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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