This is the first time we host a talk about the topic algorithm trading. Our guest speaker, Peter, gave us a valuable sharing about his own experience on designing and testing algorithm trading strategy. Those lessons he learned from his working and research experience are very inspiring. He has made a very good summary of those common mistakes in algorithm trading.
Peter Xi is a year 5 Quantitative Finance & Risk Management student who is currently a quantitative research and trading gap year intern in CASH Algo Finance Group, where he develops quantitative trading ideas and implement them with automated trading system. He has before participated in the first Inter-University Algorithmic Trading Competition organized by CASH Algo and recognized as the member of a team with best strategy performance consistency. He has also participated in Contemporary Undergraduate Mathematical Contest for Modelling and Mathematical Contest for Modelling where his team has been rewarded first prizes.
Thanks to Peter, you can now view/download the slides here:
The video is also online now: