Session 1: Introduction of Bqfactor: API for Factor Backtesting in BQNT
Discussion topics:
- BQFactor library introduction
- A walk-through approach into building equity factors from scratch, backtesting factors and comparing multiple performances for portfolio diversification
- Discover the reports, tools , plots and pre-built analytics available with BQFactor
- Integrate the backtesting workflow into a BQNT application that can be published in the launchpad
- BQFactor library introduction
- A walk-through approach into building equity factors from scratch, backtesting factors and comparing multiple performances for portfolio diversification
- Discover the reports, tools , plots and pre-built analytics available with BQFactor
- Integrate the backtesting workflow into a BQNT application that can be published in the launchpad
Speakers
FIRAS TRIKI
Quant Developer
BLOOMBERG/ 731 LEX
Firas implements quantitatively-based workflows in Bloomberg's BQuant platform for buy-side clients. Prior to Bloomberg, Firas was a Quant Developer on the sell-side working both on Equity Derivatives and Fixed Income products. He earned a Master’s Degree in Computer Science, a Master’s Degree in Financial Engineering as well as a Certificate in Quantitative Finance.