Clement, Alan

Alan Clement, CFTe, is a trading strategy designer and independent trader with 25 years’ experience in the financial industry. Following a successful professional career in both investment management and investment banking as a software developer and project manager, he now manages his own independent trading business. His passion is in the design and development of quantitative trading systems with a focus on trading multiple markets with multiple uncorrelated strategies. He also provides development services, consultancy and training in quantitative methods to private and institutional traders and investors. Alan is an IFTA Certified Financial Technician (CFTe), Australian Technical Analysts Association Councillor and occasional contributor to Quantocracy. His market analysis, selected trading strategies and details of his system development training program can be found at www.helixtrader.com You can also contact Alan directly at

The Melbourne Quantitative Traders Group (MEL SIG QTG) meets monthly to discuss quantitative system development.  In 2020 the SIG is reviewing Howard Bandy's Quantitative Trading Systems book at the pace of a chapter a month, usually followed by chart/coding discussions.  

The Melbourne Quantitative Traders Group (MEL SIG QTG) meets monthly to discuss quantitative system development.  In 2020 the SIG is reviewing Howard Bandy's Quantitative Trading Systems book at the pace of a chapter a month, usually followed by chart/coding discussions.  

The Melbourne Quantitative Traders Group (MEL SIG QTG) meets monthly to discuss quantitative system development.  In 2020 the SIG is reviewing Howard Bandy's Quantitative Trading Systems book at the pace of a chapter a month, usually followed by chart/coding discussions.  

As we head towards the last quarter of 2020, and with a US Presidential Election looming, what pointers can we look towards to gauge the future direction of the markets? Join Alan for his ever-popular quarterly market update, where he will pick apart the events of the last few months and determine the levels and patterns to look for. Using a variety of technical tools and chart types, he will delve into momentum, support, resistance, sentiment and market breadth to analyse local and overseas stock markets, currencies and commodities. Don't miss this valuable presentation which could act as a useful input to developing your own market road map for the coming weeks and months ahead.

The Melbourne Quantitative Traders Group (MEL SIG QTG) meets monthly to discuss quantitative system development.  In 2020 the SIG is reviewing Howard Bandy's Quantitative Trading Systems book at the pace of a chapter a month, usually followed by chart/coding discussions.  

What makes a good trading system? How do we know if one entry or exit is better than another?  How do we come up with a trading system that suits our personality and lifestyle, and meets our trading objectives?  In this practical guide to trading system development, Alan will outline the process of investigating, testing and quantifying trading ideas - as well as pointing out some of the pitfalls typically made along the way. He will demonstrate the role skill and luck play in trading, and will show why some entries and exits work better than others. He'll also discuss why just getting the market direction right is not enough to make consistent gains over the long run. The presentation rounds off with a demonstration of designing a fully fledged trading system with real edge in the market. If you want to find out how your current system stacks up, or are on the lookout for a better system, Alan will highlight the steps to take and show some of the tools available to you.

The Melbourne Quantitative Traders Group (MEL SIG QTG) meets monthly to discuss quantitative system development.  In 2020 the SIG is reviewing Howard Bandy's Quantitative Trading Systems book at the pace of a chapter a month, usually followed by chart/coding discussions.  

The Melbourne Quantitative Traders Group (MEL SIG QTG) meets monthly to discuss quantitative system development.  In 2020 the SIG is reviewing Howard Bandy's Quantitative Trading Systems book at the pace of a chapter a month, usually followed by chart/coding discussions.  

The Melbourne Quantitative Traders Group (MEL SIG QTG) meets monthly to discuss quantitative system development.  In 2020 the SIG is reviewing Howard Bandy's Quantitative Trading Systems book at the pace of a chapter a month, usually followed by chart/coding discussions.  

Market momentum is a powerful ally and being able to measure and rank it will tend to keep you on the right side of the market. Alan will demonstrate some methodologies you can employ to filter stocks you may want to buy or sell in your portfolio. He will also demonstrate why market momentum persists and why owning the highest momentum opportunities can deliver superior returns. He will also discuss ways you can manage downside risk in your portfolio, in particular for when markets turn more volatile.

Many different financial markets and sectors are either correlated, inversely correlated, or interdependent in some way. In this presentation, Alan looks at which of these tend to be leading indicators, and how we can quantify and utilise these relationships to our advantage in determining when risk in the stock market is high or low. Those inputs can then be used to determine how much of our capital we should deploy in stocks, and when it may be necessary to reduce risk exposure. Alan will draw on his experience in the trading business as an active trader and quant analyst to demonstrate the best and most useful intermarket relationships that he has uncovered and uses. The talk will include some key takeaways that you can use to experiment with in your own trading environment.

What pointers can we look towards to gauge the future direction of the markets? Join Alan for his ever-popular quarterly market update, where he will pick apart the events of the last few months and determine the levels and patterns to look for. Using a variety of technical tools and chart types, he will delve into momentum, support, resistance, sentiment and market breadth to analyse local and overseas stock markets, currencies and commodities. Don't miss this valuable presentation which could act as a useful input to developing your own market road map for the coming weeks and months ahead.

Alan will update the portfolio idea introduced a couple of months ago.

Alan will update the portfolio idea introduced a couple of months ago.

With the overseas markets in disarray with the trade wars and Australia trying to move on from its recent election, what pointers can we look towards to gauge the future direction of the markets? Join Alan for his ever-popular quarterly market update, where he will pick apart the events of the last few months and determine the levels and patterns to look for. Using a variety of technical tools and chart types, he will delve into momentum, support, resistance, sentiment and market breadth to analyse local and overseas stock markets, currencies and commodities. Don't miss this valuable presentation which could act as a useful input to developing your own market road map for the coming weeks and months ahead.

Alan unpacks the ideas delivered by Peter Aubourg in his talk to the chapter late last year to build a strategy which can be used to trend trade Australian stocks. The idea is that we will use this strategy as a model portfolio for the Melbourne Chapter, and we will review the trades for this model on a monthly basis in the room, along with some time for discussion.

With a stunning stockmarket recovery off the lows being experienced in Q1 2018, what pointers can we look towards to gauge the future direction of the markets? Join Alan for his ever-popular quarterly market update, where he will pick apart the events of the last few months and determine the levels and patterns to look for. Using a variety of technical tools and chart types, he will delve into momentum, support, resistance, sentiment and market breadth to analyse local and overseas stock markets, currencies and commodities. Don't miss this valuable presentation which could act as a useful input to developing your own market road map for the coming weeks and months ahead.

Amibroker is a powerful trading software application than meets many of the requirements of the Quant Trader.  This introduction to the strength of the program was presented to the MEL Quant Traders SIG.

The Melbourne Quantitative Traders Group (MEL SIG QTG) developed a Mean Reversion System as a participative exercise during 2017.  The review documents the project as it stands looking at its various components.

What makes a good trading system?  How do we know if one entry or exit is better than another?  How do we come up with a trading system that suits our personality and lifestyle, and meets our trading objectives?  In this practical guide to trading system development, Alan will outline the process of investigating, testing and quantifying trading ideas - as well as pointing out some of the pitfalls typically made along the way. He will demonstrate the role skill and luck play in trading, and will show why some entries and exits work better than others.  He'll also discuss why just getting the market direction right is not enough to make consistent gains over the long run.  The presentation rounds off with a demonstration of designing a fully-fledged trading system with real edge in the market.  If you want to find out how your current system stacks up, or are on the lookout for a better system, Alan will highlight the steps to take and show some of the tools available to you.