Bloomberg’s Equity Backtesting Python API
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. Register for this introductory webinar where we will cover:
• 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.
• A set of more sophisticated strategy backtesting workflows: Portfolio risk neutralisation, turnover constraints and customised transaction cost modelling.
Speakers
Ning Cao
BQuant Product Specialist
Bloomberg LP
Ning Cao is a BQuant Product Specialist at Bloomberg and has helped many buy-side clients integrate BQuant into their investment workflow. Ning joined Bloomberg in 2010 as a developer. He knows VBA, Python and C#. In his spare time, Ning likes travelling and learning new languages (both programming and human).
Pierre Cox
Head of Desktop Build Group, Americas
Bloomberg L.P.
Pierre Cox manages our BQuant Team for the Americas and is based out of New York. Pierre has an undergraduate degree in Software Engineering from Embry-Riddle Aeronautical University and an MBA with a concentration in Finance from University of Michigan Ross School of Business. Pierre has over 20 years of work experience spanning software development, Equity Derivatives Trading, FinTech, and Technical Sales & Management.
Vadim Nagaev
BQuant Product Specialist
Bloomberg L.P.
Vadim Nagaev has been a BQuant Product Specialist at Bloomberg for the last two years. He has nine years experience as a Quant Researcher and Quant Developer at two hedge funds, and three years at Goldman Sachs in Risk Management Quant. Vadim holds a MS and BS in Applied Math and Computer Science, and a MS in Financial Engineering. He has also received CFA and FRM designations.
Areeb Naji
BQuant Product Specialist
bloomberg
Areeb Naji, CFA is a BQuant Product specialist at Bloomberg focusing on client workflows using the platform. Areeb has had extensive experience working with Bloomberg's APIs and Equity datasets in his prior roles with Bloomberg.
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.