STA Monthly Meeting – October 2011
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 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.
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.
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