Quantitative Technical Analysis Strategies

Throughout September we released a series of articles on the work we have been doing with the Signal Tester in Optuma. Our goal was to highlight some of the pitfalls of traditional backtesting, and show how there is a statistically better way to test the validity of technical analysis signals.

This week I am sharing with you a presentation that I recorded for the IFTA 2016 Conference in Sydney. In this presentation I highlight what I see happening to technical analysis at an institutional level. I go on to explain how Technical Analysts, with our ability to visualise data and our understanding of how technical models work, should be driving the Quantitative Revolution.

I hope that you get a lot out of this presentation. As always, we welcome your thoughts and suggestions.