AlphaViz: An interactive Visual Analytics System for Backtesting in Quantitative Trading

MPhil Thesis Defence


Title: "AlphaViz: An interactive Visual Analytics System for Backtesting 
in Quantitative Trading"

By

Mr. Seonggyeom KIM


Abstract

The availability of massive data and high computing power in the financial 
industries have facilitated researchers and traders to devise various 
trading strategies in quantitative and data-driven approaches. Yet, many 
of them still face obstacles to simulating, evaluating, and verifying 
their strategies due to the absence of effective tools, which 
significantly de- lays the final deployment procedures of their trading 
ideas. We have developed AlphaViz, an interactive visual analytics system 
designed to simulate any type of strategy, which enables traders to 
examine their trading algorithms in an efficient manner via step-by- step 
procedures to gain the high confidence before the productionization. To 
the best of our knowledge, most financial visual analytics systems are 
designed only for particular investment approaches such as factor 
investing and momentum. However, their lack of scalability and flexibility 
causes those systems to be drifted apart from the real use cases in the 
industry. In particular, AlphaViz is the first visual analytics tool that 
can concur- rently test multiple portfolios by diversified trading 
strategies and provide the high-level overview in risk and performance.


Date:  			Friday, 19 August 2022

Time:			3:00pm - 5:00pm

Zoom Meeting:		https://hkust.zoom.us/j/2083978566

Committee Members:	Prof. Huamin Qu (Supervisor)
 			Dr. Dan Xu (Chairperson)
 			Dr. Sunghun Kim


**** ALL are Welcome ****