Plenary Speaker:
Intelligent Trading of the Financial Markets
William A. Gruver, PhD, FIEEE
Simon Fraser University
Talk outline:
Although many of the world’s markets have rebounded since the crash of 2008, it
is believed a major correction is overdue. Some even claim that the markets are
rigged in favor of those who employ high speed fiber network connections with
the exchanges to front run trades. Nevertheless, it is acknowledged that the
change from open outcry pits to fully electronic exchanges, and the increased
use of algorithmic trading systems, requires a new approach to investment
decisions.
The purpose of this plenary is to introduce practical aspects of data analysis and
trading of the financial markets. Topics to be discussed include market moving
events, market psychology, high frequency trading and dark pools, time frames,
supply/demand levels, technical indicators, and strategies for swing trading.
Examples will be presented from the live markets to illustrate the techniques
being presented. Although the examples will be based on data from U.S. equity
and commodity exchanges, the methodology is applicable to the analysis and
trading of markets worldwide.
The presentation will conclude with future opportunities for research in the
development of intelligent trading systems.
Short Bio of the Speaker:
William A. Gruver is Professor Emeritus of Engineering Science at Simon Fraser
University. He holds the PhD, MSEE, and BSEE degrees from the University of
Pennsylvania, and the DIC in Automatic Control Systems from Imperial College,
London.
His experience includes technical leadership positions in the U.S. at GE Factory
Automation, IRT Corporation, and LTI Robotic Systems. He held engineering
positions at NASA Marshall Space Flight Center and the DFVLR German Space
Research Center, and faculty positions at the U.S. Naval Academy, University of
Kentucky, and North Carolina State University.
He has published 230 technical papers and three books on robotics,
manufacturing automation, control systems, and optimization. Currently, his
research interests include agent and holonic systems, intelligent trading systems,
applications of RFID, and robot control.
He is Fellow of the IEEE and Fellow of the Engineering Institute of Canada. He is
Past President of the IEEE Systems, Man, and Cybernetics Society, and served
as an IEEE Division Director and member of the IEEE Board of Directors. Dr.
Gruver is an Associate Editor of the IEEE Transactions on Systems, Man, and
Cybernetics and he co-chairs the SMC Society’s Technical Committee on
Distributed Intelligent Systems.