Bquant Optimized Back-Testing for Alpha Generation
Join us as we recap our Python backtesting API before showcasing our newly released features, including our state-of-the-art PORT optimizer. We'll also demonstrate realistic implementations of factor strategies—with allocation restraints, turnover rules, and risk metrics adhered to—and highlight how you can maximize targeted factor exposure while ensuring portfolios don't take any "unintended bets".
Speakers
Andrea Zucchelli
BQuant Product Specialist
Bloomberg L.P.
Andrea Zucchelli has been a BQuant Product Specialist for the last 3 years; he has previously worked in the BuySide for nearly 6 years, first in Italy in Arca SGR and then in the UK at Man Group. Andrea graduated cum laude in the MSc Economics of Bocconi University with a merit-only based scholarship, and has successfully completed the Certificate in Quantitative Finance.
Ekaterina Solodkova
Quant Solutions
bloomberg
Ekaterina has been working as an advocate for Bloomberg Quant solutions in the past 3 years across French speaking territories. During the past 6 years at Bloomberg she has previously worked as an account manager for buy-side accounts in Belgium and Luxembourg and as FX and TA specialist in Analytics department. Ekaterina graduated with Honours from Imperial College and LSE.