- IFTA Speaker
- VTAD Member & President
Dr. Gregor Bauer, CFTe, works as an independent asset manager for private clients and companies in Germany (www.drbauer-consult.de) and is a registered Financial Analyst with the German Regulation Authority “BAFIN”.
He is also President of the German Association of Technical Analysts (www.vtad.de). Gregor is one of the most renowned technical analysts in Germany with more than 20 years’ experience in the markets. He holds the CFTe Designation, authored two books on technical analysis and covers a regular technical outlook on German TV.
He also writes articles on a regular basis for leading financial magazines. He is specialized in applying advanced candlestick techniques in combination with traditional western techniques and also fundamental aspects.
He holds lectures in Portfolio Management and Technical Analysis at various elite Universities in Germany and Liechtenstein and runs seminars and workshops on Technical Analysis and markets outlook for institutional Investors and private Traders.
Gregor serves on the board of directors of IFTA and in his capacity as Exam Management Director he oversees the exam administration and is responsible for structuring the exams. He spoke three times at IFTA conferences.
|Posted: 21 October, 2016||Subjects: Asset_Allocation Trend_Following ETFs|
|Source: C2016 IFTA||Available to: Delegates 2016|
This presentation focuses on improving the fundamental based “Low-Risk-Approach” by using technical Trend-Following-Strategies. Stock with e.g. a low Beta are known to outperform in the long run the more volatile, high Beta Stocks, so, Low-Risk-Strategies are known to have higher risk adjusted returns. But applying a relevant timing strategy (i.e., a moving average or high momentum) will even more enhance the risk-adjusted return.
This presentation focuses on ETF-Sector-Rotation-Systems and will give examples of Dynamic-Asset-Allocation-Strategies by applying Trend Following Strategies in the process of portfolio optimization. A portfolio, constructed from trend filtered Sector ETFs, by also taking into account the overall trend of the benchmark, shows significant better risk measures, such as lesser drawdowns, higher return and lower volatility compared to the Benchmark.