Perth Chapter, Thu, 21 Mar 2019 5:30 pm for 6:15 pm
Due to new developments, there is no onsite visitors parking available, please use street parking or parking at UWA.
Visitors are always welcome: First meeting is free, and then visitors fee is $40. (No booking required - just check in at the registration desk on the night.)
6:15 pm: Welcome and Announcements
6:20 pm: Market Outlook – Julian Burridge
6:30 pm: The Magic of Dual Momentum Investing - Alan Clement
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.
Making Fear Your Friend: Quantifying Sentiment to Improve Market Timing – Alan Clement
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.
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 in 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
8.00 for 8.15 pm - After Meeting Dinner: Tiamo Restaurant (200m walk up Hampden Road).
Next Meeting Date: Thu, 11 April 2019
Next Meeting Venue: St. Catherine’s College, Crawley WA 6009, (corner of Stirling Highway and Winthrop Avenue)
Further Information: Derek Locke - Perth ATAA Chapter President
Next Meeting Speakers: Alan Clement
Next Meeting Normally Held: Generally the third Thursday of each Month
- Thu, 21 Mar 2019 05:30 PM
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