Automated Trading 2010: Programme
Automated Trading 2010
Westbury Hotel, London W1 - 11 November 2010
| Programme | |
| 08:30 | Registration and coffee |
| 09:00 | Welcome and introduction |
| 09:05 | TESTING STOP LOSS AND TAKE PROFIT STRATEGIES IN DIFFERENT MARKET CONDITIONS Andy Moniz, Macquarie Securities |
| 09:50 | ASSESSING THE PROFITABILITY OF STOP LOSSES IN PORTFOLIO MANAGEMENT Neil Heywood, Matrix Trading Systems |
| 10:30 | Refreshment Break |
| 11:00 | CHANGING MARKET VOLATILITY: RECALIBRATING RISK AND MONEY MANAGEMENT IN MODELS Magrino Bini, Capstone |
| 11:45 | AN OPTIMIZATION PROCESS TO IMPROVE IN/OUT OF SAMPLE CONSISTENCY, CROSS ASSET CLASSES & FREQUENCIES Swann Chmil, Fideuram Asset Management |
| 12:30 | Lunch |
| 13:30 | THE KELLY FORMULA, PYRAMIDING AND OTHER POSITION SIZING STRATEGIES Enrico Malverti, Private & Consulting Sim Spa |
| 14:15 | HOW TO PREVENT PREDATORY TRADING OF STOP LOSSES James Clunie, Scottish Widows Investment Partnership |
| 15:00 | Refreshment Break |
| 15:30 | MACRO FUNDAMENTALS FOR RISK CONTROL IN A SYSTEMATIC STRATEGY Thomas Stridsman, Alfakraft Fonder |
| 16:15 | End |
