Perth Chapter, Thu, 19 September 2019 5:30 pm for 6:15 pm
Please note: Changed Parking Arrangements at St Catherine’s College
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: Predictive Analytics – John Macleod
Predictive analytics is the use of data, statistical algorithms and machine learning techniques to identify the likelihood of future outcomes by using current and historical information. Over the last 15 years John MacLeod has researched and applied these methods to the ASX Stock Market to underpin his private trading. Recent research coupled with learning out of the ATAA and member collaborations has further enhanced the predictive power of this modelling through blending TA indicators with regression and support vector machine (SVM) predictive methods.
Trading will always be conducted at some time in the future, therefore the likely future change of a stock price should be considered when trading and this is where predictive analytics comes into play. Furthermore providing a measure of confidence with this prediction is even more useful. John's presentation is intended to prompt his audience to think about:
- setting up robust build and test modelling development;
- using TA attributes in predictive models that estimate the likely future change in price of each stock;
- measuring the strength of each stock estimation;
- how all stocks within a constantly changing market will all have distinct intrinsic drivers price movement behaviors; and
- why models should be constructed and executed in order to accommodate constantly changing markets.
Tonight's presentation will challenge the way we use TA and will introduce predictive analytics and some data science as an alternative way of finding potential trades in the market.
Biography: John MacLeod has a Masters of Science in Physics and 30 years in a professional analyst & consulting background around designing, building and implementing Predictive and Trigger Based analytical models for telco's, local and overseas consumer banking, publishers, FMCG and other mass marketing organisations.
In 2004 John commenced investigating various methods for predicting the direction of stock prices in the ASX in order to run and support his SMSF and this has resulted in the successful ongoing management of his SMSF. Over the last 3 years since joining the ATAA and Quant Trader Special Investigative Group along with collaborating on research with other ATAA members these predictive methods have been much enhanced.
John has now retired from the mainstream workforce and spends most of his time researching ways to enhance his models to be more profitable in the ever changing ASX market. His current goal is to educate ATAA members to think beyond mainstream technical analysis and consider systems that could estimate the future of a stock price.
John is also part of the ATAA Victorian Chapter Committee responsible for membership.
8.00 for 8.15 pm - After Meeting Dinner: Local Restaurant (200m walk up Hampden Road).
Next Meeting Date: Thursday 17th October 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: Gary Burton
Next Meeting Normally Held: Generally the third Thursday of each Month
- Thu, 19 Sep 2019 06:00 PM
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