STA Annual Dinner 2015
The Society of Technical Analysts will be holding the 2015 Annual Dinner on Wednesday 25 November 2015 at the National Liberal Club, London. The Dinner is an ideal occasion for seeing old friends or entertaining contacts and members are able to book single places or tables of 10 for corporate entertaining.
This year we are delighted to announce that the guest speaker will be Dr Greg B Davies, Head of Behavioural Finance, Barclays Wealth and Investment Management. Greg leads a global team of behavioural and quantitative finance specialists, and is responsible for the design and global implementation of Barclays’ Investment Philosophy.
He is an Associate Fellow at Oxford University’s Saïd Business School, and his first book, Behavioural Investment Management, was published in January. He has authored papers in multiple academic disciplines, and is a frequent media commentator on Behavioural Finance.
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Next STA Meeting
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.
