Quant trading, and what actually survives contact with the market.
A full day on how systematic strategies are built, tested and broken, from someone who has run them with his own money since 2015. We open by trading the S&P 500 opening bell live, with real money, in front of the room.
- Date
- Thu 7 Jan 2027
- Runs
- 09:00 to 16:00
- Lunch
- Included
- Venue
- The Times Center
- City
- New York
- Speaker
- C. Eriksson
Run of show
One day, nine o'clock to four.
Coffee from nine, lunch at half twelve, and we are done by four so you can still make dinner. Everything below happens in the room, nothing is pre-recorded.
-
09:00
Doors, coffee, and name badges
Come early. The first half hour is deliberately unstructured so people can find a seat and talk to each other before anything starts. There is a printed handout on every seat with the day's material, so there is nothing to photograph off a slide.
-
09:30
The opening bell, liveReal money
We trade the S&P 500 open together, in real time, on the screen behind me, with my own capital. You see the order go in, the fill, the stop, and whatever the first thirty minutes decides to do with it. No commentary recorded in advance, no cherry-picked morning: it is simply whatever Thursday the seventh gives us, which is the point.
-
10:30
Why most backtests lie
The short list of decisions that separate a flattering equity curve from an honest one: survivorship, look-ahead, fills you would never have got, and costs quietly left out. We take one strategy that looks excellent, apply each correction in turn, and watch what is left of it by the end.
-
11:30
What 150 years of data will and will not tell you
Where long history genuinely earns its keep, and the questions it cannot answer no matter how much of it you have. This is also where I show the statistics behind my own strategies, including the ones that make them look worse.
-
12:30
Lunch
Included, served in the lobby, an hour. I eat with whoever wants to keep talking rather than disappearing into a green room.
-
13:30
Running it with your own money
Position sizing, drawdown, and the part that never makes it onto a slide: what month four feels like when the system is down and behaving exactly as designed. The maths is the easy half of this session.
-
14:30
Building one, start to finish
An idea to a tested, sized, running strategy in one sitting, with the room arguing about the choices as we go. You leave with the full code for whatever we end up with, working or not.
-
15:20
Questions, open floor
Nothing off limits, including the things that have gone wrong. Ask about a position, a drawdown, a broker, or a number from earlier in the day you did not believe.
-
16:00
Close, then book signing in the lobby
The room shuts at four. I stay in the lobby signing until the queue runs out, which in Stockholm took rather longer than planned.
Who is running it
Carl C.G. Eriksson
Founder, ProRealAlgos
I have traded systematically with my own capital since 2015. Not as a fund, not with other people's money, and not as a strategy I sell and do not run. Every algorithm I have published is one I have 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. That is the material I find worth a day of anyone's time, and it is most of what this one is about: the decisions that quietly flatter a backtest, the questions long history genuinely cannot answer, and what it actually feels like to hold a system through a drawdown it was designed to have.
I have written three books on it, published the full statistics behind the strategies rather than the pleasant subset, and spoken at Web Summit and the IG Trading Summit. This is the first time I have done a whole day of it.
After New York
Where it goes next.
Three dates are held. None of them are open yet, and none of them will open quietly: everyone on the list below hears before anyone else does.
London
Venue being confirmed, central London. Same format, same full day.
Thu 11 March 2027Date held, not confirmed
Stockholm
Venue being confirmed. Likely the only one of the three held in Swedish.
Thu 6 May 2027Date held, not confirmed
Singapore
Venue being confirmed. Timings will shift to suit the Asian session.
Autumn 2027Month not yet set