Enrico Malverti

SIAT Member. Director & Quant Analyst at Cyber Trade

Enrico Malverti – Director & Quant Analyst at Cyber Trade.
Enrico Malverti is a systematic trader and one of the pioneer of the fintech industry in Italy. He has developed automated trading systems for institutional clients (funds, asset management firms and banks treasuries) on stocks, bonds, currencies and futures for over 16 years. He’s quantitative analyst & member of the board of directors at Cyber Trade, an italian fintech company. He is the author of several best-seller books about trading systems and technical analysis including “Trading systems vincenti”, “Il manuale del risparmiatore” and “I segreti dei trading system” published by Hoepli from 2012 to 2016. Previously he wrote books for Trading library, Experta, Il Sole 24 Ore. He’s a contributor of Class CNBC. He has also been an appreciated speaker at numerous national and international seminars on automated trading for almost fifteen years in Italy, UK and USA. Enrico has covered the role of Chief Investment Officer in an Italian Financial Consultancy Firm for four years and is now Portfolio Manager (FCA regulated) at Pairstech Ltd. Enrico Malverti is professional associate of SIAT. He won the ITCup (Italian Trading Cup) – trading system category in 2017 with a performance of 30,51% in two month.

 

 

ABSTRACT

Designing algorithmic trading strategies based on price action

The seminar aims to show the design principles of a strategy of algorithmic trading for futures, bonds and equity markets based on short term patterns. Enrico Malverti will analyze the strategies to be adopted, four previously unpublished patterns that will be included into his next books and the procedures for backtesting. The author has been one of the first divulgers of the principle of diversification multi market multi strategy multi time frame completely automated and he will show his algorithms that he uses for his proprietary trading and for institutional money management in real time.
The topics that will be dealt are:
• Short term Patterns
• Ratio between two data series
• Portfolio analysis
• Testing in sample -out of sample
• Walk forward analysis
• Examples real money / real time
• WideTrader: software for foolproof robotrading executions