Canadian Society of Technical Analysts


IFTA's - Quantitative Strategies for Technical Analysts - Mathew Verdouw, CMT, CFTe presenting

  • 16 Oct 2018
  • 2:00 PM (EDT)
  • Quantitative Strategies for Technical Analysts - with Mathew Verdouw, CMT, CFTe presenting


       

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Quantitative Strategies  

for Technical Analysts    

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Synopsis

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.

Presenter

Mathew Verdouw, CMT, CFTe

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".

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