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INTRODUCTION

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CONTENTS

INTRODUCTION........................................................................3

ADVISORY BOARD...................................................................4

ABOUT EPAT................................................................................5

THE CURRICULUM..................................................................6

ALUMNI PROFILE.....................................................................8

THE FACULTY............................................................................10

ALUMNI SPEAK........................................................................12

ADMISSION.................................................................................13

FAQs.................................................................................................14

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INTRODUCTION

With the advent of Algorithmic Trading and the benefits it brings to


traders, it is imperative to develop domain knowledge and expertise in
quantitative and qualitative Algorithmic Trading skills.
QuantInsti (QI) is Asias pioneer Algorithmic Trading Research and
Training Institute, conducting professional programs in the field. The
institute is focused in preparing professionals in the financial industry,
for the contemporary field of Algorithmic and High Frequency Trading.

QuantInsti provides practical education on algorithmic trading, using


online real-time video-sharing and interactive learning tools, to partici-
pants from across the globe.

QuantInsti has successfully imparted quantitative skills required for


Algorithmic and Quantitative Trading to over hundreds of participants
across the globe, through EPAT (Executive Program in Algorithmic
Trading) - their flagship program.
QI has designed education modules for various exchanges in South and
South-East Asia as well as for various educational and financial institu-
tions. The QI faculty are frequently invited to provide their perspectives
at conferences and seminars on algorithmic and high frequency trading
across Asia, Europe and America.

QuantInsti is also the territory partner for Prof. Moorad Chaudarys BTRM
in Asia-Pacific along with Unicom learning.

Apart from imparting knowledge about advanced concepts, QI also


provides practical insights into aspects like system architecture &
latency, standardized protocols, trading strategy design methodolo-
gies and risk management for HFT, and new developments/tools in
this domain.

QuantInsti is headquartered in Mumbai with a subsidiary in Singapore.

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ADVISORY BOARD

Professor Gautam Mitra


Distinguished Professor, CARISMA, Brunel University | Founder & MD,
OptiRisk Systems

Prof. Mitra has been awarded the title Distinguished Professor by Brunel
University, in recognition of his contributions in the domain of computational
optimization, risk analytics and modelling.
He is an internationally renowned Research Scientist in the field of Operational
Research in general, and computational optimization and modelling in par-
ticular. Professor Mitra is also the founder and chairman of UNICOM Seminars.
He has developed a world class research group in his area of specialization with
researchers from Europe, UK, USA and India.
He has published five books and over 150 research articles, and is an alumnus of
UCL and currently a visiting professor there.

Dr. Ernest P. Chan


Managing Member, QTS Capital Management, LLC | Author of
Quantitative Trading: How to Build Your Own Algorithmic Trading
Business and Algorithmic Trading: Winning Strategies & Their Rationale

Dr. Chan is a commodity pool operator and trading advisor. Since 1994,
he has been focusing on the development of statistical models and
advanced computer algorithms, to find patterns and trends in large
quantities of data. He has applied his expertise in statistical pattern
recognition, to projects ranging from textual retrieval at IBM Research,
mining customer relationship data at Morgan Stanley, and statistical
arbitrage trading strategy research at Credit Suisse,
Mapleridge Capital Management and other hedge funds.

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ABOUT EPAT
INTRODUCTION

The Executive Program in Algorithmic


Trading (EPAT) at QuantInsti provides KEY FEATURES
high-level training for professionals looking to
grow or planning to start their careers in the
Practical Exposure
field of algorithmic and quantitative trading.
Acquire the knowledge and learn tools &
techniques used by traders in the real world
The EPAT will reshape the concept and
Expert Teaching & Support
knowledge of the essential data available The EPAT faculty is an acclaimed team of
to develop trading algorithms and systems, academicians and professionals who are all
creating and implementing trading strategies specialists in the field
on different asset classes, and perform back Career Services
and forward testing. It focuses on inspiring Our career services and job resources become
traders towards a successful trading career, available to you the moment you sign-up and
last throughout your professional career
by focusing on derivatives, quantitative
trading, electronic market-making or trading Get Certified
On successful completion of the program
related technology and risk management.
participants will receive a Certificate from
QuantInsti Quantitative Learning Pvt. Ltd.
The program enables the high-achieving
capital market professionals and individuals STUDENT PORTAL
interested in learning about the market, to QuantInsti is at the forefront of interactive on-
attain benefits and networking power of the line learning. Our comprehensive online learn-
program. Over the past five years, the alumni ing program gives 24-hour access to all record-
ed lectures and program materials, accessible
network has grown to include hundreds of
through your laptop, tablets & phones.
successfully placed individuals from over
All classes are recorded and uploaded onto our
twenty-five countries. portal. Each participant gets their own account,
allowing him/her to access the following:
- Live lectures
The program provides a unique chance to its
- Stimulating exercises
participants, to work under the mentorship - Sample code and spreadsheets
of a world-class faculty. Other opportuni- - Live one-to-one interactive lecturer support
ties include practical training in designing Other features include the following:
- Learning management system: Tracks your
and implementing of advanced algorithmic
learning and provides immediate feedback on
trading strategies, using state-of-the-art your progress
tools and platforms. - Open source: Most tools and softwares are
available for free

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THE CURRICULUM

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ALUMNI PROFILE

GEOGRAPHIC LOCATIONS OF ALUMNI

CROSS SECTION OF OUR ALUMNI EMPLOYERS

1. ABN Amro 15. Deloitte


2. Anand Rathi Commodities 16. Deutsche Bank
3. Asit Mehta Investment 17. Edelweiss Finance Limited
4. Axis Bank 18. Federal Bank
5. Bank of America 19. Fortinet Technology
6. Barclays 20. Goldman Sachs
7. BNP Paribas
21. GPSK Investment Group
8. Bombay Stock Exchange
9. Centro De Investigaciones Inmobiliarias 22. HCL Technologies
10. China Security 23. HDFC Securities
11. CitiBank 24. HSBC
12. CitiCorp 25. IBM
13. CME Group 26. ICICI
14. Credit Suisse 27. ICICI Securities

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The practical aspects of EPAT and material is excellent. I am
grateful to the institute for quality of the course, and hard work
they have put in to make it such a great experience.

ACADEMIC DISCIPLINE OCCUPATION

ECONOMICS HEDGE FUND


MANAGERS
STATISTICS DATA PROVIDERS

FINANCIAL PRODUCT
COMPUTATIONAL DEVELOPERS
FINANCE
TRADERS
ACTUARIAL
SCIENCE BROKERAGE SERVICE
PROVIDERS
FINANCE &
ACCOUNTING RISK
MANAGERS
ENGINEERING QUANT
SCIENCE PROFESSIONALS
CONSULTANTS
BUSINESS
MANAGEMENT
STOCK EXCHANGE

28. JP Morgan 42. Royal Bank of Scotland


29. JP Morgan Chase 43. Sandisk
30. Kasikom Asset Management 44. SGX
31. Kotak Securities 45. Sharekhan Limited
32. Merrill Lynch 46. SMC Globals
33. Merrill Lynch Commodities 47. Tata Consultancy Services
34. Michelin India
48. Tech Mahindra
35. Morgan Stanley
36. Nirmal Bang 49. Theoria Capital Management
37. Nomura 50. Thomson Reuters
38. NSE IT 51. UBS
39. Oracle 52. Way to Wealth
40. Philip Capital 53. Wipro Technologies
41. Reliance Communications 54. World Bank

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THE FACULTY

RAJIB RANJAN BORAH

Rajib is the Co-founder & Director of iRage Capital


Advisory Pvt Ltd & QuantInsti Quantitative Learning Pvt
Ltd. At iRage, he leads the derivatives practice and works
with exchanges, financial & educational institutions to
design educational programs. He conducts workshops in
United States, Europe and Asia.

DR. ERNEST P. CHAN

Ernie is the Author of Quantitative Trading: How to Build


Your Own Algorithmic Trading Business and Algorithmic
Trading: Winning Strategies and their Rationale, both
published by John Wiley & Sons. Ernie also teaches courses
and workshops in trading and finance in London, Singapore,
amongst other countries.

SHAURYA CHANDRA

Shaurya is a Director at iRageCapital Advisory Pvt Ltd.


He leads the firms advisory practice in India on research,
strategy development and risk management. He has ad-
vised extensively with core focus on the statistical research
strategy development backed by rigorous back testing and
setting up systems and processes for risk management.

DR. YVES J. HILPISCH

Hilpisch is the founder and managing partner of


The Python Quants GmbH, Germany, as well as co-founder of
The Python Quants LLC., New York. As a graduate in
Business Administration with a Dr.rer.pol. in Mathematical
Finance, he lectures on Computational Finance.

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NITESH KHANDELWAL

Nitesh has a rich experience in financial markets


spanning across various asset classes in different roles.
He is also the Co-founder of iRage Capital Advisory Pvt
Ltd and QuantInsti Quantitative Learning Pvt Ltd. At QI he
is also heads the department for training in derivatives &
inter-market studies.

ABHISHEK KULKARNI

Abhishek is the Head of Quantitative department at


QuantInsti. He pursued Masters in Financial Mathematics
at Dublin City University, Ireland. When he is not glued
to time series analysis, he spends time playing chess,
drawing portraits and trying very hard to play flute. He is
currently teaching Quantitative modules in EPAT.

SAMEER KUMAR

Sameer is a C++ evangelist who designs and builds


financial strategies with built-in intelligence. He leads the
infrastructure development team along with the low laten-
cy programming division at iRage Capital Advisory Pvt Ltd.
At QI, he shares his experience on low latency
systems as well as strategies involving artificial intelligence.

GAURAV RAIZADA

Gaurav is a Director at iRage Capital Advisory Pvt Ltd and


leads the firms advisory practice in India on systems,
performance and strategies. He has consulted extensively
with core focus on strategy development and execution,
including trading systems development, latency reduction,
optimization and transaction cost analysis.

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ALUMNI SPEAK

I loved how EPAT covers a wide range of topics. When I started the course
I had plans to go back to university to pursue math further, but just before
finishing the course I got hired by a coveted quantitative hedge fund as a
quantitative analyst. A special thanks to the faculty!
Jacques Francois Joubert | Quantitative Analyst, NMRQL | South Africa

I am very happy with the support provided by the administration team.


Faculty is greatly committed at resolving queries. Having worked at one of
the leading brokerage houses, I would certainly want to get into algorithmic
trading and this is where QuantInstis EPAT course will help me.
Marco Nicols Dibo | Vice President at Argentina Valores S.A | Argentina

I owe it to QuantInsti to give me a kick start into the career of Quant & Algo
trading. The faculty and entire team helped me at every step including place-
ments. I strongly recommend this course to anyone who wants to be in the
banking & securities industry in future.
Gopinath Ramkumar | Financial Engineer & Risk Manager at Futures
Business Development | Jeddah, Saudi Arabia

The QI team too, always keeps in touch to update your knowledge with new
learning sessions and additions to the program, which is a great thing.
Aris Skilros | Quant Researcher at World Quant LLC | Hungary

The insights that the faculty bring in, to the classroom from their own experi-
ences as consultants, are very valuable and make each lesson very effective.

EPAT has given me confidence to trade and a feeling that, algo trading is do-
able. As I was new to trading, every lecture told me what to study. Moreover,
the placement assistance is greatly helpful as it provides the right information
as per the market demands. I wish all the success to team Quantinsti!
Ravi Bhoskar | Software Developer at Grace Strategies Pvt
Ltd | Nagpur, India

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ADMISSION

The EPAT is strategically to accept participants


with high intellectual curiosity, who possess
strong interest in finance and have analyti-
cal skills. Although there is no specific degree
requirement most participants joining the
program belong to various quantitative
disciplines such as mathematics, statistics,
physical sciences, engineering, operational
research, computer science, finance or economics.
Participants from other disciplines should
be familiar with calculus, spreadsheets and
computational problem solving, if they wish to
pursue EPAT.

COUNSELLING
Prior to admission, a counselling session is
conducted that focuses on understanding
the strengths and weaknesses of participants.
These sessions do not decide the participants
eligibility, however they do help the counsel-
lors to assist them with informed guidance
prior to enrolment.

Duration - 4 months Coursework


2 months Projectwork +
+
Regular Program Fees - $ 4250

Learn more about scholarships, payment options &


discount plans on www.quantinsti.com/courses/epat

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FAQs

What is the future of Algorithmic Trading? industry Benefit from Placement Services

Over the past decade or so, Algorithmic trading at QuantInsti after successful completion of
the program.
has been adapted by various governments and
exchanges globally. The market share of Algo-
Log on to www.quantinsti.com/placement-cell/
rithmic trading has been increasing ever since.
for more information.

It is expected that markets will become more ef- How many people have benefited from this
ficient and exchanges will manage risk better in course in the past?
coming years as the industry adapts more tech-
Hundreds of course participants from over 25
nological advancements.
countries working across different backgrounds
such as financial markets, technology, and quan-
titative finance have benefited from the program
in various ways.

What will I be able to do after successful com-


pletion of the course?
On successful completion of the course, partic-
ipants would be conceptually comfortable with:
Managing High Frequency Data and
building econometric models
Learn how to back-test, implement and trade
advance quantitative strategies
Using programming skills to build low
latency trading systems
Using statistical packages and integrating
them to your trading system
Understanding of market making, spread
optimization, transaction cost analytics and
advance risk management
Using Option pricing models for running
What will I gain from this program? volatility books and make markets
Benefits of this program include: Electric blend of practical and theoretical
Exposure to the various strategy paradigms knowledge
which are used globally for Algorithmic
trading What are the course requirements?
Automate your trading strategies, by learn- A personal machine with good internet connec-
ing the tools & skills required to write and tion is all that is required to get started immedi-
implement the strategies ately. As soon as you enroll, you will be provided
Get trained to start Algorithmic Trading on with learning material that will assist you through
your own, as you learn everything from net- the entire duration of the program.
working and the hardware aspect of HFT to Successful students have given 15-20 hours per
regulatory environment for handling desk week to review and complete the course work
operations within a period of 4 months before proceeding to
Career progression to algorithmic trading 2 months of the project work.

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What does EPAT Practical Project include? Will QI help me get a job?
The two-months long projectwork provides an op- QuantInstis Career Management & Career Devel-
portunity to specialize in a specific asset class or
opment Resources, offer support that is specifically
strategy paradigm under the mentorship of a trader/
designed for working professionals and students
practitioner, with rich experience in a similar domain.
seeking new opportunities, as well as to add
EPAT participants have successfully implemented
immediate value to their employers.
their project work in live markets and availed bene- Our Career Services and Job Resources becomes
fits in their work place. available to you the moment you begin the
program and last throughout your professional
How does EPAT compare with Masters in Financial career.
Engineering?
EPAT is a specialization program for market profes-
sionals interested in Algorithmic, Quantitative and
High Frequency Trading. There is some overlap
between the curriculum covered in EPAT and MFE
or Quantitative Finance courses. EPAT focuses on
practical and hands-on knowledge with theoretical
understanding of the tools and strategies that are
applied in practice.

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QuantInsti Quantitative Learning Pvt Ltd
India: A-309, Boomerang, Chandivali Farm Road, Powai, Mumbai, India - 400072
Tel: +91-22- 61691400; Mob: +91 99204 48877

Singapore: 30 Cecil Street, #19-08, Prudential Towers, Singapore - 049712


Tel: +65-9057 8301

Email: contact@quantinsti.com
www.quantinsti.com

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