Date(s) - 10/17/17
6:00 pm - 8:00 pm
Tue, October 17, 2017 6:00 PM – 8:00 PM
In this 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 when designing trading algorithms. We will discuss methods of developing a baseline algorithm that performs predictably, for better or for worse.
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).