To obtain assistance with designing and implementing black box trading software to
automatically buy, sell or short securities, feel free to
About the Presenter
Dr. Vincent Granville has earned his Ph.D. in statistics at the University of Namur, Belgium, and was
subsequently appointed as a
Research Fellow at Cambridge University and University of North Carolina at
Chapel Hill. Over the last seven years, Dr. Granville has worked on
business intelligence consulting projects in various industries,
including with Visa, GE's auditing team, Millenium Partners (Hedge Fund), Wells Fargo
and William Wecker Associates. Vincent is also
founder and strategy architect at
Data Shaping Solutions.
Data Shaping organizes seminars on proprietary stock trading strategies for
finance professionals, Hedge Fund managers, executives, strategy architects and
traders who want to understand and apply
advanced technical concepts
to build a real-life, highly successful
statistical trading system.
We cover such topics as
No prior statistical knowledge is required, since the advanced concepts
are presented in simple English.
Technical details are provided in the
Participants will receive software with instructions and source code to
start developing their strategies during the training sessions.
We process all the S&P 500 stocks during the training session,
to design robust stock picking and buy/sell signals. Registration
includes the software license.
The number of participants is limited.
- Trading QQQQ: long term efficient strategies for the lazy trader
- Automated stock picking strategies
- Blending long and short term strategies on a same stock
- Designing robust strategies
- Assessing strategy efficiency using appropriate metrics
- Over-parametrization and other trading pitfalls
- Non parametric models, decision trees
- Optimizing trading frequency
- Combining fondamental and technical analysis to boost performance
- Designing automated trading signals
- Efficiently processing large amounts of historical data
- Qata quality issues
- Variable and parameter selection
- Smart use of the S&P 500 or QQQQ index
- Enhancing a strategy to attenuate oscillations
We also offer seminars on computational statistics, robust models,
statistical graphics and data mining. Our focus is on
ad-hoc methodologies to solve problems that are difficult to handle with
traditional packages such as SAS. In all our seminars we present efficient solutions
to complex real life business problems in finance, marketing and risk management.