How quant trading NASDAQ can generate multiple fold performance despite Covid-19 volatility
Speaker: Chiu Wei Li
Chiu Wei Li is the former Head of Quantitative Team, GIC, where he led a model investment group with a team of programmers.
He was a GIC Scholar and graduated from Oxford University. Wei Li has over 18 years experience in the financial markets.
The quant trading system he created caught the important turning points of the NASDAQ index despite the Covid-19 volatility in recent months to generate multiple fold performance.
OTCS specially invited Wei Li to share with us more about his quant trading system.
Wei Li will share in this Webinar
- Quant-based signal trading
- Understand risk-reward attractiveness of trading NASDAQ index
- Application of technical and quantitative tools to specific trading scenarios
- How to add a quant-based trading system into one’s portfolio for diversification
There will be a Q&A segment for you to ask questions.
Who can benefit by attending:
- Existing traders who wish to maximise their capital for profit by using a quant-based trading system.
All are welcome!
- Free for OTCS members!
- Free for non-members too! (So invite your friends!)
(Share this Webinar with a friend or two, but kindly get them to register too.)
- Date: 9 Apr 2020 (Thu)
- Time: 8.00pm – 10.00pm (Webinar room opens 7.45pm)
- Venue: Webinar. Access from any connected devices. Nothing to install.
- Please update your desktop/mobile browser to latest version (e.g. Chrome)
- Registration is compulsory as Webinar capacity is limited.