QuantExpo Prague 2017
International Conference on Algorithmic and Systematic Trading
Get to know the trends in algorithmic trading. Meet domestic and foreign algorithmic traders. Gain know-how from managers of major foreign funds.
Meet up to 400 participants from the whole Europe. Make new contacts and friends who engage actively in algorithmic trading. Also, take the opportunity to speak with the lecturers.
Lecturers with Practical Knowledge
No sales presentations, only practical lectures from traders and fund managers. You will not hear any commercial broker presentations at QuantExpo. Instead, you’ll hear ideas from people who make their living by trading and managing funds.
Meet experienced traders who have something to share face to face. Gain know-how from all over the world, presented on a single stage. Learn from the best and get fresh inspiration for your trading. All lectures will be translated into English.
A conference focused on both professional and retail traders who are looking for high-quality information, motivation, and tips for further study of automated and systematic trading strategies.
The conference will host leading experts in algorithmic trading from the Europe and abroad. Thus, the visitors will receive a comprehensive view of today's exchange markets from the most qualified sources.
The lectures will not be about working with specific tools. They will focus on very universal knowledge about creating strategies, portfolio management, and risk management.
Get World-Class Know-How
What Is QuantExpo?
Meet Colleagues from the Field
Andreas F. Clenow is the Chief Investment Officer for ACIES Asset Management, a Zurich-based asset management firm with a nine-figure asset base.
Starting out as a successful IT entrepreneur in the 90’s, he enjoyed a stellar career as Global Head of Equity and Commodity Quant Modeling at Reuters before leaving for the hedge fund world.
Having founded and managed multiple hedge funds, Mr. Clenow is now overseeing asset management and trading across all asset classes. He is the author of the bestselling and critically acclaimed book Following the Trend as well as the recently released Stocks on the Move. You can reach him via his popular website FollowingTheTrend.com.
Mr. Stridsman is a fund manager for Alfakraft Fonder, where he manages Alfa Axiom, a trend-following systematic macro-fund. He also is a certified data scientist by Coursera and Johns Hopkins University. He performs most of his research in the systems-development platform Traders Studio, with some work in the programming languages R and Python.
Before joining Alfakraft, he held positions as a senior researcher with Rotella Capital, a Chicago-based CTA, and as a trader and development manager for CQG in Denver. During the mid-90’s, he was the in-house systems-trading expert and editor for Futures magazine and Active Trader magazine, both located in Chicago. Stridsman also has authored two books on systems trading: Trading Systems That Work (2000) and Trading Systems and Money Management (2003), both published by McGraw-Hill. He has participated as a speaker in seminars and conferences in most US and European financial centers and holds a degree in macroeconomics from Uppsala University, Sweden.
Martin Lembák has been an associate manager of a commodity hedge fund in Chicago, focusing on quantitative trend strategies.
He has gained experience with AOS mainly by overseeing and executing many hundreds of automatic strategies in real trading during his work in broker companies in the USA. He has knowledge of the faster intra-day systems as well as swing and trend systems on many future markets. He also worked at the trading desk of a world’s major share broker, specializing in options from 2001-2002.
He is a university graduate in the field of economics as well as a member of the Chartered Alternative Investment Association and Global Association of Risk Professionals.
In the field of algorithmic trading, Petr focuses on the development and operation of his own Python-based portfolio management system. He algorithmically manages his capital using mainly swing strategies. In the long run, he also focuses on intra-day approaches based on order flow analysis.
He has been publishing financnik.cz since 2003, and he co-authored several of the bestselling publications about trading in the Czech Republic.
He is a sought-after lecturer in the field of trading strategies and is much-appreciated, especially for his ability to pass on even advanced know-how to both beginners and experienced traders.
Johann Christian Lotter
Johann Christian Lotter has a degree in physics and founded a software firm that started out developing computer games.
For several years now he has been working with algorithms for data analysis and machine learning.
His company has developed so far more than 400 trading systems for institutions and private traders, and he writes about those experiences on his blog "The Financial Hacker".
Dominik is the founder and managing partner of Mull Capital, a company that provides automatic trading systems based on scientific, mathematical, and statistical methods using a proprietary approach. Dominik worked for almost ten years in corporate finance before deciding to start Mull Capital and becoming a full-time trader.
Unlike most system vendors, Mull Capital can provide third-party-audited, real-life trading results. The algorithms, especially the portfolios the company offers, have a proven history of being consistently profitable. All of the systems target an average annual return of 30-45%. This ambitious target has proven to be the correct approach, as the systems are among the best performing systems at Striker.
Rob is the author of “Systematic Trading: A unique new method for designing trading and investing systems" (Harriman House, 2015)." His new book "Smart Portfolios: A practical guide to building and maintaining intelligent investment portfolios" will be published in September 2017.
Until 2013 Robert worked for AHL, a large systematic hedge fund, and part of the Man Group. He was responsible for the creation of AHL's fundamental global macro strategy, and then managed the funds multi billion dollar fixed income portfolio. Prior to that Robert worked as a research manager for CEPR, an economics think tank, and traded exotic derivatives for Barclays investment bank.
Robert has a Bachelors degree in Economics from the University of Manchester, and a Masters degree, also in Economics, from Birkbeck College, University of London.
4th November 2017
8:00 - 9:00 Registration
9:00 - 13:15 Morning program
13:15 - 14:30 Lunch buffet
14:30 - 18:00 Afternoon program
18:00 - 21:00 Informal evening afterparty
QuantExpo is a conference focused on algorithmic and systematic trading. It is not limited to the seasoned experts. The program is designed to satisfy both experienced and beginner traders.
Beginners who are new to algorithmic trading or those who are considering taking it up will gain know-how from experienced professionals and will be able to absorb a number of valuable habits, inspiration, and useful tips for further development and study.
Experienced or professional traders will get many valuable and practical tips from world-class experts who will share their tools, strategies, views of the market, and current trends in algorithmic trading.
The conference program is structured in 45-60 minute talks, in which the speakers will present as much know-how on their topic as possible. You will gain a lot of experience from a number of lecturers in the course of the day.
At this point, the following talks are confirmed:
“Portfolio Optimization: When You Don’t Know the Future (or the Past)” by Rob Carver, independent systematic futures trader, and author of Systematic Trading: A Unique New Method for Designing Trading and Investing Systems.
What effect does uncertainty of the past have when estimating inputs on the notoriously unstable algorithms for portfolio optimization? Rob explores this issue, looks at some commonly used solutions, and also introduces some alternative methods.
“When Backtests Meet Reality” by Johann Christian Lotter, system trader developer and author of The Black Book of Financial Hacking: Passive Income with Algorithmic Trading.
Comparing live results with backtest results can give valuable information about the validity of the backtest. Johann will present an algorithm for calculating, from live results, whether the backtest is still representative for the system, it is no longer representative,, or it never was. This can help the trader to improve his backtest methods and to decide whether to continue a live system in a drawdown or market change.
“Practical Tips on Focusing Strategies from the Point of View of Analysis and the Results of Live Trading of Many Hundreds of Trading Systems” by Martin Lembak, associate manager of a commodity hedge fund in Chicago.
Martin has gained experience with ATS mainly by overseeing and executing many hundreds of automatic strategies in real trading during his work in broker companies in the USA. He has knowledge of the faster intra-day systems as well as swing and trend systems on many future markets. Martin will touch on many topics, including the main characteristics of functional automated systems, which systems tend to fail after going live, and how to properly execute automated systems in live trading.
“Trading Systems and Money Management” by Thomas Stridsman, fund manager for Alfakraft Fonder and author of two books on systems trading: Trading Systems That Work and Trading Systems and Money Management.
Thomas will share his experience with money management on the portfolio aggregate level. He will discuss particular ways it can be done inside the money management algorithm of a trading system.
“What Sets Professional and Retail Traders Apart?” by Andreas Clenow, Chief Investment Officer for ACIES Asset Management, a Zurich-based asset management firm with a nine-figure asset base, and author of Following the Trend and Stocks on the Move.
There is much mystique and lore around professional trading and how organizations like hedge funds and prob traders operate. Some misunderstandings and myths can lead to dangerous trading approaches and excess risk taking. This practical presentation will outline the key differences in approach and methods used by the professional community, and retail traders can benefit from understanding the other side. The presentation will cover concepts common on the professional side but often neglected on the retail side. We will look at how to approach trading model design, how to define risk, how to scale and deploy risk, what type of trading strategies are reasonable, and what kind of results are realistic. The presentation aims to be practical and of direct use for traders dealing in stocks, futures, currencies, and other markets. Concrete examples will be used to demonstrate ideas and principles.
“System Development Process” by Dominik Jaretzke, system trader developer and founder of Mull Capital.
Dominik will share his experience and tips with development and live trading of swing trading strategies on futures markets that are used in his company, Mull Capital, and are suited for retail traders. His strategies are traded through Striker, which tracks their live performance, including related costs such as slippage and commissions. According to the Striker report, his strategies are among the best that are currently traded on the platform. In his talk, Dominik will describe the principles that led him to such results.
"Fast and Universal Prototyping of Trading Strategies" by Petr Podhajský, independent trader and Publisher of finannik.cz
Algorithmic traders can use a variety of ideas, mathematical models, and alternative data. Very often, it is therefore desirable to test the basic ideas quickly and cheaply so that it is clear whether it makes sense to go deeper in the research. And for the purpose of prototyping, many traders now use Python. Petr will show why it is and how to get started. And all this on a concrete example of the statistical arbitrage strategy that many traders use in their portfolios.
Who Is the Event Meant For?
The specific program will be gradually refined, and the exact schedule may change.
We’ve prepared an informal afterparty for the evening. For the first time in the Czech Republic, you will have a unique opportunity to meet and talk to hundreds of traders who are engaging in algorithmic trading on various levels.
You'll make new contacts, friends to talk to about everything you are interested in. The lecturers will be present as well, and you will have the opportunity to discuss the topics of their lectures in more detail or ask additional questions.
The evening afterparty will take place at the luxurious Hotel Grandior after the afternoon lecture block.
4th November 2017
Hotel Grandior Conference Center *****
Na Florenci 29, 110 00 Prague 1
Entrance also from Na Poříčí street 42
Charged parking is possible in the hotel. Using a public charged parking in the vicinity is an alternative.
The participants can benefit from a 20% discount off the hotel rates listed on www.hotel-grandior.cz.
To use the discount, use the code QUANTEXPO during registration (valid untill 25.10.2017).
Finančník.cz is among the oldest and largest Czech internet portals focusing on the trader community, especially those trading futures, options and stocks. Thousands of traders visit the site every day, gathering know-how from regularly published articles, a discussion forum, and comprehensive „how to trade“ courses.
FXstreet.cz is the first independent server dedicated to forex trading in Czech Republic and Slovakia. FXstreet.cz is the most visited Czech and Slovak specialized portal on forex trading and it supplies it’s readers with first class education in this area. In addition to training, FXstreet.cz also provides daily news and analytical outlooks from professional traders and analysts. If you want to be successful in trading on the financial markets, FXstreet.cz is the right place to go.
Roklen24 news portal provides up-to-date information from the world of investments, finance and economy. Apart from independent analyses and opinions, it also offers videos and interviews with important persons. It is not meant only for renowned professionals but also for the general public. The editors put great stress on credibility, accuracy, speed and independence. Thanks to this approach, their readers are free to make qualified and accurate decisions about their own finances. As a part of the Roklen financial group, Roklen24 also contributes to building a platform of products and services that is not limited only to investment banking, and is unique in Czech Republic.
Automated Trader is the first global magazine dedicated to automated and algorithmic trading. The magazine is a regular print and digital publication that focuses on all aspects of automation in the trading process. Featuring insights from both academics and practitioners alike, Automated Trader covers strategies and analytics, the impact of regulatory requirements, and all the latest technological innovations in the field.
W4T internet portal is a leading Czech financial portal with a rich supply of thematic articles for both the layman and the professional. The portal offers a wide range of financial news from around the world, including the Czech scene. You can find everything about stock, commodities or forex, as well as information on personal finance and business, entrepreneurship or science and technology news. The site also includes a robust library, from which the investors can draw know-how to make the right investment decisions.
Svět Úspěšných (The World of the Successful) is an online magazine focusing on business and personal development. Our goal is to provide quality information, which inspires or brings fresh views on ways of thinking that lead to a successful lifestyle. As a result, we create a community of proactive people – i.e. people, who take responsibility for their own lives and can fulfill their personal goals. We are there for all, who are ready for it.
For more information on the media partner, hover over the logo or click on this link.
Don’t miss out! Take part in the largest conference for beginner and experienced algorithmic traders in Central Europe for the first time in the Czech Republic!