The WTSUG meeting on Wednesday, January 9, 2009 was held from 7:00pm to 10:00pm at Potomac Libary of Montgomery County, 10101 Glenolden Drive, Potomac, MD 20854.

Agenda:

7:00pm – 7:15pm Introductions and Opening
The group will give brief introductions of the organizers for any new attendees. Time will be made available for dealing with membership dues and any other minor administration items, but not to exceed 15 minutes in total.

7:15pm – 8:15pm Developing a Strategy Trading Idea
Presenter: Ken T.
WTSUG member Ken T. will discuss the simplest strategy he can think of: smooth the price data, go long when prices are moving up, and go short when prices are moving down. He will discuss the smoothers he uses (without too much math!) and compare them to methods discussed in the forums (e.g. Hull MA). Finally, a few implementation details will be discussed and back-testing results will be shown on intraday time frames.

8:15pm – 8:30pm Break

8:30pm – Group Discussion
A group discussion will follow the break on strategy development topics of interest to those present, and plenty of time will be made available for questions as well as discussion of topics to be covered in upcoming meetings for 2009.