Bquant Spotlight: Building an Ai-Powered Pair Trading Application, Part II
Pair trading has long been a strategy favoured by traders to capture alpha regardless of the market direction. Join us to see how Bloomberg has moved simple pair trading models from Excel to BQNT, and how BQuant Enterprise can be used to fully automate trade idea generation, with unlimited datasets and powerful machine learning libraries. If you missed Part I of this webinar, catch up with an on-demand replay.
Discussion topics
Discussion topics
- Test co-integration of stock pairs and ETFs, and see how the trade signals would have performed
- Automate the pair trading idea generation process, using large datasets
- Improve performance using machine learning libraries
- Leverage the cloud and scheduling to deliver trade ideas faster in BQNT Enterprise
Speakers
Christian Contino
BQuant Solution Analyst
Bloomberg L.P.
Christian is the BQuant solution analyst for Australia and New Zealand. He has a wealth of experience in this area, having previously worked in a family office as a quant researcher and at the United Nations as a Fixed Income portfolio manager. He holds a PhD in Financial Statistics from the University of Sydney.