Quant 2017 in Venice

The location: the amazing Venice in Italy. The venue: the beautiful Scuola Grande di San Giovanni Evengelista. On March 3rd, I was invited as a keynote speaker for the 12th Quantitative and Asset Management Workshop by DIAMAN SCF.

I presented my research Timing Success Explained — The Fallacy of Efficient Markets and answered the questions: why are some trading systems succcessful and others are not; why successful system often fail in subsequent periods; and what is the impact of time series properties on trading.

Thank you to Valentina Marcon, Silvia Romano, and Daniele Bernardi for being wonderful hosts and organizing a truly inspiring event where professionals could meet and discuss their newest ideas! It has been a fantastic experience!

You will find a PowerPoint video of my talk here. If you have questions or comments, please do not hesitate contacting me.

Diese Diashow benötigt JavaScript.

Photos by courtesy of Quant 2017 organizers.