Automated Trading Conference 2007: Programme
The 2nd annual conference
Automated Trading 2007
1 Wimpole Street, London, 11 October 2007
| Programme | |
| 08:30 | Registration and coffee |
| 09:00 | Welcome and introduction |
| 09:05 | BUILDING A TRADING SYSTEM: LEARNING FROM THE MASTERS Rashpal Sohan, Rathbones Investment Management |
| 09:50 | FX TRADING MODELS Melanie Schmidt , Updata + Systems we see clients using the most + Full automation v subjective inputs + Key elements of success over and over + Our view of the Top 3 performing systems |
| 10:40 | Refreshment Break |
| 11:00 | A SYSTEMATIC APPROACH TO TRADING STOCKS Richard Cunningham, City Index Advisory + Differences between automating stocks and other asset classes + Effective model rules |
| 11:45 | AUTOMATED DERIVATIVES STRATEGIES Peter Wiesing, Wiesing Investments + Issues in backtesting and optimisation + Potential flaws of real-time automated trading systems |
| 12:30 | Lunch |
| 13:30 | BUILDING A PORTFOLIO: STATISTICAL BIASES AND NON-CORRELATION Max Dupont, Quantam |
| 14:00 | SYSTEM PERFORMANCE MEASURES Luc Van Hof, AIM Trading How to evaluate a model the unbiased way using the 3R approach + Return measures + Risk measures + Robustness measures |
| 14:45 | DATA: THE BASIS FOR AUTOMATED TRADING Stanley Dash, TradeStation + Sampling data effectively + Isolating critical session segments + Price over time vs. price over activity |
| 15:00 | Refreshment Break |
| 15:30 | THE KEY TECHNOLOGY DECISIONS Benjamin Van Vliet, Stuart Graduate School of Business, Illinois Institute of Technology |
| 16:15 | PANEL DISCUSSION: SYSTEM TROUBLESHOOTING Gerald Ashley (Chairman), Stanley Dash (TradeStation), John Howard (Saxo Bank), and Benjamin Van Vliet (Illinois Institute of Technology) |
| 17:00 | End |
