A Weekend with Robert Carver in London: Backtesting Properly

Please note that this event will take place IN PERSON on Saturday, 7 March, 2026 and Sunday, 8 March, 2026 in London from 9am London time until 5pm London time on each of the two days.

In collaboration with Imperial College MathSoc!

Full title: A Weekend with Robert Carver in London: Backtesting Properly

Speaker: Robert Carver

Training Agenda:

This workshop will run through the process required to construct backtests that provide realistic historic returns and provide the best chance of creating a strategy that will be profitable in the future. It is not about fancy ML or AI techniques, nor is it designed to give you a magic formula for making infinite money from trading. Instead it will focus on understanding:
- statistical significance
- optimisation
- the importance of robustness and how to achieve it
- avoiding the three different types of overfitting

Pre-requisites for workshop:

- Attendance at the talk: https://www.meetup.com/thalesians/events/312539371/
- Ability to use python / pandas ecosystem to the level of https://www.oreilly.com/library/view/python-for-finance/9781492024323/
- A laptop with a full Anaconda stack

Venue: Huxley Building, Imperial College London, 180 Queen's Gate, South Kensington, London SW7 2AZ

Biography: Robert Carver is an independent systematic futures trader and writer. He is a visiting lecturer at Queen Mary, University of London, and is research advisor to Stylus Capital, a hedge fund trading digital assets. He is the author of four books: “Systematic Trading", "Smart Portfolios", "Leveraged Trading" and "Advanced Futures Trading Strategies".

Until 2013 Robert worked for AHL, a large systematic hedge fund, and part of the Man Group. He was responsible for the creation of AHL's fundamental global macro strategy, and then managed the funds multi billion dollar fixed income portfolio. Prior to that Robert worked as a research manager for CEPR, an economics think tank, and traded exotic derivatives for Barclays investment bank. He spent his early career in the Middle East.

Robert has a Bachelors degree in Economics from the University of Manchester, and a Masters degree, also in Economics, from Birkbeck College, University of London.

Links:

Rob's blog: https://qoppac.blogspot.com/