Francesco Cavasino

Pioneer Alternative Investments

Francesco has been developing and trading with systems since 1996. From 2000 to 2003 he ran a systematic prop trading operation at Banca Intesa in London, and from 2003 has managed the Pioneer Systematic Diversified hedge fund for Pioneer Alternative Investments, based in Dublin.

STA Monthly Meeting September 2007

Technical Trading Systems: The Elements of Technical Systems and Testing

Systematic Trading, devoid of human emotions has become the “holy grail” of trading. Technical trading approaches can now be quantified, tested and validated using a variety of system testing packages. The theories of the old master technicians can now be tested and validated in real-time. The talk will focus upon how to produce and validate a variety of technical trading systems; then moving from theory to the practical application of system trading.

David will present “Examples of Trading Systems – A diverse collection of systematic methods”. Shaun will present “Testing Trading Systems – Finding the systems that really work”. Finally Francesco will round up the evening with, “Using Trading Systems – Putting it all together in practice”.