Thursday 5 April 2029 · New York
Quant trading, and what actually survives contact with the market.
A full day on how systematic strategies are built, tested and broken. We open by trading the S&P 500 bell live, with real money, in front of the room.
Run of show
One day, nine o'clock to four.
Coffee from nine, lunch at half twelve, done by four. Everything below happens in the room. Nothing is pre-recorded.
Before lunch
- 09:00
Doors, coffee and name badges
- 09:30
The opening bell, traded liveReal money
- 10:30
Why most backtests lie, and what survives the corrections
- 11:30
What 150 years of data will and will not tell you
- 12:30
Lunch in the lobby, included
After lunch
- 13:30
Running it with your own money: sizing and drawdown
- 14:30
Building a strategy live, from idea to sized and tested
- 15:20
Questions, open floor, nothing off limits
- 16:00
Close, then book signing in the lobby
Who is running it
Carl C.G. Eriksson
I have traded systematically with my own capital since 2015. Every algorithm I have published is live in my own account, which is a far more uncomfortable way to be wrong in public.
Most of what I know came from the strategies that did not work, and that is most of what this day is about: the decisions that quietly flatter a backtest, and what it feels like to hold a system through a drawdown it was designed to have.
Three books, the full statistics rather than the pleasant subset, and talks at Web Summit and the IG Trading Summit. This is the first whole day of it.
After New York
Where it goes next.
Two dates are held. Neither is open yet, and neither will open quietly.
- London Thu 11 March 2027Date held, not confirmed Venue being confirmed, central London. Same format, same full day.
- Stockholm Thu 6 May 2027Date held, not confirmed Venue being confirmed. Likely the only one of the two held in Swedish.


