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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Gann Swings Part 1

In this presentation, Mathew Verdouw, CMT, CFTe explains the background of Gann Swing Charts and how they can be used as a trend detection tool. He goes on to show quantitatively how the results from some of Gann’s last amendments make a big difference.

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Regression Analysis in Optuma

Optuma 64bit introduces two advanced statistical charts, Regression Analysis and Frequency Distribution Charts. Both of these are designed to help us determine the range of expected returns, how they may be correlated to dependent variables and what our realistic expectations should be. In this session we will be examining these charts and having a look at the theory behind them.

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Publishing Part 4

We’ve covered all the ways that Optuma can publish. In this session we will tie it all together with the Command Line options that allow you to have Optuma generate your reports automatically at a time that you choose.

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Publishing Part 3

In this session we take a look at the new online publishing features of Optuma. This system allows clients to privately share analysis via a private web site, or publicly share them so that the analysis can be searched.

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