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  • ATAA Member since Dec 2003

Dr Bruce Vanstone completed his PhD at Bond University in Computational Finance in 2006. He focuses on researching and developing active investment and trading strategies, both with and without the use of Artificial Intelligence techniques. He publishes his academic work on investing and trading in Australian and International journals and conferences.  He currently lectures in Computational Finance (Algorithmic Trading and Trading Systems Design) and Big Data at Bond University, and is a consultant to a number of boutique hedge funds. He runs courses on Systems Trading (in conjunction with the ATAA) and works with private traders to enhance their performance and returns. You can read more about Bruce at http://www.vanstonetrading.com/

Cross Sectional and Time Series Momentum

Posted: 31 May, 2018 Subjects: Trading _Strategies
Source: C2018 Available to: Conference Delegates

Much of Bruce's work over the years has been focused on both the cross-sectional and time-series momentum anomalies. In his presentation, Bruce will explain the momentum approach, the techniques and potential pitfalls in momentum investment, and the academic and statistical evidence supporting it. Bruce will also show some of his latest research on momentum, including new ranking metrics, and the application of momentum to ETFs.

Artificial Intelligence and its Application to Trading Systems

Posted: 29 October, 2011 Subjects: Quant_Analysis&Trading Neural_Networks
Source: C2011 Available to: Members

In this presentation, Dr Vanstone will explain the role of artificial intelligence and its practical application to trading systems. He will focus on neural networks, explaining what they are, how they work, and how they can be used to create new, ‘intelligent’ technical indicators. As an example, Bruce will show the steps involved in creating a neural network indicator to enhance a simple intraday breakout system for trading the EUR/USD.