Quantitative Strategies for Technical Analysts

All too often a Technician’s first foray into being quantitative is performing a back test. Statistically, this is one of the worst places to start a quantitative process. A back test that is performed too early is based on many false assumptions and compounds many errors into the process. The result is that the back test returns are rarely repeatable in real life. In this presentation, Mathew will be explaining what these errors are, how we can avoid them (regardless of what tools you use), and reveal a new Monte Carlo method he developed which allows us to review a valid p-score for our models no matter if they are long term trend following or short term mean reversion strategies. Mathew will go on to explain how as Technicians there is a process that we can follow to rigorously test quantitative ideas.
For any Analyst who wants to research new ideas, or be able to present ideas that can stand up to rigorous quantitative scrutiny, this presentation will help you to see that not only is a quantitative approach is achievable, but as Technical Analysts, we are in the best position to drive advanced quantitative models.

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Look to the Sky For the Next Possible Downturn

Look to the Sky For the Next Possible Downturn

Traders know that strategies that once worked can suddenly stop working. Part of the reason is that market conditions change. Knowing the environment we are in helps us tailor our strategy accordingly. This week we have an article from Phil Anderson on when we can expect the next downturn in the market. As Charles Dow said, our job is to identify the primary trend as soon as possible and trade with the trend. Phil Anderson’s work gives you an insane advantage to discovering the trend of the market.

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Signal Testing 3

In this third session on Signal Testing, we combines multiple strategies with practical examples. Tests Include:
VBSR Reward and Risk with Optex Bands Trend.
RRG Headings in the Lagging Quadrant.
January Barometer on Dow Jones.

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Signal Testing 2

In this session we continue our exploration into the Optuma Signal Tester and how you can use it to build better strategies. We also have a look at Profits and Targets to see what effect they really have. We talk about the dangers of tradition backtesting from a quantitative point of view.

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