Adelaide Chapter, Wed, 20 Mar 2019 at 7:00 pm
Parking is available in the EDC car park located within easy walking distance. Click here to view car park location.
Visitors are welcome. First visit free, subsequent visits $40.
5:30 pm: Pre-meeting Dinner
Hope Inn Hotel, 348 Port Road, Hindmarsh. (On your left as you enter the Bistro).
All members and visitors welcome to join us for dinner. No booking required. This is an opportunity to meet the speaker and network with fellow traders.
7:00: Alan Clement - The Magic of Dual Momentum Investing
Market momentum is a powerful ally and being able to measure and rank it will tend to keep you on the right side of the market. Alan will demonstrate some methodologies you can employ to filter stocks you may want to buy or sell in your portfolio. He will also demonstrate why market momentum persists and why owning the highest momentum opportunities can deliver superior returns. He will also discuss ways you can manage downside risk in your portfolio, in particular for when markets turn more volatile.
8:00: Refreshment break
8:20: Alan Clement - Making Fear Your Friend: Quantifying Sentiment to Improve Market Timing
What if we could quantify the sentiment of market participants to improve our market timing and keep us on the right side of the market? In this lively and thought-provoking presentation, Alan will seek to demonstrate how the term structure of volatility futures can be used as leading indicator to determine the future direction of the stock market with high accuracy. In a real world example, he’ll step through the process of using this input as the basis for a trading strategy. With the management of risk a key part of any strategy, Alan will apply a number of filters and controls and also look at how intermarket measurements can be used as a reliable method to determine risk in the overall stock market. Alan will also illustrate how the basis of the resulting strategy can be applied to multiple markets to increase diversity and maximise profit opportunity. Full quantitative results and metrics will be shown throughout. This use of sentiment and intermarket analysis as quantitative inputs will be sure to whet the appetite of practitioners who are otherwise predominately focused on price-based models.
9:40: Meeting concludes
Alan Clement is a trading strategy designer and independent trader with over 25 years of experience in the financial industry. Following a successful professional career in both investment management and investment banking, he now manages his own independent trading business. His main focus is the design and development of quantitative trading systems that trade multiple markets. He is an international speaker on trading and evidence-based market analysis. He also provides development services, consultancy and training in quantitative methods to private and institutional traders and investors. Alan is an IFTA Certified Financial Technician (CFTe) and a National Director of the Australian Technical Analysts Association. His website can be found at helixtrader.com and he tweets as @helixtrader
Next Meeting Date: Wednesday 17 April 2019
Next Meeting Venue: First Floor, Education Development Centre, 4 Milner St, Hindmarsh.
Next Meeting Speakers: Braden Gardner
Next Meeting Normally Held: Generally, the third Wednesday of each Month
- Wed, 20 Mar 2019 05:30 PM
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