May 22, 2015

ATAA Conference Trip Report

I am back from the Australian Technical Analysis Association meeting in the Gold Coast, Australia. I had a great time meeting readers of the blog and other traders. Lots of good presentations. My favorites include those by Alan Clement and Andrew Gibbs, which provided me with new research ideas. These include trend following and using fundamental data. Rande Howell talked about our emotions, which as quant traders we believe we can ignore but we cannot.

My presentations on “A weekly S&P500 stock rotation strategy” and “A monthly ETF rotation strategy” were well received. People asked interesting questions and suggested research ideas.

Alvarez-Cesar-5-ConferenceAlvarez-Cesar-3-Conference

 

One point I brought up in my presentations was trading mistakes. And sure enough the day after I got home, I made a really stupid one. I discussed that it is important to figure out why it happened and how to prevent it from happening again. My reason is being jet lagged and the solution is a tweak in my automation which I am doing after this post.

The “Meet the Speaker” workshop turned out to be more fun than I expected and was my favorite part of the weekend. Fifteen people sat around a circle and asked me questions for an hour. Great questions and debates. I could have gone on for another hour.

Alvarez-Cesar-1-Meet-the-Speaker

Everyone was very friendly and grateful for me making the very long trip to Australia. A very worthwhile trip for me. Looking forward to doing some webinars for the Melbourne chapter of the ATAA.

The next blog post will be on reader’s suggested research ideas.

Good quant trading,

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Quantocracy's Daily Wrap for 05/23/2015 | Quantocracy - May 23, 2015 Reply

[…] ATAA Conference Trip Report [Alvarez Quant Trading] I am back from the Australian Technical Analysis Association meeting in the Gold Coast, Australia. I had a great time meeting readers of the blog and other traders. Lots of good presentations. My favorites include those by Alan Clement and Andrew Gibbs, which provided me with new research ideas. These include trend following and using fundamental data. Rande Howell talked about our emot […]

Clint - June 4, 2015 Reply

Hi Cesar,
I just wanted to say thanks again for your presentations at the conference. The concepts, ideas and techniques presented were very insightful, and I personally appreciated the time that you also made available outside of the presentations and in the group huddles! I’m just now getting around to reviewing the presentations and notes and I look forward to being in touch soon to discuss.
Thanks again – Happy and successful trading!
Regards,
Clint

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