Automated Trading 2009: Programme
Automated Trading 2009
Chandos House, London W1 - 16 October 2009
| Programme | |
| 08:30 | Registration and coffee |
| 09:00 | Welcome and introduction |
| 09:05 | BIASES: DATA SNOOPING, SURVIVORSHIP AND LOOK-AHEAD Ernest Chan, E. P. Chan & Associates |
| 09:50 | OVERRIDING MODELS AND MODEL FAILURE Gerben de Zwart, ING Investment Management |
| 10:30 | Refreshment Break |
| 11:00 | MODEL PERFORMANCE AND RISK METRICS Perry Kaufman |
| 11:45 | HURST EXPONENT, CHAOS THEORY AND FINANCIAL MARKETS BEHAVIOUR Alain Ruttiens, NEURON sàrl + Why Chaos Theory has not worked well when applied to the financial markets + A new approach to applying Chaos Theory and the Hurst Exponent to financial markets + Identify trending and mean reverting market conditions |
| 12:30 | Lunch |
| 13:30 | BACKTESTING LONG-TERM STRATEGIES FOR STRUCTURED PRODUCTS Gerry Celaya, Redtower Asset Management |
| 14:15 | DEVELOPING A STOP-LOSS AND PRICE-TARGET STRATEGY Ralph Vince |
| 15:00 | Refreshment Break |
| 15:30 | BACKTESTING USING EXCEL Yomi Aiayi-Obe, Citigroup |
| 16:15 | End |
