TECHNICAL ANALYSIS & SYSTEMATIC TECHNICAL TRADING (Chart and Non-Chart Based) IS A ONE DAY EXECUTIVE WORKSHOP

Transcription

1 TECHNICAL ANALYSIS & SYSTEMATIC TECHNICAL TRADING (Chart and Non-Chart Based) IS A ONE DAY EXECUTIVE WORKSHOP

2 P R O G R A M M E TECHNICAL ANALYSIS & SYSTEMATIC TECHNICAL TRADING (Chart and Non-Chart Based) Program for Brokers / Retail Clients / Day Traders / Positional Traders Objective The 1 day training session on Technical Analysis and Systematic Technical Trading for retail clients, day traders and positional traders has been designed with a view point of making the members aware of various technical analysis studies and how to "systematically" and in a disciplined style use various aspects of technical analysis. Basic idea is to generate consistent returns for the traders with low volatility and follow their systems over a long term without getting emotional with market gyrations. Since the day traders / short term traders has a mandate to yield returns from varied market circumstances, we shall be explaining them various technical analysis strategies like momentum and mean reversion based. Momentum technicals will encompass MACD, Moving averages, Stochastic RSI etc. Mean Reversion technicals will encompass RSI, Bollinger bands etc. Concepts related to statistics like Variance ratio test, standard deviations will also be discussed. The concepts of using stop losses in risk management will be discussed in great length. Ideas related to using volatility of a stock and ATR based stop losses will help traders dynamically adjust their stop losses and take profit arenas. Further to this systematizing the technical analysis by using fixed parameters and stop losses - combined with principles of risk management will be discussed. How to systematically follow equity curve and draw downs in a strategy will also be laid emphasis upon. The objective of the program will be to help the participants equip with various tools at their disposal while they develop, test and use their strategies to yield returns. Focus and emphasis on Risk management and simple technique to automate / systematize their strategies will also be laid stress upon. These technical based systematic strategies in today's Indian market scenario are gaining huge traction owing to its disciplined nature and an ability to withstand varied market conditions. Participants will be made aware of creation, designing and development of these strategies from scratch and how they can take advantage of these strategies with minimal cost and infrastructure in place. Key takeaways of the program The participants will be expected to understand: 1) Understanding of Technical Analysis (Chart and Non Chart Based) - by looking at a systematic approach and disciplined style rather then just focusing on entry points 2) Designing and developing end to end closed - ended strategy with stop losses, exits, risk management etc. - rather then using technicals only for entries and exits. 3) Understand the risk, return and Sharpe ratios to evaluate various strategies 4) Risk management and systematization of strategies 5) Low cost and practical deployment of these strategies across their trading platforms 6) Practical and easy to relate examples from Equities and Currencies markets 1

3 P r o g r a m C o n t e n t Day 1 Session Time Topic Session I 9.30 AM AM Ÿ Introduction to Technical Analysis AM AM Tea/Coffee Break Ÿ Understanding chart based and non-chart based trading Ÿ Using Momentum Indicators: Trend lines, MACD, Stochastic RSI,ADX Ÿ Using Mean Reversion Indicators: RSI, Bollingers, Aaroon Ÿ Difference - Momentum & Mean Reversion Indicators Session II AM PM Ÿ Mathematical elements of Systematic Trading (std, correl analysis) 1.15 PM PM Lunch Ÿ Spread, volume curve and volatility introduction Ÿ Using effective Stop losses in technical analysis: Vol based, ATR Ÿ Hands on training on designing an automated pair-trading / trend following strategies on Excel Session III 2.15 PM PM Ÿ Lifecycle in development of Systematic Trading Strategy Ÿ Introduction to back testing simple systematic technical systems Ÿ Market making (sell-side) vs. liquidity extraction (buy-side) Ÿ Trend following, pair trading, delta neutral strategies, arbitrage Ÿ BTST-STBT Strategies 3.45 PM PM Tea/Coffee break Session IV 4.00 PM PM Ÿ Systematic Options Trading in Nifty Options Ÿ Shorting Strangle and Spread Trading Ÿ Introduction to risks in Systematic Trading Strategies Ÿ Mistakes people make and how they don't control risk Ÿ Risk management in design and when live Ÿ Trading costs: spreads, brokerage, turnover charge 2

4 P R O F I L E O F S P E A K E R S MANISH JALAN Managing Director, Samssara Capital Technologies Manish Jalan is the Managing Director and Co-Founder of Samssara Capital Technologies LLP. Manish has over 9 years of expertise in the areas of profitable systematic quantitative trading strategy development. He is responsible for development of algorithmic trading and investment products which are used by HNIs, wealth managers and hedge funds globally. Apart from this Manish also heads the team which develops systematic quantitative strategies which forms the core of Samssara products. Manish is also actively involved in the business development and client interaction parts of Samssara business. Prior to being in India, Manish was a Quantitative Equity Trader in Tokyo, with Merrill Lynch Prop Desk for over 4 years where he played a vital role in development and implementation of various factor models and high/medium frequency trading models, which contributed significantly to the prop desk profitability. He handled long short portfolio of more than 30 mn. Dollar at Merrill's Asia Pac prop desk. Besides this he implemented several high frequency trading strategies across the length and breadth of Nikkei market. He has also worked with Credit Suisse in Hong Kong and India where he contributed to development of several Prop and Agency strategies like stat-arb and VWAP enhancements. Manish has worked closely with more than 5 Indian broker shops and numerous International Banks in algorithmic trading, high frequency trading, statistical arbitrage, quantitative modeling, back testing, programming, statistical analysis and risk handling. Manish is a seasoned speaker in the areas of algo trading and quant trading with investors and traders globally. He is also a consultant with Dun and Bradstreet, The National Stock Exchange of India, Bank of America, ATMA (Association of Technical Marks Analysts) and KPOs like SGAnalytics on building models for hedge funds globally. Manish has done his B.Tech and M.Tech in Mechanical Engineering from IIT Bombay and is an alumnus of DPS RK Puram, New Delhi. 3

5 WHO SHOULD ATTEND? The workshop is ideal for Traders, Investors, Brokers, Sub-brokers, Dealers, Fund Managers, Corporate Executives, Financial Intermediaries, Media, Journalist & anyone who wants to learn Algorithm Trading. W O R K S H O P D E T A I L S MANAGEMENT DEVELOPMENT PROGRAM IS A TWO DAY EXECUTIVE WORKSHOP Date: January 24, 2015 Time: 9:00 AM to 05:30 PM FEE & REGISTRATION Training Fee: Rs.3,560 plus 12.36% Tax (Total: Rs.4,000) (Special discount of 10% for a group of 3 or more participants attending together as a team.) The fee includes tuition, presentation material, etc. PAYMENT MODE: DEMAND DRAFT Account payee demand draft drawn in favour of "NATIONAL STOCK EXCHANGE OF INDIA LIMITED", payable at Chennai. FOR ANY FURTHER QUERIES PLEASE CONTACT Mahesh Hariharan: (Mob: ) Landline : [email protected] (Limited Seats) 4

6 MDP NOMINATION FORM MANAGEMENT DEVELOPMENT PROGRAM NSE presents a comprehensive program on Algorithmic trading for you. The course will provide you an opportunity to understand the various trading strategies that can be employed for Equity & Currency derivatives trading with hands on session. Step 1. Take a printout of this Nomination Form Step 2. Fill the Nomination Form with the required details Step 3. Make a Demand Draft of Rs. 3,560 plus 12.36% Tax (Total: Rs. 4,000) payable at Chennai Stock Exchange of India Limited" Step 4. Send the Demand Draft along with completed registration form and Copy of pan card to Mahesh Hariharan: (Mob: ) National Stock Exchange of India Limited Chennai Landline: [email protected] in favour of "National Details Participant Participant Participant Name id Mobile Date of Birth Designation Organisation Years of experience in Stock Market Sponsored by: a) Self b) Company How did you come to know about the program: a) SMS b) c) Facebook d) NSE website e) Friends Correspondence Address:... Pin Code:... Programme Opted For: Date:... Payment Details: Amount (Rs.)... Demand Draft No.... Date of DD... Bank... 7

7 NATIONAL STOCK EXCHANGE OF INDIA LTD. Exchange Plaza, Plot no-c1, G block, Bandra-Kurla Complex Bandra (E), Mumbai Tel No - (022) [email protected] Website: