Build high-frequency algorithmic trading strategies combining FinBERT news sentiment signals and Deep Deterministic Policy Gradients (DDPG).
Quantitative finance is dominated by machine learning algorithms that harvest microsecond alpha signals from order book depth and unstructured news flow. This advanced masterclass reveals how quantitative hedge funds combine NLP sentiment extraction with continuous-action reinforcement learning.
The session includes a step-by-step walkthrough of fine-tuning FinBERT on Indian financial news (NSE/BSE) and training a Deep Deterministic Policy Gradient (DDPG) agent for automated portfolio rebalancing.
Participants will get hands-on exposure to key industry standard toolkits during the session:
Comfortable with Python, financial markets, and basic probability theory.
Quantitative analysts, algorithmic traders, MBA finance scholars, fintech developers.
Every registered attendee receives an official, tamper-proof digital certificate issued by the Deep Science & Technology Consortium (DSTC). Includes a unique QR code and SHA-256 hash for instant verification on employer or university registries.
IIM Ahmedabad
IIM Ahmedabad