Melbourne Chapter, Wed, 13 Feb 2019 at 6:00 pm
NOTE: This months meeting is on the second WEDNESDAY of the month.
Your Networking Opportunities:
A key feature of our monthly chapter meetings in this really good meeting venue is the Special Networking Session where you have the opportunity to make new friendships with like-minded colleagues, to help you build your skills and knowledge and to improve your trading / investing results. Of course, you will also be able to network with your existing friends and colleagues and talk about the markets — both past market performance, and where the market might be going to in the near future.
Visitors are welcome. All visitors pay a $30 attendance fee.
All first-time visitors and new members are welcome to join in the “Newbies Huddle” during the networking session. This will provide you with information about the ATAA, and the basics about Technical Analysis, and some tips about going forward
5:00 to 6:00 pm: Informal Networking Session — Mingling with your colleagues.
IBIS Hotel, Level 1, 15-24 Therry Street, Melbourne
6:00 to 6:10 pm: Notices, news events and Updates
6:10 to 8:00pm: Mathew Verdouw, CMT, CFTe – CEO Optuma, Technical Analysts & Computer Systems Engineer
Mathew Verdouw, CMT, CFTe, has been living and breathing Technical Analysis for over 22 years. As a Computer Systems Engineer, he wrote his own TA platform —which has been used all over the world from private traders to major US firms. More recently, Mathew has become the only person in the world to currently teach the latest curriculum of all three levels of the CMT program. His broad exposure to Technical Analysis and his engineering background has led to many new insights and brand-new ways to model analysis. Mathew is a staunch believer that there are still many new discoveries to be made in the area of Technical Analysis and that Technicians should be at the forefront of all quantitative development. "TA's best days are ahead of us, not behind us".
6:10 to 7:00pm: Session 1: Title: ‘Reviewing Swing Trading Methods”
Nearly 100 years ago, W.D. Gann called his 3 Day chart his Master Trend Indicator. It still stands the test of time and as one of Gann's most objective methods, it has a place in quantitative modeling. In this session Mathew will be presenting the reasons why we should be considering swing charts as a way to filter out market noise and signal generation. He will go on to explain the construction of different types of swing calculations like Point, Percent, Gann (what he called a 3 Day chart), Point & Figure, Kagi & Volatility. All of which have their pros and cons. Finally, Mathew will explain the various methods that are used to identify signals which can be derived from any swing trading method.
7:00 to 7:05pm: Break
7:05 to 8:00pm: Session 2: - “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. Mathew will use these methods to do a review of the various Swing Chart methods that he introduced in Session 1. He'll also show a method which mixes mean reverting signals and swing charts for some very interesting results.
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.
8.15 pm: Dinner and more networking
Place dinner orders at the bar before 6:30pm.
IBIS Melbourne Hotel, 15-21 Therry Street, Melbourne, (near Victoria Street)
How to get there:
Train: Melbourne Central railway station 550 metres
Trams in Elizabeth and Swanston Streets
Car Parking: CBD Car Park, 58 Franklin Street
Please note: At times, the Pay Stations in this car park have refused to take credit cards, and have only accepted cash (so have cash handy). Also, there are some traffic interruptions along parts of Franklin Street due to long-term works for the Metro Rail Tunnel.
Next Meeting Date: Thursday, 14 March 2019
Next Meeting Venue: IBIS Melbourne Hotel, 15-21 Therry St, Melbourne 3000
Further Information: Paul Ash - Melbourne ATAA Chapter President
Next Meeting Speakers: To Be Advised
Next Meeting Normally Held: Generally the second Thursday of each Month
- Wed, 13 Feb 2019 06:00 PM
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