TradeTech FX USA 2020

February 11 - 13, 2020

Eden Roc Miami Beach

44 (0) 207 036 1355

Brian Rosenfeld

MSET Quantitative Analysis
Morgan Stanley

Check out the incredible speaker line-up to see who will be joining Brian.

Download The Latest Agenda

Day 1 - Wednesday February 12th

Wednesday, February 12th, 2020

1:20 PM LUNCH MASTERCLASS - Measuring Performance with Limited Sample Sizes

Traders are increasingly faced with the challenge to quantify their execution performance while sample sizes remain limited. We apply a proprietary model to help determine:
Ø  How can traders effectively measure performance while accounting for non-uniform order sizes, volatility diversification and noise reduction?
Ø  Which trading variables most impact execution performance?