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These events are free and you are always welcome to join.

Date Time ET Host Topic Register
Mon 6 Feb 2023 4:30 PM Don Brady Raleigh-Durham Group Meeting - Balanced Trend Following the S&P Futures with Luc Van Hof

More information at https://www.meetup.com/rdutraders/events/291161500/


Are stock index trend-following systems still viable today? Hedge Fund Manager Luc Van Hof will show that yes, they can be, by combining daily-based and intraday algorithms: (1) Momentum Algo (2) Two-layer Bias decision Algo and (3) Hedging Algo that searches for Short-term Tail Risk Events. He will show live results including a 28% compound growth rate, with a Sharpe of 1.47 and Sortino of 2.58 and very reasonable drawdowns. He will show extensive statistics of variants as well.

His systems can be traded with S&P 500 Eminis or or the very small Emicros, under management, in a fund, via Aeromir trade alerts, via Collective2, in an Interactive Brokers account, or at Striker.com.

Beyond the specifics of his programs, and following his main talk, I would like to talk to him with your participation about whether and how someone could develop their own approach along the same lines. Since he also trades Options extensively, I hope to ask him about pros and cons of Options trading versus Index Trading, if they can be combined, and how they compare for Trading and Investing. These are some very fundamental questions for all of us and I am confident we will gain new insights.

Luc Van Hof will speak to and with us from Antwerp Belgium - hence the need for the early meeting time. The main talk will be complete under an hour for those who are tight on time.

After receiving graduate degrees in finance, econometrics, and operational research from Brussels University in 1981 Luc Van Hof began his career as a financial consultant and became assistant treasurer at the European Commission in 1985, where he was responsible for managing a €2+ Bln portfolio in derivatives. In 1988 he became Vice President equity derivatives at Bankers Trust International (London) and subsequently at Morgan Stanley (London). In 1990 he established Analytic Investment Management (A.I.M.), one of the first quant investment boutiques in Europe, which was later acquired by Robeco (Rabobank). For many years Mr. Van Hof was an assistant professor of investment management at Brussels University (from 1986 till 2008). He has taught Master Classes on hedge funds, algorithmic trading, derivatives and money management. In his capacity as CEO of Capital Hedge he advises several funds, family offices and foundations focusing on portfolio construction, alternative investments, systematic trading and defensive asset allocation.

Links:
https://enigmatrendfollowing.com/
https://info.aeromir.com/enigma/
Register
Tue 7 Feb 2023 11:30 AM Tom Nunamaker

Trading Group 1 - Join the group at https://aeromir.com/tradinggroups

Register
Tue 7 Feb 2023 2:00 PM Himanshu Raval

Trading Group 7 - Join the group at https://aeromir.com/tradinggroups

Register
Wed 8 Feb 2023 1:00 PM Tom Nunamaker Round Table - Kerry Given (aka Dr. Duke) from Parkwood Capital - Flying with the Iron Condor

Kerry will talk about iron condors

https://www.parkwoodcapitalllc.com/flying-with-the-condor
Register
Thu 9 Feb 2023 11:30 AM Tom Nunamaker

Options 101 Trading Group - Join the group at https://aeromir.com/tradinggroups

TOPIC: Option Greeks

The Options 101 Trading Group focuses primarily on fundamentals of options trading but will also have topics related to any type of trading. Send topic requests to [email protected].

Register
Sat 11 Feb 2023 11:00 AM Leslie Fourton

Technical Analysis Trading Group - Join the group at https://aeromir.com/tradinggroups

Register

NOTES

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Aeromir Corporation is NOT a Broker Dealer. Aeromir Corporation engages in trader education and training. Aeromir Corporation offers a number of products and services via the internet at aeromir.com. Aeromir Corporation offers web-based, interactive training courses on demand and live training.

The meetings, trade alerts, workshops, classes, webinars and seminars given by Aeromir Corporation are for educational purposes only. This information neither is, nor should be construed, as an offer, or a solicitation of an offer, to buy or sell securities. You shall be fully responsible for any investment decision you make, and such decisions will be based solely on your evaluation of your financial circumstances, investment objectives, risk tolerance, and liquidity needs.

Options, futures and currencies involve risks and are not suitable for all investors. Prior to buying or selling an option, you must receive a copy of Characteristics and Risks of Standardized Options. Copies are available from your broker, by calling 1-888-OPTIONS, or at www.theocc.com. The information on this web site is provided solely for general education and information purposes. No statement should be construed as a recommendation to buy or sell a security or to provide investment advice. You are fully responsible for any investment decisions you make. Such decisions should be based solely on your evaluation of your financial circumstances. Such decisions should be based solely on your evaluation of your financial circumstances, investment objectives, risk tolerance and liquidity needs. Supporting documentation for any claims, comparisons, statistics or other technical data in this presentation is available at Aeromir Corporation ([email protected]).

Past performance is not necessarily indicative of future results. Parameters relating to past performance of strategies discussed are not capable of being duplicated. In order to simplify the computations, slippage, commissions, fees, margin interest and taxes are not included in the examples used on this web site. These costs will impact the outcome of all stock and options transactions and must be considered prior to entering into any transactions. Multiple leg strategies involve multiple commission charges. Brokerage firms may require customers to post higher margins than the minimum margins specified on this web site. Investors should consult their tax advisor about any potential tax consequences. Simulated trading programs are designed with the benefit of hindsight. No representation is being made that any portfolio or trade will, or is likely to, achieve profits or losses similar to those shown. All investments and trades carry risks.

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IF YOU PURCHASE A COMMODITY OR EQUITY INDEX EXCHANGE OPTION, YOU MAY SUSTAIN A TOTAL LOSS OF THE PREMIUM AND OF ALL TRANSACTION COSTS.

IF YOU PURCHASE OR SELL A COMMODITY FUTURE OR SELL A COMMODITY OPTION, OR IF YOU PURCHASE OR SELL AN EQUITY INDEX EXCHANGE FUTURE OR SELL AN EQUITY INDEX EXCHANGE OPTION YOU MAY SUSTAIN A TOTAL LOSS OF THE INITIAL MARGIN FUNDS AND ANY ADDITIONAL FUNDS THAT YOU DEPOSIT WITH YOUR BROKER TO ESTABLISH OR MAINTAIN YOUR POSITION. IF THE MARKET MOVES AGAINST YOUR POSITION, YOU MAY BE CALLED UPON BY YOUR BROKER TO DEPOSIT A SUBSTANTIAL AMOUNT OF ADDITIONAL MARGIN FUNDS, ON SHORT NOTICE, IN ORDER TO MAINTAIN YOUR POSITION. IF YOU DO NOT PROVIDE THE REQUESTED FUNDS WITHIN THE PRESCRIBED TIME, YOUR POSITION MAY BE LIQUIDATED AT A LOSS, AND YOU WILL BE LIABLE FOR ANY RESULTING DEFICIT IN YOUR ACCOUNT.

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Prior to buying or selling an option, investors must read a copy of the Characteristics & Risks of Standardized Options, also known as the options disclosure document (ODD). It explains the characteristics and risks of exchange traded options. Download the Characteristics & Risks of Standardized Options PDF.