April 5, 2013

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Markets are constantly evolving, and as traders it is important to recognize those changes and adapt to them.  In this breakout session you will see how simple quantitative techniques can be used to identify environmental edges and take advantage of them.  Rob will show how everyday observations can be combined to generate meaningful market studies.  We will discuss how to interpret these studies and what would make a study especially compelling.  Once this groundwork is laid we’ll look at turning some of these market observations into indicators and trading systems.  Examples used will include breadth, mean-reversion, and Fed-based edges.  You’ll be able to use the ideas, tools, and methods from this presentation to turn your own market observations into quantifiable edges.