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Next Boston QWAFAFEW Meeting: Tuesday, 16 Aug 2016

August 16, 2016 @ 6:00 pm - 8:00 pm

| $30

Next Boston QWAFAFEW Meeting: Tuesday, 16 Aug 2016

 

Time: 6:15 PM sharpe

3rd Floor of the Tennis & Racquet Club, 939 Boylston Street

RSVP to hugh@QWAFAFEW.org

 

QWAFAFEW Mailing List

 

 

Machine Learning-based Trading Decisions or: How I Learned to Stop Worrying and Love when Models Break Down

Presentation Download: Astrocyte- QWAFAFEW Talk

A QWAFAFEW discussion led by:

Sean Kruzel

 

 

Abstract

This talk covers specific techniques to bridge the gap between quantitative and discretionary strategies and shows that maximizing knowledge over maximizing P&L creates better trading strategies.

  • Show how the Bayesian Sharpe Ratio Test outperforms three classic trade entry and exit methods

  • Why backtests that combine market forecasts and trading decisions almost guarantee overfitting

  • How Robo-Advisors ignore changing markets, are slow to adapt, and what you can do about it

 

Bio

Sean Kruzel founded Astrocyte Research to better address the intelligence and forecasting needs of professional investors

  • Former Portfolio Manager at a NYC global macro hedge fund

Designed and implemented an event-based macroeconomic strategy using bonds, equities, currencies and commodities.

  • Exotic FX Global Macro Associate in a 12-person, $1 Billion AUM west-coast hedge fund

Managed exotic options portfolios and studied the policies of global central banks.

  • JPMorgan Asset Management Fixed Income Trading & Economic Analyst

Developed fixed income relative-value strategies and novel forecasts to track economic and central bank news.

  • Sean Kruzel graduated MIT in 2008 with a BS in Economics and a BS in Mathematics.  

 

Astrocyte Research

Astrocyte Research delivers real-time insight and predictions on the interaction between policy makers, news and financial markets; specializing in predicting the macroeconomic influences on global financial markets.

www.astrocyte.io

 

 

Please RSVP hugh@QWAFAFEW.org

 

QWAFAFEW Mailing List

All annual dues ($150) should be paid to Boston QWAFAFEW by credit card, Bitcoin or check.

By credit card (PayPal)

http://qwafafew.org/BostonPayDues.html

 

By Bitcoin

Send us Bitcoin, our address is:

153GtwqHHxdHaTh8i1SC1UmZUuFpXN6wye

Please send a separate email identifying your anonymous payment.

 

By check:

Executive Management Associates

12 Academy Avenue

Atkinson, NH  03811

bostonqwafafewbilling@gmail.com

 

Please RSVP for all meetings you plan to attend: hugh@QWAFAFEW.org

Guests who do not RSVP may have to wait to enter the meeting, due to space constraints (capacity=100, BFD).

 

Guest fees ($30) can be paid through EMA (check or PayPal, bring receipt) or bitcoin (at address above). We still allow walk-ins (space permitting). The $30 guest fee can be paid by bitcoin, cash or check at the door, no credit cards at the meeting. Please bring exact change (eg: two twenties = $40 Guest Fee).

 

As always, if you have names or discussion topics, please forward them to any member of the Steerage Committee

 

Questions, comments:

 

 

Steerage Committee

Hugh Crowther (Treasurer)

Dan diBartolomeo

Mike Dunn

Steve Gaudette

Sri Krishnamurthy

Mark Kritzman

John Minahan

Donna Cool Murphy (Dinners)

Larry Pohlman

Dan Potter

Dan Rie

Evan Schulman

Michael Wilcox

 

The members of the Steerage Committee are responsible for coordinating the program content.

Program suggestions from members are always welcome.

 

RSVP to: hugh@QWAFAFEW.org

Details

Date:
August 16, 2016
Time:
6:00 pm - 8:00 pm
Cost:
$30

Venue

Tennis & Racquet Club
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map