ChiPy - Quantiacs

ChiPy Finance SIG (https://github.com/Chipy-Finance/wiki): March 2016

Welcome to Martin and Nobie (https://quantiacs.com/About.aspx) from Quantiacs (https://quantiacs.com/). They will explain the inner workings of the Quantiac toolbox and guide us through the development of a couple trading algorithms.

Thank you to IIT Stuart School of Business for hosting.

Agenda

6:00 PM - Food and Networking

6:30 PM - Introduction of ChiPy SIG Working Groups

6:45 PM - Presentation from Quantiacs

Methods of quantitative finance

Introduction to the toolbox

Developing a trading system

Running a backtest

Evaluation of the results

Best practise and pitfalls

Chipy Code of Conduct (http://www.chipy.org/pages/conduct/)