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Webinar

Equity Backtesting in Python with Bloomberg

On Demand
Duration: 13 Minutes
Original Date: June 29, 2021
Join us for an exclusive webinar on 29th June at 3:00 pm SGT that introduces Bloomberg's new Backtesting Python API in BQuant. The Backtesting API is designed to counter challenges the asset management industry is currently facing, in particular the systematisation needed to address lower manager fee margins, higher regulatory requirements and the implementation of a data driven portfolio management approach. The Backtesting API offers portfolio managers a turnkey and flexible quantamental investment framework to backtest existing strategies, analyse and optimise portfolios on a periodic basis, and explore new investment hypotheses. In this introductory webinar we will cover: 1) An overview of the typical backtesting workflow, covering how to define a universe, build a variety of factors, create a portfolio weighting scheme and generate reporting over a given time horizon. 2) A set of more sophisticated strategy backtesting workflows: Portfolio risk neutralisation, turnover constraints and customised transaction cost modelling.

Speakers

Nikin Raval

Asia Equities Workflow Specialist

Bloomberg L.P.

Nikin is an Equity Market Specialist for S.E. Asia specializing in Equity Derivatives. He joined Bloomberg In August 2019. Nikin works with the Sales and Product Teams at Bloomberg to help clients fully exploit the Bloomberg Offering in the Equity and Derivatives space. He also works with the Sales teams to provide solutions needed to address the complex needs of clients.

Nikin trains clients in the Bloomberg Product Suite as well as guiding them towards the most suitable product or function for them. Nikin has a decade of Equity Derivatives Trading Experience at Barclays in London and Maybank in Kuala Lumpur. He has a Bachelors's and Masters in Economics from Cambridge University, UK.

Alexandre Alesi

Quant Specialist

Bloomberg

Alex has a 12-year experience in Technology and Financial Solutions with a demonstrated track record of delivering solutions to the financial industry. He holds extensive experience in managing client relationships, growing business development, and a solid understanding of the market data industry (Data feed and solutions), and product presentation skills.

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