February 5: Community Webinar. Backtesting with Correlation

When:  Feb 5, 2025 from 13:00 to 13:50 (UTC)

Hi everyone.

Excited to share that our Data Science Working Group is running a webinar for the Community on backtesting with corellation.

ive into the world of time series datasets, where correlation and autocorrelation often complicate analysis. Learn how to leverage previous data points to enhance your strategies.

In this webinar Nikolai Nowaczyk, Risk management and AI consultant will give practical insights into backtesting strategies for counterparty credit risk. Nikolai will guide you through how to tackle challenges like data quality and computational intensity, and master techniques to handle correlation with ease.

Please reserve your place for the webinar via this link

Feruary 5th, 1 - 1:50 pm, zoom

P.S. You will receive the zoom link one day before the webinar. If you don't, give me a shout at apariy@cfauk.org and I will help.

Location

Online Instructions:

Contact

Aya Pariy
44786925314
apariy@cfauk.org