STA Monthly Meeting - October 2011 - Society of Technical Analysts

STA Monthly Meeting – October 2011

Tuesday 11th October 2011

Quantitative trading systems: improve the reliability and predictability of mechanical trading systems

Robert’s presentation will cover:

How quantitative trading methods fit into the broader context of technical analysis, efficient market hypothesis and fundamental analysis
Practical methods for design, testing and validation of different classes of systems using a fully quantitative approach
How trading optimisation, back-testing and walkforward back-testing models can be applied to different trading models to dramatically improve reliability and predictability
Knowing when a quantitative system has ceased to be profitable
The major pitfalls in developing predictive trading systems such as over-optimisation and curve-fitting.

Speaker

Robert Grigg, National President, ATAA

Robert is a full time trader, trading systems developer and systems consultant. He is a director and investment manager at Crystal Blue (Aust) Pty Ltd where he manages family based funds.

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