Canadian Society of Technical Analysts


Webcast: “Quantitative Strategies for Technical Analysts” with Mathew Verdouw, CMT

  • 03 Oct 2018
  • 12:00 PM - 1:00 PM (EDT)
  • Webcast

Registration


October 3, 2018 - 12:00 pm - 1:00 pm 

Webcast featuring  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”

Topic: 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.

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.


Email with webinar link will be emailed to all members Tuesday Evening.

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