ATAA National Conference - 2018
Speakers and Presentations
Ten Speakers all leading thinkers and practitioners in their area of Technical Analysis. They will present ?????? sixteen presentation sessions over the three days of the conference. The conference committee has worked to obtain a range of the very best educational input for our members.
Dan Gramza is President of Gramza Capital Management, Inc., a trader, hedge fund trading advisor, developer of equity and derivative securities, co-inventor of two issued security patents. He has presented courses to traders from over 36 exchanges, 450 institutions, and 35 countries, published works and quoted in media worldwide. Dan is an instructor for the CME Group, Eurex, SGX, Northwestern University, DePaul University, Universit? Bocconi, Universit? de Gen?ve, Chicago Stock Exchange, and a former adjunct faculty of IIT. He is a past member of the CRC Exchange, established and ran proprietary stock and futures trading operations, given expert witness testimony in federal court and provides free daily commentary on 21 markets at dangramza.com, which is viewed in over 150 countries.
Presentation One: Exploit Opportunities in the Stock, Options and Futures Markets
Take your trading strategy to the next level. Discover new trading strategies and gain insights into the markets with the power of Behavioral Japanese candle charting. Dan shares his proprietary approach to what he refers to as Behavioral Japanese candle trading techniques. His simplified approach will provide clarity to how you look at the markets. Drawing on over 30 years of trading experience Dan will apply these concepts real time and identify trading opportunities to current markets selected by the audience. Whether you?re new to trading or are an experienced trader, Dan?s exclusive presentation will provide you with new tools to identify trading opportunities.
Presentation Two: Trading in The Eye of the Storm
Trade with confidence and focus, and overcome the storms of emotional traps and negative thought pitfalls that prevent you from consistently implementing your trading strategy. This intensive talk provides you with the information and tools necessary to build a strong trading mental skill set, and shows you how to remain in the present trading moment and emotionally neutral while your trading strategy and the market do the work. Dan will show you how the synchronization of mind, body and spirit, so critical to effective practice of any martial art can help you remain mentally alert, yet relaxed and physically prepared to tackle any market challenge.
Linda has been a full-time professional trader since 1981 when she started as a market maker on the Pacific Coast Stock Exchange. She was also a member of the Philadelphia Exchange, a CTA since 1992, and a CPO since 2002. Her hedge fund was ranked 17th out of 4500 for best 5-year performance by Barclay Hedge and her early successes were recognized by Jack Schwager in his renowned Market Wizard series. She has enjoyed sharing research and ideas and served on the board of both the Market Technicians Association as well as the American Association of Professional Analysts for many years.
Pesentation One: Modeling Price Structure and Modeling Strategies
Linda will share insights and tips from 3 decades of research and modeling. She will discuss how she developed and uses a quantifiable approach for price structure as well as different questions to ask when modeling. She will then take this a step further and discuss how to develop strategies to take advantage of certain price structures, the importance of recognizing state changes, and markers that can indicate arbitrage opportunities. This is meant to be practical with interesting conceptual angles of value to those who do not do backtesting and modeling work!
Presentation Two: Trading Process
Trading process includes everything from initial homework and preparation, mental state, execution and trade management and a host of other factors so important to developing consistency and minimizing unforced errors while trading. Linda will go through what her trading process is for both discretionary and systematic trading, helpful tips about avoiding common mistakes, eliminating distractions and staying confident yet flexible. Any approach must be simple and streamlined and balanced! Traders fail not from lack of knowledge but from holes in their process!
Stephen is a Director of Harvey Risk Management Pty Ltd who provide independent, innovative consulting solutions focusing on a ?whole of business approach? to the management of risk in the modern workplace ? this includes ?trading as a business?. Stephen has traded full time but more recently balances both consulting and trading. Stephen has qualifications in social science; philosophy; psychology; OHS; Risk and holds the ATAA Diploma in Technical Analysis and the IFTA CFTe. Stephen?s trading draws on over 25 years? experience in Risk Consulting, Occupational Health and Safety and the development of systems to manage higher risk activities.
Stephen is an active member of the Education Committee and is passionate about the ATAA, learning, teaching and research in risk, trading and technical analysis. Stephen has presented several papers at the ATAA and at the IFTA Conference in Sydney in 2016.
Presentation: The Changing Risk Landscape of Technical Analysis
New Market Wizzards; Old Market Gods
During this conversation I will review the current landscape of Technical Analysis and consider what it is that binds our discipline together. I will consider a mixture of some of the more common trading risks discussed in the literature and those that are equally common - but rarely discussed. Consideration will also be given to emergent risks. For each risk identified, effective mitigation strategies will be outlined.
In keeping with the Conference?s emphasis on the practical application of knowledge a specific tool and methodology for the management of any risk will be provided. The presentation will be sufficiently grounded in the evidence to enable attendees to separate the facts about risks from the hype and the headlines.
Kris leads machine learning research at proprietary trading firm Sortino Partners. Trained as an engineer and scientist, he has been applying machine learning to the financial markets since before it was cool to do so. Prior to becoming a partner at his current firm, Kris worked as a hedge fund quant and consulted to both buy- and sell-side on quantitative analytics and the strategic adoption of machine learning technology. Kris is passionate about a fair go for independent, non-professional traders and investors. To level the playing field, he founded robotwealth.com, an online community empowering independent traders with the practical knowledge and tools one finds in professional trading firms.
Presentation: Time is Money: Fast, Robust Feedback on Trading Ideas
Researching and developing systematic trading strategies is difficult and time-consuming. There exists a vast universe of possible approaches to the markets, and traders can spend significant amounts of time performing research that yields little of value. While the chronic rejection of one's ideas is a way of life for trading systems researchers (only a small percentage of ideas ever see production), a principled, objective approach to early idea evaluation ensures that time and effort is reserved for ideas most likely to yield performant trading strategies.
Here we present a quantitative work-flow for fast, informative and robust feedback on early-stage trading ideas. The work-flow interfaces seamlessly with several data sources (local and remote), leverages modern high-performance computing techniques, and provides objective, quantitative feedback using sound statistical analysis. Best of all, the work-flow's infrastructure is built on free and open source software, and it can be used to evaluate any trading strategy whose signals can be computed prior to its simulation, making it particularly relevant to TA-based trading strategies.
Cameron is a professional full time market trader with over 22 years? experience. He trades several markets, specialising in the S&P 500, DAX, Crude Oil, Foreign Exchange and Shares on the ASX market. He also runs a multi-million-dollar private managed fund and personally mentors a small select group of students each year.
During the past 22 years, he has lost everything 3 times. His broker went into liquidation where he lost 95% of his wealth overnight. He lost $500,000 on a trade in one night and sat there in disbelief as it dropped. He has broken all of his rules many times, ignored stop losses, and like most traders has placed a trade based on emotion more than once. But it?s these failures and losses that have made him the successful trader he is today. As a full time professional trader he trades Stocks, Futures, Options and CFDs on all the major financial exchanges and through hours and hours of back testing and experience has developed a unique trading system which has allowed him to personally achieve a 90%+ Win Loss ratio.
Presentation: Twelve Steps to Trading Success
Simple Geometry & Psychology in The Financial Markets
The presentation will cover the following areas:
- Three simple techniques that will dramatically increase your win / loss ratio
- How you can use these techniques on any financial market and any time frame (Weekly, Daily, Intraday)
- How to use simple geometry to maximise profits and pin point your entry
- How to eliminate that feeling of dread in your stomach when placing a trade
- How to develop your own non-emotional pre-trade routine. I will show you how I trade LIVE
- Why back testing is so important and how to do it properly
- How to use simple stop loss and profit targets and WHY to use them
- How Wall Street Traders use Time and Price to determine the safest entry point
- How to model the psychology of a professional athlete.
Alan is an author, trader and educator of nearly 30 years? experience in trading markets. His book ?Trading with the Gods? is regarded as a leading text on The Fibonacci Series. Alan has been teaching students worldwide in the art of Gann and Fibonacci and has been asked to present seminars to Australia, Hong Kong, Singapore, Thailand and China. Alan was the keynote speaker at recent Asian Traders Expos with his clear, enthusiastic and entertaining seminars providing traders of all levels with engaging and informative presentations.
Presentation: Time ? The Forgotten Dimension
Trading has many methods available, and each trader will take on a method or system that appeals to their preferred outcome. W.D.Gann created his own methods and tools; some of these have been very hot topics amongst traders. Gann focussed on Time as his most important trading technique, and in doing so created several Time factors that he used to remarkable effect. We will look at his Time factors, showing traders incredible numbers working on each and every segment of the market. These factors have been very hard to learn but when put into simple terms on current charts these techniques reveal outstanding opportunities well before the rest of the trading public realises a reversal is in play.
Brent Penfold is a 30-year veteran trader having begun his career in 1983 as an institutional trader with Bank America. In addition to being a professional trader Brent has authored a number of books and helps others through his educational and advisory services. As a trader Brent specialises in trading global index, currency and commodity futures. He is the author of two books, Trading The SPI (Wiley 2005) and The Universal Principles of Successful Trading (Wiley 2010). The latter becoming an international best seller. His third book, The Universal Tactics of Successful Trading (Wiley) is due out for publication in 2018. Brent publishes daily newsletters for active index, currency and commodity traders and is a popular and sought after international speaker who has presented to traders throughout the Asia Pacific region.
Presentation: Back to the Future for Practical Trading in Ever Changing Markets
Never before has uncertainty dominated the markets like it has today. Traders have never had so many big questions to answer. Will the Euro hold together? Will the USA get a handle on its debt and deficit? Will China return to trend growth? Will Japan reverse its demographic decline? Will central banks reduce their balance sheets? With so many unanswered questions and so much uncertainty is it no wonder that so many traders in so many markets are looking for practical ways to profit in ever changing markets? Yet despite global anxiety and confusion there is a core body of trading knowledge within the markets that can provide a level of certainty. Certainty that traders can use to rebuild their confidence and begin to trade again with purpose and profit. Knowledge that experienced traders know and inexperienced traders don?t.
Brent will be sharing a common overlooked strategy that works as well today as it did when it was first discovered. This presentation will be a walk down memory lane to remind attendees that the more markets change the more they stay the same.
Kevin Saunders began his trading in 1998 and lost a bundle in 2000. Reeling from the impact of his losses, he applied himself to education. He achieved the Dux of Victoria at FINSIA and earned the National Subject Prize for his work in derivatives. He worked with trading educators, producing trader training content while honing his personal trading skills. He partnered with a fellow trader and formed Non Correlated Capital (NCC) and worked to build a track record, which has now reached the 10 year mark. In 2012 NCC became a NFA registered CTA and raised over $40Million in investor capital. In 2013 he founded Tribelet Capital to incubate a global equities strategy that now has over 3 years of track record. He has written articles for the CME group and been featured in the Australian Financial Review. He is an AFS license holder in Australia, key person and responsible manager for NCC. He is currently working on an Alternatives Investment Platform as part of the NCC operational team.
Presentation: Trading Models Are Wrong, But That?s OK
Trading models are never perfect. Sometimes they will be wrong. It is impossible to predict all market outcomes because the real world is nuanced. Models are invaluable, however, because unlike the complex world, models are predictable. So why not trade the model, instead of the market? Kevin will speak about building portfolios of robust trading logic and working with weaknesses inherent in trading systems. It is all about taming the beast via system portfolio management.
Andrew Swanscott is an independent trader who specialises in algorithmic trading strategies. He has a background in IT engineering, and has been developing and trading mechanical systems for the US and Australian markets since 2004. He currently trades multiple strategies on the Australian stock market and the US Futures markets. Andrew has recently left his corporate job in the banking industry to focus more on his private trading business and other business interests. He is the host of the Better System Trader podcast at bettersystemtrader.com, which has reached over 1 million downloads since it began in April 2015.
Presentation: An Algorithmic Approach to Cryptocurrencies
With the rise of cryptocurrency prices and the introduction of BitCoin Futures, there's alot of buzz about bitcoin and other cryptocurrencies, however opinions are divided on the legitimacy and future of these newer markets. Are cryptocurrencies just a fad or are they here to stay, and if they are here to stay, how can we leverage them as traders? In this presentation, we'll take a brief look at the history of bitcoin, the advantages and challenges, plus we'll analyse key market characteristics to discover potential opportunities for algorithmic trading approaches.
Dr Bruce Vanstone completed his PhD at Bond University in Computational Finance in 2006. He focuses on researching and developing active investment and trading strategies, both with and without the use of Artificial Intelligence techniques. He publishes his academic work on investing and trading in Australian and International journals and conferences. He currently lectures in Computational Finance (Algorithmic Trading and Trading Systems Design) and Big Data at Bond University, and is a consultant to a number of boutique hedge funds. He runs courses on Systems Trading (in conjunction with the ATAA) and works with private traders to enhance their performance and returns. You can read more about Bruce at http://www.vanstonetrading.com/
Presentation: Cross Sectional and Time Series Momentum
Much of Bruce's work over the years has been focused on both the cross-sectional and time-series momentum anomalies. In his presentation, Bruce will explain the momentum approach, the techniques and potential pitfalls in momentum investment, and the academic and statistical evidence supporting it. Bruce will also show some of his latest research on momentum, including new ranking metrics, and the application of momentum to ETFs.
Tony has over 20 years? experience working in FX and financial markets including 10 years at Goldman Sachs. Six of those years were spent as part of the Goldman Sachs Proprietary Trading team, based in Sydney trading the banks capital. Tony has also worked in Senior Sales Roles at top tier banks including BNP Paribas, the Commonwealth Bank of Australia and Macquarie Bank
While working at the Commonwealth Bank of Australia ? Australia's largest Bank, Tony wrote and published the Weekly FX Technical Report which was short-listed for the 2016 Global Technical Analyst Awards in London. The report earned a strong following from a variety of clients globally, including fund managers, hedge funds, balance sheets, central banks and corporates.
Tony recently founded TECHFX TRADERS an independent AFSL licensed advisory firm specializing in technical analysis and trader education for private traders. TECHFX TRADERS leverages Tony?s extensive trading and sales background to provide traders with the education and analysis needed to help navigate markets.
Presentation: Understanding Intermarket Relationships
- Introduction to Intermarket Relationships
- The key market relationships
- The Intermarket environment today
- Risk Aversion/Risk Taking or ?RORO?
- How interest rate movements influence currencies
- How currency moves can influence stock markets.
Intermarket analysis has been used by bank and hedge fund traders for many years. However outside of those circles it remains largely unknown. This is a unique opportunity for private traders to learn about how seemingly unrelated markets are in fact linked and how bank and hedge fund traders apply intermarket analysis.
An understanding of intermarket relationship?s will help provide better insights into market movements and in turn support better trading outcomes.
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