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Quantitative Trading Strategy Discussion presented by Market Technicians Assoication
Start Date: 8/18/2016Start Time: 5:30 PM
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Event Description:
The New York Chapter of the MTA invites you to our next chapter meeting on Thursday, August 18, 2016 hosted by Baruch College, Zicklin School of Business. We are pleased to have Erez Katz and Tucker Balch, Ph.D. as our guest speakers.

Registration for this event is free for Members and Non-Members. We encourage you to bring clients or colleagues interested in technical analysis to this presentation.

Complete event details are listed below.

Salma Abdulla, CFA, CMT
Alan Lax, CMT
Dan Russo, CMT
Mike Sroga, CMT
New York Chapter Co-Chairs

Date: Thursday, August 18, 2016

Time: 5:30 PM – 7:30 PM

Topic: Quantitative trading strategy creation is a unique intellectual undertaking that draws on human insight, proprietary data, and nearly all aspects of computer science.

Our goal in this presentation is to take you on a creative journey from the seed of a trading idea to a live traded systematic strategy. Finding real value in systematic trading requires constant attention to detail to avoid the trap of overfitting. Forex is perhaps the deepest most liquid market on Earth, but it offers new challenges to the trader with equity experience.

We will carry you through our process in taking on this new market, from identifying relevant data, dealing with a 24 hour trading cycle, to algorithm testing and validation.

Registration: To register please email or call Matthew LePere at or 646-312-3231.


Tucker Balch, Ph.D.

Tucker Balch
Tucker Balch, Ph.D. is a former F-15 pilot, professor at Georgia Tech, and co-founder and CTO of Lucena Research, an investment software startup. His research focuses on topics that range from the understanding social animal behavior to the challenges of applying Machine.
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Erez Katz

Erez Katz is an accomplished serial entrepreneur and a C-level executive with a proven track record of effective leadership, instilling operation efficiencies and driving profitable growth. Erez is the active CEO and Co-Founder of Lucena research and was instrumental in.
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Location Information:
Baruch College - Administrative Building
135 East 22nd Street
Room: Room 301 – Administrative Lounge
Contact Information:
Name: Matthew LePere
Phone: 646-312-3231
Market Technicians Association
  • Zicklin School of Business

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