The WTSUG meeting on Wednesday, May 25, 2011 was held from 7:00pm to 8:30pm at Potomac Library of Montgomery County, 10101 Glenolden Drive, Potomac, MD 20854.


7:00pm – 7:15pm          Introductions and Opening

The group will give brief introductions to the group 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 –                          Seminar: Strategy Development 101
Bruce DeVault w/ Quantevo

In this follow on to last year’s successful series of presentations, Bruce DeVault will lead the first session in a 3 part series on strategy development. We’ll start by covering the basics – strategy development like so many other things is all about preparation, doing your research, having a reason for your rules, so we’ll kick off the series by identifying as a group the type of market inefficiency we want to exploit, and work through live determining the pieces of the puzzle and laying out the framework for the strategy. In the next two parts of the series (July and September) we’ll build out the strategy, conduct in-depth testing, and work as a group to identify its strengths and weaknesses, and areas where it could be taken further.

Coming up in June – Wednesday June 15th, 2011, 7:00pm at Potomac
Live in person: Wouter Oosthuizen w/ TradeStation Technologies

Wouter Oosthuizen currently holds the position as Senior Software Engineer with TradeStation Technologies Inc. in Plantation,Florida. Wouter joined TradeStation and moved with his family from South Africa to the USA in September 2010.

His previous work experience includes:

• Completing his Masters degree in Computer Auditing, University of Johannesburg, South Africa.
• Qualifying as Chartered Accountant (South Africa) with Coopers &Lybrand (now PriceWaterhouseCoopers). During his articles he was a member of the Computer Audit Services division and developed various Computer Assisted Audit Techniques and management information systems for major clients.
• In 1994 he left the audit profession for a trading environment.

During the past 16 years he joined more than one Merchant/Investment Bank/Hedge Fund and amongst other:

• Setup a Neural Network Futures Fund, developed and traded in real-time various quantitative trading systems on South African Futures Exchange (SAFEX) futures and bonds,
• performed duty as SAFEX Compliance officer,
• established and managed a futures trading division,
• developed and implemented directional trading systems on various derivative instruments on the CME, CBOT and Eurex,
• developed portfolio risk and money management software,
• researched and programmed a genetic driven statistical arbitrage model,
• assisted in implementing the Sophis (France) risk management system for a South African Hedge Fund,
• calculated daily Value-At-Risk and monitored fund compliance within risk limits.

In 2003 Wouter started developing “The Grail” system evaluation methodology. In recent years, Wouter has spent most of his time further developing and refining the Grail system evaluation methodology, a revolutionary approach to designing new trading strategies and objectively evaluating the robustness of new/existing trading strategies.

In 2010 Wouter sold his South African based company Technovest(Pty)Ltd to TradeStation and moved to Florida to assist with the implementation of the Grail Genetic/Walk-Forward Optimizer (GGO/GWFO) and Computer Assisted Strategy Builder (CASB) into the TradeStation platform.

Drive safely, and look forward to seeing you there!