STA Monthly Meeting – January 2016
The STA 2016 meetings programme will commence with a Panel Debate giving a market outlook for the year ahead.
This year’s panel debate will be chaired by Nicole Elliott MSTA. A graduate of the London School of Economics and Political Science (BSc Social Psychology) Nicole has worked in banks in the City of London for the last 30 years. Whether in sales, trading or forecasting technical analysis has always been the bedrock of her thinking.
Stéphanie is Senior Technical Analyst, joining SG CIB in 2006 where she first developed the Commodity technical analysis before developing and coordinating the cross-asset technical analysis with a special focus on Forex and Rates. Stéphanie has 15 years experience in technical analysis on various financial markets and from 2000 to 2005 she lectured technical analysis at Paris IX Dauphine University to BSc students.
David Fuller is a global strategist and Chairman of Fuller Treacy Money http://www.fullertreacymoney.com. He joined the STA in 1970 and is also a Fellow of the Society.
Christian is a Senior Consultant to the London Metal Exchange. He started his professional career 1979 as an apprentice at Metallgesellschaft AG in Frankfurt, Main. After years in Cologne and London he joined the Copper Department in Frankfurt and was finally appointed one of the four members of the all Commodities Managing Team (Geschaeftsbereichsleitung).
After graduating from the London School of Economics Nicole Elliott started her banking career in the City of London in 1982. Whether in trading, sales or an advisory capacity Technical Analysis has been the bedrock of her methodology.
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.
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