STA Monthly Meeting & Christmas Party – December 2011
Glyn’s brief talk will be concerned with the use of breadth indicators in the equity markets. In particular he will focus on the McClellan Oscillator and new ways of employing this analysis that he has been researching.
Glyn Bradney was a trader / chief dealer in the London money markets for 20 years after graduating from Imperial College in Chemistry! His long standing membership to the STA goes back to the days of our predecessor, ACTA. In 1992 he joined Reuters, now Thomson Reuters, and continues to work there, having global responsibility for graphics and technical analysis.
Next STA Meeting
STA Monthly Meeting – October 2023
The main reason for ineffective strategy construction which leads to non-reproducible results in real time and hence inconsistent performance is due to not knowing the 3 critical strategy stats. To overcome this challenge and construct sustainable, scalable and reproducible strategies in a quantitative manner, the Smart Money Framework was developed by the quants in the 1960s. With this framework we will have the 3 critical stats to help us construct optimal entries, stop loss and exits. When this is further combined with volume, our probability of capturing the bigger runners increases. All of the above will be explained further in detail by the presenter.
Future STA Meetings
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