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.
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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