The Technical Analyst Presents
Automated Trading 2009: Backtesting and Optimization
Our 4th annual Automated Trading conference is the essential one day event for traders and investment managers looking to develop and build their own mechanical trading system. Bringing together the best international experts from academia, banks and hedge funds, this year's conference focuses in on issues and developments in the critical area of backtesting and optimization, and will present delegates with the perfect opportunity to learn about and discuss all areas of testing and refining a rule-based strategy.
Who Should Attend
+ Fund managers
+ Hedge funds
+ Traders
+ Risk managers
+ Analysts
+ Brokers
Topics Covered
+ Data sampling biases
+ Backtesting chart patterns
+ Performance & risk metrics
+ Using the Hurst Exponent
+ Backtesting using Excel
+ Dealing with model failure
+ Stops and targets
Programme >>
Conference Details
Chandos House
London W1
16 October 2009
Delegate fees: Ģ495 + VAT.
