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  Issue 27 | Archive May 2016

RMI Conducts Workshops in Algorithmic Trading and Commodity Markets

In the months of March and April, RMI conducted two training programs. The first was a two-day Workshop on Algorithmic Trading, on 21 and 22 March. RMI collaborated with Quantopian, a crowd-sourced quantitative investment firm that provides a platform to build, test, and execute trading algorithms, for the first time. Topics such as pair trading, overfitting, development lifecycle: research, backtest, statistical validation, linear regression, beta hedging, risk factor exposure, and ranking universes by factors, and long-short equity were discussed. Each of the lecture topics was complimented by hands-on exercises in the computer lab.

The Algorithmic Workshop was the first all interactive workshop conducted by RMI and all the teaching materials were accessible online. The participants were encouraged to think of various aspect of quantitative trading while learning to code and backtest their models. The workshop, taught by Quintopian Lead, Mr. Delaney Granizo-Mackenzie, was received with a positive response by the participants, who appreciated the interactive nature of the workshop.

RMI conducted a second training workshop in Commodity Markets on 25 and 26 April 2016. This was the first RMI workshop designed to increase understanding of the global commodity markets, their characteristics, terminology, industry jargon, and market conventions. Taught by Mr. Sean Mulhearn, the workshop dealt with topics such as importance of risk management, commodity markets overview, supply chain analysis, risk solutions, structured commodity finance, among others. This workshop has also reveived very positive feedback.

While both workshops focused on practical training and hands-on experience with an interactive class setting and analyses of case studies, they catered to different industry segments.

As part of RMI¡¯s commitment to upskill the financial professionals in Singapore and beyond, RMI conducts over a dozen up-to-date training workshops annually. It also tailors in-house training programs for financial institutions in the areas of risk management and banking.

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Published quarterly by Risk Management Institute, NUS
Editor: Shivani Nakhare (rminsr@nus.edu.sg)