Presenter: Philipp Kahler, Sr, Quantitative Analyst, Intalus, Bremen, Germany
About this Presentation
When selecting the right parameters for an algorithmic trading strategy you can use historical data to fit the strategy to the market. This seminar will show you which rules you can follow to get a stable trading strategy that fits the market.
About the Presenter
Philipp was born in Austria, studied electrical engineering and worked as a trader and strategy designer for the prop trading department of a large German bank. He is now training institutional traders on how to design and test automatic trading strategies.