Date(s) - 03/21/17
6:00 pm - 8:00 pm
Our first meeting we will discuss different methods of benchmarking trading algorithms. The two most common metrics for financial performance are expected returns and volatility. However, these returns are common measures for long term performance and require more consideration and complexity in coming up with algorithmic trading. We will discuss methods of developing a baseline algorithm that performs predictably (for better or worse) and can be judged as the standard of future algorithms or the cutoff for failure.
Trading in Chicago – Get involved in a monthly meetup discussing all things trading. From options to algorithmic trading and how to use AI (Artificial Intelligence).