Hello All!

We're running an algorithmic trading workshop in partnership with the Princeton Quant Trading Conference. It will be held in Chicago - Sunday, October 23, 2016 from 9:00 AM to 5:00 PM (CDT).

If you'd like to join you can pick up tickets from EventBrite along with a special discount for student attendees, or as a QuantConnect community member you can get a 20% discount by using the code "ALGOTRADE"!

At the conference we'll layout the foundations of a solid algorithmic trading strategy and how you can avoid the common pitfalls.

  • - Avoiding Selection Bias: Using stock universe portfolio construction.
  • - Accurate Backtesting: Using margin, fees, fill and slippage models to model live trading.
  • - Betting The Farm: Using smart position sizing to control risk.
  • - Interpreting Your Results: Its not all about exponential backtest curves.

In the afternoon we'll hold an algorithm design competition, and the work shop members will design a strategy. Three team members from QuantConnect will be onsite to help you learn the API and code up your strategy. The best algorithm will win a prize of $250 cash!

See you in Chicago!