STA Monthly Meeting – January 2017
The STA meeting programme will start the year with a special panel of speakers giving their outlook for the market in 2017. The panel will be chaired by Nicole Elliott MSTA, known to many of you as Trending@sta-uk.org and author of the STA blog. A graduate of the London School of Economics and Political Science (BSc Social Psychology) Nicole has worked in banks in the City of London for the last 30 years.
Stéphanie is Senior Technical Analyst, joining SG CIB in 2006 where she first developed the Commodity technical analysis before developing and coordinating the cross-asset technical analysis with a special focus on Forex and Rates. Stéphanie has 15 years experience in technical analysis on various financial markets and from 2000 to 2005 she lectured technical analysis at Paris IX Dauphine University to BSc students.
Zaheer is a full time trend trader and a member of The Dynamic Trader community since 2007. He specialises in FX, stocks and commodities. Zaheer is regularly invited to guest speak on his much sought-after but little understood approach to trading and also contributes to FX Street and FX Trader Magazine. He first presented at the STA back in 2014.
Chris Clarke is Managing Partner, Lawrence Clarke Investment Management LLP. After spending 10 years in the City as a senior trader, primarily as Executive Director at Goldman Sachs, Chris left to trade his own money. After 5 years of research, design and testing of systematic approaches to futures trading Chris set up a fund in 2005 which subsequently became a fully FCA regulated UK based investment management business in 2010.
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.
Future STA Meetings
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