Regime Changes & Their Impact on Quant Strategy by Michael Harris [WEBINAR]

MessageThis Webinar is over
Date Oct 8, 2020
Time 8:30 AM ET | 6:00 PM IST | 8:30 PM SGT
Cost Free
Online
As they say, knowledge is the greatest gift in life. While celebrating our 10 years of existence, we’ve planned this series to thank our community. We are thankful to you from the bottom of our heart for showing the love & support in our journey over the years!

ABOUT SESSION:
The presentation will introduce the notions of market complexity and reflexivity. It will cover details of specific regime changes in U.S. equity markets and elsewhere. Michael will talk about how regime changes affect strategy development and what traders could do to minimize the impact in terms of data and strategy mix.
The tutorial will be practical in nature that attendees can reproduce on their systems. Amibroker will be used for analysis during the webinar, and Python code would be available for downloads for post-session practice.
Michael will provide the code of a new indicator that he has developed to measure momentum and mean-reversion dynamic state changes of the market. The attendees will also receive a free pdf book that Michael has authored and that was published in 2008 by Wiley.

SPEAKER PROFILE:
Michael Harris started trading commodity and currency futures 30 years ago. He is the author of the books “Short-Term Trading with Price Patterns” (1999), “Stock Trading Techniques Based On Price Patterns” (2000), “Profitability and Systematic Trading” (2008) and “Fooled By Technical Analysis: The perils of charting, backtesting and data-mining” (2015). Michael is the author of Price Action Lab Blog and developer of DLPAL software. Michael holds two master’s degrees, one in Mechanical Engineering from SUNY at Buffalo with emphasis in control systems and optimization and another in Operations Research from Columbia University with emphasis in forecasting and financial engineering.

 


Create your own event
Turn your passion into a business.
Join our mailing list