Brisbane Chapter, Face-to-Face Meeting - 23 January 2021
Please note this meeting will only be free to ATAA members and registered visitors.
ATAA Brisbane Chapter Face-to-Face Meeting - Saturday, 23 January 2021 commencing at 9:00 am.
New meeting venue: The Sunnybank Rugby Club is located about 50 metres from the Sunnybank Community and Sports Club and overlooks the main oval with parking at the front of the building. If you have trouble finding the location please call Tim 0414873003.
9:00 - 9:30 am: Meet and greet with tea & coffee
9:30 - 9:50 am: Welcome and Introduction
9:50 - 12:00: An Overview of Two Algorithmic Programs: Strategy Quant X (SQX) and Quant Analyzer 4 by Richard Brennan from ATS Trading Solutions.
Richard will be providing an overview of two very powerful off-the-shelf products called Strategy Quant X and Quant Analyzer 4 able to be used by non-coders to assist in developing portfolios of algorithms for TradeStation, Multi-charts, Metatrader 4 and Metatrader 5.
This presentation will be of interest to members who are interested in learning the techniques of professional fund managers in developing trend following or Momentum Strategies for any liquid asset class but lacks direct skills in Algorithmic programming.
Richard will be structuring his content on the following 7 video series and members can get great introduction by watching the videos prior to the meeting (copy link to web browser):
Episode 1 - an overview of our approach to diversification across markets and systems and outlines how this process seeks to develop divergent trend following models that target the fat tails of the distribution of market returns.
Episode 2 - discusses the Data Manager and then commences the configuration of the workflow process
Episode 3 - finalizes the Build step of the workflow process.
Episode 4 - reviews the retesting steps of the workflow process including the Multi-Market Test, the Slippage Test and the Recency Test.
Episode 5 - finalizes the robustness tests of the workflow process within StrategyQuant X and then undertakes comprehensive back tests with holding costs applied within the Metatrader 4 environment to generate reports for analysis by QuantAnalyzer.
Episode 6 - demonstrates how we use QuantAnalyzer as our basis to compile powerful risk adjusted portfolios using solutions generated by this workflow process and then returns to StrategyQuant X to compile optimal sub portfolios for the final portfolio.
Episode 7 - this final episode of the series explains how we put it all together and compile powerful portfolios of diversified systematic trend following models. It includes a walkthrough demonstration of a sub-portfolio and examines the backtest performance results of the compiled portfolio.
About the programs
Strategy Quant X is Java scripted software that works on data history supplied to it from a number of market sources such as Forex, CFDs, Futures markets and equities. The algorithms are then applied by a broad range of platforms available to Australian Brokers to live trade these algorithms. It can access data from a number of online sources automatically through subscription services or alternatively you can easily import your market data into the platform directly from your own broker history.
Once the data history is supplied, SQX then uses a broad range of quantitative techniques to develop algorithms to be used for live trading Forex/CFDs using either MT4/MT5 or Futures/Equities using Tradestation and Multicharts. SQX directly generates algorithms able to be immediately applied by these separate platforms.
More information of Strategy Quant X can be found at - https://strategyquant.com/
Quant Analyzer 4 is a separate tool used for portfolio compilation at the end of the quantitative processing whereby we will be discussing how to compile robust diversified systematic portfolios at the individual market level and then at the global portfolio level that spans asset classes. It can analyze outputs and compile portfolios from a broader class of platforms that include MT4/MT5, TradeStation/Multicharts and also Metastock, Ninjatrader, CTRader, FXBlue and MyFXBook....however for the purposes of systematic portfolio development and live trading purposes, the key platforms required to get the most out of SQX and QuantAnalyzer and MT4/MT5, TradeStation and QuantAnalyzer.
More information on Quant Analyzer, a supplemental tool to SQX, can be found at - https://strategyquant.com/quantanalyzer
Richard focuses on Forex and CFDs in live trading portfolios and uses outputs generated for the MT4 and MT5 platforms, but members who want to trade Australian/Overseas Equity Markets or Global Futures portfolios, they will be able to easily see how these programs can also generate algorithms to operate on Tradestation and Multicharts for both backtesting and live trading purposes. Tradestation and Multicharts are popular platforms made available by Australian Brokers for futures trading and equities trading.
Biography Richard Brennan
Richard is a member of the Brisbane chapter. He classifies his trading style as a Diversified Systematic Trend follower who adopts quantitative methods to develop his trading systems and portfolios tailored for Forex instruments and Contracts for Difference (CFDs). He is a partner in ATS Trading Solutions (ATS), a small group of trading specialists devoted to educating and informing FX and CFD retail traders about Diversified Systematic Trend Trading, as used by some of the most successful fund managers.
‘The Traders Outpost’ contains ATS’s education material on it’s website (www.atstradingsolutions.com), with the aim of assisting traders to get a ‘leg-up’ in their knowledge and understanding of the techniques of this trading style.
(Diversified Systematic Trend Trading is based on the principles and practices of diversification within a comprehensive portfolio by adopting a Price Following Model as opposed to using predictive price modelling.)
12:00 - 1:00 pm: Lunch
1:00 - 1:30 pm: An introduction to the Market Makers on the ASX
1:30 - 3:45 pm: Richard Brennan continues his presentation on An Overview of Two Algorithmic Programs
3:45 pm Close of the meeting
Tea, coffee and nibblies will be availble during the meeting and there will be a morning and afternoon break.
Lunch will be held in the meeting room and there is a café in the Sunnybank Community and Sports club as well takeaway shops nearby. There is a kitchen with a refrigerator for those bringing lunch.
Further Information: Tim Young - Brisbane ATAA Chapter President
Next Meeting Date: TBA
Future meetings: TBA
Sunnybank Rugby Club, 470 McCullough Street, Sunnybank, 4109, Queensland. The club house is located about 50 metres from the Sunnybank Community and Sports Club and overlooks the main oval with parking in front of the building. If you have trouble finding the location please call Tim 0414873003.
How to attend this meeting
The meeting is free to members and visitors and all attendees are required to register for this event.
Non-Members - To Register for this meeting:
- Non-members will need to be a registered as a visitor to attend this session. If you are already a registered visitor, please logon with your existing details.
- If you are new to the ATAA, please sign up to the website as a registered visitor at no cost, by clicking on the “Join ATAA” button in the top right hand corner of the home page. Follow the prompts and enter your details to become a Registered Visitor. This will also allow you access to view the benefits of becoming a member including being sent our monthly newsletter.
- After logging on, select the event you are interested in attending from the home page and click on the “REGISTER” button at the bottom of the page.
- On the registration confirmation page, enter your payment details or your first time visitor coupon code and click on the “PROCESS REGISTRATION” button.
- A link with the meeting details will be sent to your email address.
|Event Date||Sat 23 January 2021 9:00 am|
|Event End Date||Sat 23 January 2021 3:30 pm|
|Individual Price||Free for members and registered visitors|
|Location||Sunnybank Rugby Club|