JPMorgan Corporate Challenge – July 2015
Despite Thursday 9th July 2015 being the first complete London underground strike in 13 years, STA runners weren’t daunted (though numbers slightly depleted) as they ran for charity at the annual JP Morgan fun run. Setting up team HQ at the Prince Albert pub garden, this was certainly not your typical financial gurus’ usual haunt.
Organised by STA executive committee member Tom Hicks MSTA and chairman Axel Rudolph FSTA, with vice chairman Charles Newsome MSTA one of the runners and Mark Tennyson d’Eyncourt FSTA manning the fort (built of rucksacks), the committee were out in force.
Told to strip and don fetching STA T-shirts, they obediently complied and posed to have their picture taken at the first ever STA event of its type. Superbly organised – and the weather couldn’t have been nicer – they set off in batches based on their own estimates of time to complete the 5.6 kilometre circuit. We are pleased to announce that there were no drop outs and no injuries.
A lovely and challenging evening was had by all.
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STA Monthly Meeting – October 2023
The main reason for ineffective strategy construction which leads to non-reproducible results in real time and hence inconsistent performance is due to not knowing the 3 critical strategy stats. To overcome this challenge and construct sustainable, scalable and reproducible strategies in a quantitative manner, the Smart Money Framework was developed by the quants in the 1960s. With this framework we will have the 3 critical stats to help us construct optimal entries, stop loss and exits. When this is further combined with volume, our probability of capturing the bigger runners increases. All of the above will be explained further in detail by the presenter.
STA Monthly Meeting – October 2023
The main reason for ineffective strategy construction which leads to non-reproducible results in real time and hence inconsistent performance is due to not knowing the 3 critical strategy stats. To overcome this challenge and construct sustainable, scalable and reproducible strategies in a quantitative manner, the Smart Money Framework was developed by the quants in the 1960s. With this framework we will have the 3 critical stats to help us construct optimal entries, stop loss and exits. When this is further combined with volume, our probability of capturing the bigger runners increases. All of the above will be explained further in detail by the presenter.