In his talk Ghassan will focus on the fact that most hedge funds are run by “Quants” with the largest bets placed using options. The fact that market neutral strategies remain the most predominant strategies in hedge funds highlights the strong belief of “Random Walk”. Using Technical Analysis it is possible to highlight pricing anomalies especially in low delta options. Delta trading and dynamic hedging is most suited to technical analysts, yet very little is done by them. Moving price pattern recognition to a quantitative system may be the first step in the right direction, as it allows the “Quant” to relate better and understand more the technical analyst’s point of view.” In Ghassan’s opinion something needs to change dramatically in the TA approach to allow non-TA (Quants) to understand what technical analysts do.