Tuesday 18 April One Moorgate Place London EC2R 6EA Technicals To Trading Systems Conference 2023 Learn from the best on how to apply technical analysis tools and approaches to trading systems to give you an edge. #STAconf23 www.technicalanalysts.com
Technicals To Trading Systems Conference 2023
Tuesday 18 April
One Moorgate Place, London
09.10 Opening Keynote Address: Overfitting Three Different Ways
Robert Carver, author and visiting lecturer, Queen Mary, University of London
09.50 Inflation and Long Dated Bonds
Professor Jessica James, Managing Director and Senior Quantitative Researcher, Commerzbank
10.30 Morning Coffee
10.50
How to Build a TA-based Quantitative Workflow
Mathew Verdouw, CEO and Founder, Optuma
11.30 Systematic Technical Analysis and Strategy Backtesting Using Python
Trevor Neil, Managing Director, BETA Group
Jason Ramchandani, Lead Developer Advocate, LSEG/Refinitiv
12.30 Lunch
13.30
What’s Next for Systematic Trading?
Victoria Scholar, Head of Investment, interactive investor (Moderator)
Stephen Hoad, CEO, The Stop Hunter
Alan Dunne, Founder, Archive Capital
Rustam Lam, CEO, TradeStation International
14.30 Rapid Prototyping: From Ideas to Live Trading
Jeff Boccaccio, Co-Founder, Rfactory & The Systems Lab
15.10 Afternoon Tea
15.30 Keynote Masterclass: Testing: They Key to a Winning System
Perry Kaufman, Kaufman Signals.com (via virtual link)
16.45 The Human Side of Algo Development
Steven Goldstein and Mark Randall, Founders, AlphaMind
17.25 Chair’s Closing Remarks
Eddie Tofpik, Head of Technical Analysis, ADMISI and Chair, Society of Technical Analysts
17.30 Close of Conference followed by Networking Drinks
Programme 08.30 Registration and Coffee
09.00 Chair’s Opening Remarks
Eddie Tofpik, Head of Technical Analysis, ADMISI and Chair, Society of Technical Analysts
Meet your speakers
Jeff Boccaccio Co-Founder, Rfactory & The Systems Lab
Jeff Boccaccio has over 20 years of experience in the financial sector having worked for Deloitte Consulting, UBS and Barclays Capital across the US, Switzerland and London. He has a broad range of skills combining a strong background in information technology with financial market analysis and trading. After building a suite of automated trading systems and customised trading and analysis apps for their own use, Jeff and his partner founded Rfactory Ltd where they offer some proprietary tools to other traders and funds along with consulting services.
Robert Carver author and visiting lecturer, Queen Mary, University of London
Robert is an independent systematic futures trader, writer and research consultant; and is currently a visiting lecturer at Queen Mary, University of London. He is the author of four books: Systematic Trading, Smart Portfolios, Leveraged Trading and Advanced Futures Trading Strategies. Until 2013 Robert worked for AHL, a large systematic hedge fund, and part of the Man Group. He was responsible for the creation of AHL’s fundamental global macro strategy, and then managed the funds multi billion dollar fixed income portfolio. Prior to that Robert worked as a research manager for CEPR, an economics think tank, and traded exotic derivatives for Barclays investment bank. He spent his early career in the Middle East.
Alan Dunne Founder, Archive Capital
Alan started his career as a technical analyst and trader, working for Bank of America in London, Hong Kong, and Singapore before working as a global macro strategist with BNP Paribas in emerging markets and Allied Irish Capital Management, a global macro CTA. He was subsequently Investment Director of Royal Bank of Scotland’s wealth management business in Ireland. Prior to founding Archive Capital, he was Managing Director and a member of the investment committee at Abbey Capital, a $7bn fund of hedge funds.
Stephen Hoad CEO, The Stop Hunter
Stephen is an algorithmic, quantitative, technical analyst trader. He has 25 years+ global financial markets experience as a PM, proprietary trader, options trader, quantitative analyst and senior risk manager. Now the CIO of his own fund - IGOE Financial Ltd and CEO of THE STOP HUNTER Ltd, offering trading education and consultancy services. He has previously held senior roles at Koch Industries, Merrill Lynch, WestLB and Mitsubishi UFJ Securities.
Steven Goldstein Founder, AlphaMind
One of the financial market’s leading performance coaches, Steven has worked with traders, investors, leaders and managers at major buyside and sellside firms across the financial markets. Steven’s work is informed by 25 years of trading and markets experience in front-line roles at banks such as Credit Suisse, Commerzbank, and the Banking arm of American Express. Together with Mark Randall, Steven hosts the hugely popular AlphaMind Podcast.
Professor Jessica James Managing Director and Senior Quantitative Researcher, Commerzbank
Jessica James is Managing Director and Senior Quantitative Researcher at Commerzbank in London. She joined Commerzbank from Citigroup where she held a number of FX roles, latterly as Global Head of the Quantitative Investor Solutions Group. Prior to this she was the Head of Risk Advisory and Currency Overlay Team for Bank One. Her significant publications include the ‘Handbook of Foreign Exchange’ (Wiley), ‘Interest Rate Modelling’ (Wiley), and ‘Currency Management’ (Risk books). Her latest books include ‘FX Option Performance’ (Wiley, 2015), ‘Quantitative Finance’ (IoP, 2017) and ‘Inflation Linked Bonds and Derivatives’ (de Gruyter, 2023). Jessica is a Visiting Professor both at UCL and at The Business School, University of London. She is a Managing Editor for the Journal of Quantitative Finance.
Perry Kaufman KaufmanSignals.com
Perry Kaufman is the author of the well-known Trading Systems and Methods, and more recently Kaufman Constructs Trading Systems and Learn To Trade. He is an active trader and has spent his career as the architect for trading systems used by institutions and funds, often partnering with those firms. His experience includes commodities and equities. He has traded and managed money through the U.S.-Russian wheat deal of 1973, 20% interest rates of 1980, the stock market crash of 1987, the internet bubble of 2000, and the subprime crisis of 2008, and now the Covid pandemic. He understands risk control and believes that not all trading needs to be complex to be profitable. Perry can be reached through his website, www.kaufmansignals.com
Rustam Lam CEO, TradeStation International
Rustam Lam is CEO of TradeStation International. Rustam started his career trading fixed income and derivative products for international banks in London and over his 25+ years in the financial markets has held leadership roles at Reuters Group, Townsend Analytics, Lehman Brothers, Barclays Capital and the London Stock Exchange Group. His areas of professional interest and focus have been primarily around traded markets, the delivery of electronic trading and platforms and related services for institutional clients and active traders.
Trevor Neil Managing Director, BETA Group
Trevor has been an institutional trader and technical analyst for over 40 years. He is a fund manager and provides technical analysis and process improvement courses and consultancy for major firms. He is proud to have been made an STA Fellow last year having been on its board at the birth of the society. He presents the popular monthly webinar, Trevor Neil’s Technical Analysis Surgery.
Jason Ramchandani Lead Developer Advocate, LSEG/Refinitiv
Jason has worked at LSEG/Refinitiv for 9 years as Lead Developer Advocate helping to build our Developer Community. Previously he has worked in financial markets for over 15 years with a quant background in the equity/equity-linked space at, Okasan Securities, Sakura Finance and Jefferies LLC in Research, Broking, Market-Making and Derivatives/ Synthetics Structuring roles.
Mark Randall Founder, AlphaMind
Co-founder of the AlphaMind Project and co-host of the AlphaMind podcast. Mark brings nearly 40 years of frontline futures markets experience to his work. His experience includes being a day 1 pit trader on LIFFE, NatWest’s first technical analyst, was head of Greenwich NatWest Futures broking desk, and part of the LIFFE consultation team to migrate pit trading to screen. He also personally drove the RBS Futures commodity strategy. In parallel Mark has applied cognitive optimisation and stabilisation skills to himself and his work in markets since 1987, running large workshop programmes to share these skills with colleagues and ultimately to his clients, Mark is currently deputy chair of the British Association for Mindfulness Based Approaches.
Eddie Tofpik Head of Technical Analysis, ADMISI and Chair, Society of Technical Analysts
Eddie started in the markets in 1980 and has worked on trading desks in Bullion, Energy, Agricultural, Softs, Metals Futures & Options. In the late 1980’s he added FX, Equities and Fixed Income to his abilities and by 1990 he’d managed desks in all of these. He joined Esprit Brokers (precursor to ADMISI) in 1991 to develop FX business & started the 24 Hour FX Desk. By 2018, after 27 successful years as Head of FX he moved over to a new role as Head of Technical Analysis and Senior Markets Analyst. Eddie is Chairman of The Society of Technical Analysts and also a Member of ACI-UK (the FX dealers association). Most recently he became a Director of the International Federation of Technical Analysts. Eddie publishes ‘Eddie’s Crayons…’ Technical Analysis reviews on FX and commodity futures markets.
Victoria Scholar Head of Investment, interactive investor (Moderator)
Victoria Scholar is head of investment at interactive investor (ii), the UK’s leading flat-fee investment platform. She is a well-known commentator in the financial press as well as in the broadcast media with regular slots on BBC, Sky News, LBC News and Times Radio and others. Victoria joined ii in September 2021 from IG Group, where she was a market analyst and business news presenter at the firm’s IGTV broadcast channel. Victoria has a background as a TV producer for CNBC, BBC, and CNN. She started her career on the trading floor at the investment bank Nomura.
Mathew Verdouw CEO and Founder, Optuma
As the founder and CEO of Market Analyst (1996) and Optuma (2019), Mathew has been working in the field of Technical Analysis for over 27 years. His inquisitive nature, engineering background, and passion for helping people led Mathew to build one of the world’s leading Technical Analysis applications with sales to tens of thousands of clients all over the world. His clients range from Private Traders through to Analysts and Portfolio Managers. Since 2019, Mathew, and the team at Optuma, has been building a new quant-based engine designed to help Technical Analysts embed quant into their daily process.
