Melbourne Quant Traders SIG Monthly Meeting
Monday 27th of November 2023
In-Person 6.30 pm & Online 7.00pm (AEDT)
Agenda for November meeting:
6.30 pm to 7.00 pm - Networking, general discussion and dinner
7.00 pm to 8.30 pm - Presentations and discussion by group members on their NAAIM replication code.
NAAIM Strategy Paper Coding Replication Project
We will hold an interactive session on the “NAAIM Strategy Paper Coding Replication Project”. One of our members, Graham Walker, has distributed a paper with details of a specific strategy, that each member involved in the project can code in RealTest or AmiBroker. At the meeting, we will compare the code we have each produced with that from the other members of the group, and hopefully gain some coding insights from each other.
More details on this project, along with a copy of the paper being used, are available on the ATAA MEL Quant SIG Forum, on the ATAA web site. The forums are available under “Your ATAA -> Forums”. The Quant SIG forum can be found directly at ATAA Quant SIG Forum
This is a hybrid meeting, with the in-person meeting being held in the East Room, first Floor, Auburn Hotel. Please note that this is a different room to the Boardroom where we normally hold our meetings - it is across the corridor.
Members attending in person will be able to network with their fellow quant traders. Share in a pub meal and glass of something while taking in the coding presentations and resulting discussion. If you can’t make it in person, the presentations will also be streamed on Zoom.
We look forward to seeing you there!
Future Meetings: Generally, the fourth Monday of each month.