David is a Trading System Consultant and professional engineer. He first became involved with the LIFFE markets after being commissioned to provide IT support and write a trading model for a number of LIFFE traders in 1992. Since then he has used his engineering expertise on a number of innovative trading projects. Commissions include the implementation of Dunnigan’s One Way Formulae, a technical trading model, the production of a number of swing timing models for traders within the Butterworth Group (1997-2000) as well as providing time series analysis tools for clients in the banking and fund management industry.
David Watts MSTA
David Watts MSTASTA Committee, Software/Systems & Website
Presentations for the STA
STA Monthly Meeting September 2007 Technical Trading Systems: The Elements of Technical Systems and Testing
Systematic Trading, devoid of human emotions has become the “holy grail” of trading. Technical trading approaches can now be quantified, tested and validated using a variety of system testing packages. The theories of the old master technicians can now be tested and validated in real-time. The talk will focus upon how to produce and validate a variety of technical trading systems; then moving from theory to the practical application of system trading.
David will present “Examples of Trading Systems – A diverse collection of systematic methods”. Shaun will present “Testing Trading Systems – Finding the systems that really work”. Finally Francesco will round up the evening with, “Using Trading Systems – Putting it all together in practice”.
STA Monthly Meeting November 2004 Software Solutions
Basically, David will reprise his talk of two years ago, with an emphasis on the advances in the technology/cost equation and systems developed since then. He will focus on the software solutions available to professional practitioners and private investors alike. If time allows he will look at some of the more modern trading technologies available today for the analysis of time series data. Unlike the uncertain background of two years ago, markets and job prospects seem more settled. That said, members should need no reminder that markets can and do turn on a sixpence, (and if they do, they are likely to lose money), so prospects may change…