Overview

This 4-hour training program provides a practical introduction to quantitative trading models for market professionals. It is designed for participants who want a structured understanding of how quantitative methods, algorithmic trading, technical indicators, backtesting, and risk controls can support better understand quant trading models. The session combines concise theory, worked examples, and interactive discussion so participants leave with a clear framework for evaluating and applying model-driven trading ideas within the Arab capital markets environment.

Objectives

By the end of this 4-hour program, participants will be able to:

1.     Explain the purpose and structure of quantitative trading models and how they differ from discretionary trading approaches.

2.     Interpret core model inputs including price, volume, momentum, volatility, and event-driven signals.

3.     Assess the strengths and limitations of common techniques such as trend-following, mean reversion, signal combinations, and backtesting.

4.     Apply practical risk controls including position sizing, drawdown awareness, stop-loss discipline, and model validation checks.

5.     Identify how quantitative model concepts can be adapted to the MENA market context and institutional learning needs.

 4-Hour Training Program: Quantitative Trading Models

The program is structured as four focused modules delivered over four hours. Each module builds from core concepts to practical application, giving participants a coherent pathway from trading model foundations through signal design, validation, and risk management. The content is suitable for banks, brokers, asset managers, treasury teams, and capital market professionals seeking an executive-level grounding in quantitative trading methods.

This program is suitable for:

·     Traders, sales traders, and portfolio specialists seeking a structured introduction to quantitative methods

·     Risk, treasury, and investment professionals who need to understand model-driven decision processes

·     Supervisors and managers overseeing trading activities, controls, or analytics initiatives

·     Market professionals who want a concise, practical executive program

Module 1: Foundations of Quantitative Trading Models

·     What quantitative trading is and where models create decision support

·     Core building blocks: data, signals, rules, execution logic, and risk constraints

·     Differences between discretionary, systematic, and algorithmic approaches

·     Practical examples of momentum, mean reversion, and event-driven model ideas

Module 2: Data, Signals, and Model Construction

Key topics:

·     Using price, volume, volatility, and market microstructure inputs

·     Indicator families: moving averages, oscillators, breakout filters, and confirmation signals

·     Designing rule sets for entries, exits, and trade filtering

·     Common design mistakes including unstable parameters and weak economic rationale

Module 3: Backtesting, Validation, and Performance Measurement

This module focuses on how to test whether a model is credible before any live use. Participants examine what backtesting can and cannot prove, how to interpret results, and how to recognize common sources of false confidence.

Key topics:

·     Backtesting logic, sample selection, and performance interpretation

·     Overfitting, look-ahead bias, survivorship bias, and data-snooping risks

·     Measuring returns, hit rates, consistency, and drawdown behaviour

§  Maximum drawdown and recovery period

§  Volatility, win/loss asymmetry, and risk-adjusted return measures

§  When a promising backtest should still be rejected

·     Simple case example: validating a rules-based trading idea

·     Checklist for moving from test environment to governance review

Module 4: Risk Management, Governance, and MENA Application

Key topics:

·     Position sizing, stop-loss design, and portfolio exposure limits

·     Model monitoring, exceptions, and escalation controls

·     Governance considerations for institutional adoption and oversight

·     Discussion of relevance to training audiences, market development priorities, and implementation pathways

Program outcomes: Participants leave with a concise framework for understanding how quantitative trading models are built, tested, governed, and applied in practice. The session can also be tailored with Saudi market examples, internal case material, or sector-specific priorities on request.