Contribution Library

As technical analysts, we are used to define a trend by its visual structure: but this is just the surface of the story. What does ?trend? and ?trading range? really mean in terms of profitability? How you can use the market itself to generate essential information on its own response to directional techniques and models? Can this information be used as an operational filter? In the first part of his talk Francesco Caruso will present the construction of a directional model based on the Heikin-Ashi technique and will discuss the implications of the results, focusing on the statistics. In the second part, he will discuss the application of this directional model to asset allocation through a multi-portfolio strategy, invested in the most common asset classes (equity indices, gold, government bonds, emerging markets bonds, high yield bonds, cash) through ETF?s. He will focus on the construction, the statistics and the results. These strategies are currently traded successfully in a UCITS V fund with certified performance and were implemented for several years in institutional managed accounts and in advisory with public track records.