles Graves
- Trading Strategies That Are Designed Not Fitted by Rob Carver
- Trend-Following Strategies for Tail-Risk Hedging and Alpha Generation by Artur Sepp
- From Trading Strategy to Industry Professional: How to Break into the Investment Management Business by Andreas Clenow
- An Interactive Q&A Session on Trading System Design by Rob Carver
Robert Carver is an independent systematic futures trader, writer and research consultant; and a visiting lecturer at Queen Mary, University of London. He is the author of “Systematic Trading: A unique new method for designing trading and investing systems” (Harriman House, 2015), and “Smart Portfolios: A practical guide to building and maintaining intelligent investment portfolios” (Harriman House, 2017)
Until 2013 Robert worked for AHL, a large systematic hedge fund, and part of the Man Group. He was responsible for the creation of AHL’s fundamental global macro strategy, and then managed the funds multi billion dollar fixed income portfolio. Prior to that Robert worked as a research manager for CEPR, an economics think tank, and traded exotic derivatives for Barclays investment bank. He spent his early career in the Middle East.
Robert has a Bachelors degree in Economics from the University of Manchester, and a Masters degree, also in Economics, from Birkbeck College, University of London.
DR. YVES J. HILPISCH
Dr. Yves J. Hilpisch is founder and managing partner of The Python Quants, a group focusing on the use of open source technologies for financial data science, artificial intelligence, algorithmic trading and computational finance.Yves lectures on computational finance at the CQF Program and on algorithmic trading at the EPAT Program. He is also the director of the first online training program leading to a University Certificate in Python for Algorithmic Trading. He is author of the following books:
- Python for Finance (O’Reilly, 2nd edition, 2018),
- Listed Volatility and Variance Derivatives (Wiley, 2017),
- Derivatives Analytics with Python (Wiley, 2015) and
- Python for Finance (O’Reilly, 2014).
Yves has written the financial analytics library DX Analytics and organizes meetups, conferences and boot camps about Python for quantitative finance in Frankfurt, Berlin, Paris, London and New York. He has given keynote speeches at technology conferences in the United States, Europe and Asia.
Artur works as a Quantitative Strategist at the Swiss wealth management company Julius Baer in Zurich. His focus is on quantitative models for systematic trading strategies, risk-based asset allocation, and volatility trading. Prior to that, he worked as a front office quant in equity and credit at Bank of America, Merrill Lynch and Bear Stearns in New York and London with emphasis on volatility modelling and multi-asset derivatives valuation, trading and risk-managing. His research area and expertise are on econometric data analysis, machine learning, and computational methods with their applications for quantitative trading strategies, asset allocation and wealth management.
He has a PhD in Statistics focused on stopping time problems of jump-diffusion processes, an MSc in Industrial Engineering from Northwestern University in Chicago, and a BA in Mathematical Economics. He has published several research articles on quantitative finance in leading journals and is known for his contributions to stochastic volatility and credit risk modelling. He is a member of the editorial board of the Journal of Computational Finance and keeps a regular blog on quant finance and trading at artursepp.com.
Andreas F. Clenow is a Swiss financier and the CIO of Acies Asset Management, a Zurich based investment group with a nine figure asset base. Starting out as an IT entrepreneur in the 90s, he had a management career as the global head of commodity and equity quant modeling for Reuters before leaving for the hedge fund world.
Having founded, managed and seeded multiple hedge funds, Mr. Clenow is now overseeing investment management across all asset classes, covering quant trading, private equity and venture capital. He is the author of the critically acclaimed book Following the Trend and can be reached through his website www.FollowingTheTrend.com.
Stéphane started developing algorithmic strategies more than 10 years ago at BNP Paribas. Stéphane headed an investment team managing EUR 4.0bn until 2013. He then turned to entrepreneurship and participated in the launch of a Hedge Fund. He has developed more than 20 long standing scalable strategies library over the years. More recently, he has started developing for the crypto currency world. He graduated from the best MS in France (École Polytechnique) and holds another MS degree from ENPC. He also holds a Data Science certification from École Polytechnique.
Risk Warning: The FXCM Group does not guarantee accuracy and will not accept liability for any loss or damage which arise directly or indirectly from use of or reliance on information contained within the webinars. The FXCM Group may provide general commentary which is not intended as investment advice and must not be construed as such. FX/CFD trading carries a risk of losses in excess of your deposited funds and may not be suitable for all investors. Please ensure that you fully understand the risks involved.