Inter-market Quantitative Modelling for FCPO & FKLI Trading

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Inter-market Quantitative Modelling for FCPO & FKLI Trading

November 9 @ 8:30 pm - 10:00 pm SMT

Inter-market Quantitative Modelling for FCPO & FKLI Trading


Intermarket trading is a popular trading methodology among institutional traders in Malaysia. Vector Auto Regression is among the most popular types of intermarket models used by quantitative analysts to model FCPO & FKLI prices.

This webinar aims to achieve 2 objectives. First objective is to explain to participants the concept behind inter-market strategy, especially focusing on VAR strategy.

Second objective is to share the actual implementation of VAR strategy in real live scenario, especially through automation of futures platform trading.

In this webinar, you will learn:

  • Basic understanding of quantitative modelling using Eview software.
  • Development of FCPO & FKLI strategy with Inter-market Analysis as foundation.
  • Sector Auto Regression model for correlated assets.
  • Application of VAR Model to develop leading indicators for FCPO & FKLI.


This webinar is organised by Bursa Malaysia and managed by Axcelearn.

(This webinar will be conducted in English.)


Alex Siew

Speaker Profile

  • Alex is Fund Director of SC licensed Robo Advisory firm BH Global Fintech Solutions Sdn Bhd
  • Alex holds a Master in Information Technology in Business from Lincoln University, United Kingdom
  • He offers regular personal coaching sessions on futures trading and platform usage to new investors.
  • He is a holder of CMSRL issued by Securities Commission.


November 9
8:30 pm - 10:00 pm SMT




Bursa Malaysia Derivatives