Speakers

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. He is also director of consulting firm CQL Pty Ltd where current consulting is now centred on the design, construction and optimisation of algorithmic trading systems. Robert is currently the National President of the Australian Technical Analysts Association (ATAA).

STA Monthly Meeting – 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.
Videos STA Meeting October 2011 – Robert Grigg

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