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August 12, 2020 - 12:00 pm - 1:00 pm
Topic: Elliott Wave International’s Mark Galasiewski (gala-SHEV-skee) shows you how he has used the timing of headline news events such as terrorist attacks, political scandals and even epidemic disease outbreaks to support his bullish forecasts for Asian stock markets. Using real-time examples published in EWI’s monthly Asian-Pacific Financial Forecast, Mark will reveal how Asia and emerging markets offer an extraordinary laboratory for observing social events through the lens of socionomics, Robert Precthter’s theory of financial and social causality. You will learn principles that you can apply to any major stock market index in the world, and you will come away better equipped to capitalize on the counterintuitive relationship between social mood, markets and news.
Featuring:
Mark Galasiewski (gala-SHEV-skee) began his analytical career in May 2001 at an institutional brokerage in Stamford, Connecticut, researching fundamentals for a broker who specialized in short-sell recommendations. After joining Elliott Wave International (EWI) in 2005, Mark contributed to Robert Prechter’s Elliott Wave Theorist and then joined EWI’s Global Market Perspective team covering Asian stock indexes.
Since 2008 he has also edited EWI’s monthly market publication, the Asian-Pacific Financial Forecast. For six years during the 1990s he lived in Japan. He has also traveled to many other countries whose markets he analyzes. A graduate of Middlebury College (Vermont, USA) in East Asian Studies, he is fluent in Japanese and conversant in Mandarin Chinese.
Email with webinar link will be emailed to all members Tuesday Afternoon.
