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.