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Trading Strategies That Are Designed and Avoid Overfitting from Robert Carver

"QuantCon was probably the single biggest concentration of collective IQ under one roof in finance conference history (both speakers and attendees). The talks I went to were technically sound, and almost without exception presented by engaging speakers,"  stated Robert Carver in Some Reflections on QuantCon 2017.

Our next QuantCon will be held in NYC on April 27th-28th. Early bird tickets are only on sale until 1/1/2018. Don't miss out on our best pricing for this event - reserve your spot today!

Trading Strategies That Are Designed, Not Fitted by Robert Carver from QuantCon NYC 2017

In his talk, Robert explains what designing a trading system actually involves, explores why designing might be better than fitting, and introduces some of the tools you could use. He also takes you through the design process for an example trading strategy, specifically focused on trend following and how to avoid overfitting. He walks through a sound framework covering risk-targeting, understanding costs, linear regression, tacit knowledge, and other important conditions. Finally, he discusses how we can have the best of both worlds: strategies that are well designed and also fitted to the data.

Early Bird Tickets are now on Sale for QuantCon NYC 2018

QuantCon 2018 will feature numerous expert speakers and focus on how data science and machine learning can help improve your trading strategies.  The two-day conference consists of workshops, talks, tutorials, and networking with top individuals in the quantitative investment space.

Confirmed 2018 speakers include:

  • Dr. Kathryn Kaminski, Visiting Scientist, MIT Laboratory for Financial Engineering
  • Dr. Stephen Malinak, Chief Data and Analytics Officer at TruValue Labs
  • Dr. Ernest Chan, Managing Member at QTS Capital Management, LLC. 
  • Tanya Beder, Chairman and CEO of SBCC Group

To see our full lineup, visit:


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