Algorithmic Trading

This webinar will explore advanced algorithmic trading strategies, including high-frequency trading, machine learning, and big data, and practical aspects like strategy development, backtesting, and risk management.
Tuesday, January 21, 2025
Time: 10:30 AM PST | 01:30 PM EST
Duration: 90 Minutes
IMG Mhamed Bettaieb
Id: 7596
Live
Session
$119.00
Single Attendee
$249.00
Group Attendees
Recorded
Session
$159.00
Single Attendee
$359.00
Group Attendees
Combo
Live+Recorded
$249.00
Single Attendee
$549.00
Group Attendees

Overview:

This webinar will delve into the advanced strategies and techniques of algorithmic trading. Participants will learn about the latest developments in the field, including high-frequency trading, machine learning applications, and the use of big data. The session will also cover practical aspects such as strategy development, backtesting, and risk management, providing attendees with a comprehensive understanding of how to implement and optimize their algorithmic trading systems.

Why you should Attend:

In the fast-paced world of trading, staying ahead of the curve is crucial. With markets becoming increasingly complex and competitive, relying solely on traditional trading methods can leave you vulnerable to losses. Algorithmic trading can help you mitigate risks, capitalize on market inefficiencies, and execute trades with precision and speed. By attending this webinar, you will gain the knowledge and tools needed to implement and refine your algorithmic trading strategies, ensuring you remain competitive and profitable in today’s markets.

Areas Covered in the Session:

  • Introduction to Algorithmic Trading
  • Advanced Trading Strategies
  • Analytical Approaches: Technical Analysis, Fundamental Analysis, Sentiment Analysis
  • Quantitative Methods: Regression Analysis, Statistical Arbitrage and Machine Learning
  • High-Speed Trading: High-Frequency Trading (HFT)
  • Market Movement Strategies: Momentum Trading, Mean Reversion 
  • Big Data Analytics for Trading
  • Strategy Development and Backtesting
  • Risk Management Techniques
  • Regulatory and Compliance Considerations
  • Real-World Case Studies and Applications

Who Will Benefit:

  • Quantitative Analysts
  • Traders and Portfolio Managers
  • Risk Managers
  • Financial Analysts
  • Data Scientists
  • IT and Software Development Professionals in Finance

Speaker Profile

Mhamed Bettaieb is an experienced capital markets and derivatives professional, possessing over 25 years of expertise in risk management, portfolio management, trading, and consulting. Holding an MSc in Finance, CFA, FRM, and NFA Series 3, Mhamed demonstrates proficiency in derivatives portfolios risk management algorithmic trading and dynamic hedging strategies.

As the Founder and CEO of Cap Bon Consulting, he has successfully led a myriad of regulatory initiatives e.g. Basel 2, 2.5, 3 and 3.5, CCAR, FRTB, SIMM, RWA (Market, Credit and Operational Risk including SA-CCR). and derivatives system implementations for top-tier global financial institutions, showcasing his extensive knowledge in derivatives system architecture and risk management.

Throughout his career, Mhamed has held prominent positions at esteemed organizations such as SocGen, BMO, Mizuho, Nomura, Credit Suisse, MFUG, Santander, NBC, KPMG, Accenture, Aegon, ABN AMRO Bank, Banque de Tunisie, and Barclays Capital, cultivating a robust international presence across major financial hubs, including NYC, Chicago, Toronto, Montreal, Tunis, London, and Madrid. Mhamed is adept at program management, application architecture, and excels in client-facing engagements.

Mhamed's passion extends to teaching financial statistics and risk management at Rutgers Department of Statistics, where he engages Masters-level students. He is currently in the middle of writing a book about Options Pricing with Python with a UK publisher (the book is in the editing phase).