Trading Webinars on Risk Management, Backtesting, Forex, and Equities

Summary

This compilation describes QuantInsti’s 2018 webinars on systematic trading, covering risk management, strategy development and backtesting, foreign exchange, and equity products on SGX. The risk session outlines leverage choices, drawdown, stop losses, volatility targeting, value at risk, hedging, and risk indicators. A strategy demonstration uses technical indicators and portfolio management with a backtesting platform; the forex session discusses market structure, macroeconomic drivers, backtesting, and optimization. The equities session introduces Daily Leveraged Certificates and short- to medium-term systematic strategies related to those products.

The document provides topic lists and brief descriptions rather than detailed procedures, data, or measured results. It does not explain how to estimate the risk measures, construct the strategies, or assess their performance, and some listed webinars are primarily program or career promotion. Treat it as an overview of potential learning topics, not as evidence that any strategy is profitable or robust.

Key ideas

• The risk management session discusses leverage, drawdown, stop losses, volatility targeting, value at risk, and hedging.
• A backtesting demonstration combines technical indicators with portfolio risk management.
• The forex webinar covers market structure, macroeconomic drivers, strategy testing, and optimization.
• The SGX equities session introduces Daily Leveraged Certificates and related systematic strategies.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.