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
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:
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
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 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.
Please RSVP hugh@QWAFAFEW.org
All annual dues ($150) should be paid to Boston QWAFAFEW by credit card, Bitcoin or check.
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Executive Management Associates
12 Academy Avenue
Atkinson, NH 03811
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
Hugh Crowther (Treasurer)
Donna Cool Murphy (Dinners)
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