Algo trading and strategies, Delhi, March 4-5

 

MCX and EduEdgePro jointly announce the launch of a 2-day classroom programme in Algorithmic Trading and Strategies.


Limited seats: 10 only; Venue: MCX Office, New Delhi; Fee: Rs 24,500 plus taxes


Through the algorithmic trading programme you will learn and develop real algorithms that can be deployed in commodity markets. The programme will take you through the entire algorithmic trading life-cycle, including strategy conceptualization, strategy development, back-testing, and optimization.

 PROGRAMME DETAILS

Delivery: Classroom Training Programme
Award: Participation Certification by MCX and EduEdgePro
Duration: 2 days; 8 hours each
Location: MCX Office, Mezzanine Floor, Narain Manzil, 23, Barakhamba Road, New Delhi - 110001
Seats: Limited - 10
Programme Fee: Rs 24,500, plus taxes


WHO SHOULD ATTEND


• Commodity Markets Participants
• Treasury Participants
• Fund Houses, Brokers, Investment Banks
• Algorithmic Traders
• Proprietary Traders
• Market Makers, Arbitrageurs
• Quantitative Fund Managers
• Buy-side Strategists


PROGRAMME COVERAGE

In the two days, the programme would cover:

Day 1

- Introduction to Algorithmic Trading
- Strategies and Conceptualization
- Trading Approaches and Management
- Building Strategies

Day 2

- Advanced Considerations in Strategy Building - Assessing Strategy Performance
- Refining the Strategy
- Infrastructure and Deployment
(For details view brochure. Click here)


PROGRAMME CHAIR

The programme ​will be chaired and conducted by:

HARJEET SINGH     CFA, FRM, CMT, CAIA
MS - Stanford University
- Consultant, Department of Economic Affairs-NIFM Research Programme, Govt of India
- Managing Director, EduEdgePro Pvt Ltd
- Rich experience in Global Markets across Investment Banking, Treasury and Consulting
- Visiting Faculty across leading B-schools
- Trained 1000+ Banking professionals and Market participants in Capital Markets


REGISTRATION DETAILS

CHEQUE PAYMENT
- Cheque to be drawn in favour of “Multi Commodity Exchange of India Ltd.”
- Amount payable: Rs.24,500 plus taxes as applicable
- Cheque to be sent to New Delhi office (location above)
 
WIRE TRANSFER
- Beneficiary Name : MULTI COMMODITY EXCHANGE OF INDIA LTD
- Credit Account No : 00600340048890
- Bank : HDFC Bank Ltd
- Branch : Fort, Mumbai
- Account Type : Current
- IFSC Code : HDFC0000060
- "Once  funds are transferred, kindly send us the screen shot for the same"


Please feel free to call Harjeet Singh, MD, EduEdgePro Pvt Ltd (+91- 9820789589); or Vinit Singh Kaler, MCX Training Team (+91- 7506007098) for further queries.



Comprehensive Commodity Options Programme

MCX and EduedgePro offer a two-day comprehensive programme on commodity options. The programme takes a detailed look at options fundamentals, pricing and sensitivities, option strategies using technical analysis, and algorithmic trading. Those who could benefit from the programme are options traders, analysts, consultants, market practitioners and commodity futures traders who would have an additional trading instrument at their disposal.
Next programme dates will be ​announced soon.

DAY I

OPTION FUNDAMENTALS

In this module, we cover basic concepts on commodity options buying and selling, option market conventions, settlement mechanism for options, and concept of moneyness.

We further explore on how to analyze options chain and describe the various factors that affect option values. We also discuss on how to hedge by using options.


OPTION PRICING AND SENSITIVITIES

This module provides an introduction to commodity option risks. It further describes various factors that affect option premiums and risk sensitivities of these premiums.

We also explore the various pricing mechanisms and models for commodity options.


LONG OPTION STRATEGIES AND RISK PROFILES

There are various option strategies which can be used in various market conditions. In this module, we specifically explore various option strategies for executing a bullish view on the underlying commodity.

We discuss frameworks for arriving at payoff and PnL, breakeven points, reward-risk ratios for various bullish option strategies.


DAY II

SHORT OPTION STRATEGIES AND RISK PROFILES

Like long option strategies, short options strategies can be used effectively in appropriate market conditions. So, in this section, we explain various short option strategies.

We also look at frameworks for arriving at payoff and PnL, break-even points, reward-risk ratios for various bearish option strategies.


TECHNICAL ANALYSIS WITH OPTIONS STRATEGIES

In this section we explain important concepts on Technical Analysis. We also look at various strategies through Technical Analysis that could be employed in different market regimes.

Further, we use our analysis of Option strategies with Technical Analysis to discuss employable strategies in any market regime.


INTRODUCTION TO ALGORITHMIC TRADING

Algorithmic Trading has emerged as a cutting-edge tool among institutions to place automated trades.


In this section we introduce the basic dynamics of Algorithmic Trading, Life cycle ofAlgorithmic Trading and the scope of using option strategies through algorithms.

Tentative dates Location
February 10 and 11 Ahmedabad
February 17 and 18 Kolkata
March 3 and 4 Chennai
March 24 and 25 Delhi

For more details, contact certification@mcxindia.com

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