The United Kingdom Chapter of the CMT Association hosted a chapter meeting on Thursday, October 13, 2016 featuring Erez Katz as their guest speaker.
Quantitative trading strategy creation is a unique intellectual undertaking that draws on human insight, proprietary data, and nearly all aspects of computer science.
Our goal in this presentation is to take you on a creative journey from the seed of a trading idea to a live traded systematic strategy. Finding real value in systematic trading requires constant attention to detail to avoid the trap of overfitting. Forex is perhaps the deepest most liquid market on Earth, but it offers new challenges to the trader with equity experience.
We will carry you through our process in taking on this new market, from identifying relevant data, dealing with a 24 hour trading cycle, to algorithm testing and validation.