The MV Training Day "education costs, but so does ignorance" Sir Claus Moser
Modelling > Analysis > Strategy > Trading Workshop
- What is real world financial market data?
- Stochastic varible(price), Stochatic drift(trends) but in a Fractal regime(multi-scale continuous process)
- Empirical data, Financial time series and Fractal stochastic processes
- Random walks but with repeatable self-similar patterns
- Market jumps/Gaps (Levy flight, Levy distributions)
- How can we view this data?
- Time scales: tick > multi-decade data and everything in-between (plus the nano second HFT environment)
- How can we analyse and model this data to better our inference?
- Statistical tools, techniques and econometrics
- Linear V Non-linear methods
- Volatilit and Variance: what are they? and how do we model them?
- We live in a world of media noise & hype and poor technical analysis - do's and don'ts
- There are so many indicators on my charting package - are any of them any good? (on the whole.. NO!)
- The Global Macro space: inter-market analysis, interdependence and a world of co-linked time series data
- Creating proprietary models that aid consistent inference for decision making (and the pitfalls)
- Developing trading (intra-day, swing, position) strategies, investment strategies, portfolio construction and economic decision making
- Detecting market strength or weakness
- Trading psychology, behavior, mindset, motivation, positive expectancy and probabilistic thinking
- Trade what you see in the data and on your models - not what you hear in the media noise
- How playing poker can help your trading and the "Win/Lose" environment
*Each attendee will receive a 150+ page workbook
Target audience: Traders, Analysts, Strategists, Researchers, Portfolio Managers, Hedge Fund owners, FX & Commodity dependent businesses