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Quantitative Trading Systems
Regionalgruppen:
Referent(en):
Robert Grigg, Präsident der Australischen TAA
Hinweis:
zusätzlicher Termin im September!
Datum:
Don 30. Sep 2010 - 18:30
Terminbeschreibung:
Quantitative Trading Systems
Improve the reliability and predictability of mechanical trading systems
Do you know how well your trading system will perform BEFORE you risk money in the market?
In this presentation you will understand:
• 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 walk-forward back-testing models can be applied to different trading models to dramatically improve reliability and predictability
• the major pitfalls in developing predictive trading systems such as over-optimisation and curve-fitting
The presentation is designed for anyone trading the markets using any form of structured system. Although it will cover the “basics” of using a systematic approach, it will also outline features for the more sophisticated trader. Ideally people will have some familiarity with the basic principles of
technical analysis and will have some proficiency in using charting and analysis software. Note: AmiBroker is used as the demonstration toolbox however the principles apply to any trading toolbox language.
Robert Grigg
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 investment funds. He is also a Director of consulting firm CQL Pty Ltd; current consulting is now centred on the design, construction and optimisation of algorithmic trading systems. He is currently National President the Australian Technical Analysts Association (ATAA).
His earlier career was in the Oil Industry and then in Corporate Consulting. Over the years he worked in Information Technology as a programmer, manager and strategic consultant. At other times he was a Management Accountant. He commenced serious trading in 1994 and gradually converted from fundamental and discretionary trading to fully mechanical quantitative systems. He has utilised many platforms including MetaStock, TradeSim, Wealthlab Developer and now AmiBroker as his main trading platforms.
Improve the reliability and predictability of mechanical trading systems
Do you know how well your trading system will perform BEFORE you risk money in the market?
In this presentation you will understand:
• 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 walk-forward back-testing models can be applied to different trading models to dramatically improve reliability and predictability
• the major pitfalls in developing predictive trading systems such as over-optimisation and curve-fitting
The presentation is designed for anyone trading the markets using any form of structured system. Although it will cover the “basics” of using a systematic approach, it will also outline features for the more sophisticated trader. Ideally people will have some familiarity with the basic principles of
technical analysis and will have some proficiency in using charting and analysis software. Note: AmiBroker is used as the demonstration toolbox however the principles apply to any trading toolbox language.
Robert Grigg
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 investment funds. He is also a Director of consulting firm CQL Pty Ltd; current consulting is now centred on the design, construction and optimisation of algorithmic trading systems. He is currently National President the Australian Technical Analysts Association (ATAA).
His earlier career was in the Oil Industry and then in Corporate Consulting. Over the years he worked in Information Technology as a programmer, manager and strategic consultant. At other times he was a Management Accountant. He commenced serious trading in 1994 and gradually converted from fundamental and discretionary trading to fully mechanical quantitative systems. He has utilised many platforms including MetaStock, TradeSim, Wealthlab Developer and now AmiBroker as his main trading platforms.