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.
Next STA Meeting
STA Monthly Meeting – September 2024
Tuesday 10th September 2024 at 6:30pm
Speaker: TBC
Add to calendar:
Future STA Meetings
Joint STA and The Commodity Trading Club Meeting
Tuesday 8th October 2024 at 6:30pm
Speaker: TBC
Add to calendar:
Latest Blog Posts
- Living in a land of large numbers: How to get a grip
- Debate with ACI UK, The Broker Club & The Commodities Trading Club: Forecasts for the second half – plus marks for first half
- Retail traders embrace volatility: Zero-day options and penny stocks on today’s menu
- STA members and their guests get a dose of hypnotherapy
- ‘And it’s a goal! Again’ Rectangles, corsets and straightjackets