STA Monthly Meeting & Summer Party – July 2011
As well as research into new indicators, and collaboration with the quantative world, it is “new data” that is seen as the most exciting area for new research.
At Credit Suisse, technical analysts work closely with their colleagues in the strategy teams to create and analyse bespoke sets of data. The result of this has been to generate excellent signals to identify a variety of major turning points across assets, and shifts in macro themes.
As an example of “new” data, David Sneddon will focus in more detail on the Credit Suisse Risk Appetite series of indices – Global, Equity, Credit & US Fixed Income – how they are constructed, analysed and the subsequent “risk on” and “risk off” signals. He will also briefly look at World Wealth.
David Sneddon is a managing director of Credit Suisse in the Investment Banking division, based in London. He is global head of Technical Analysis and is responsible for overseeing the entire technical analysis product, covering the Fixed Income, FX, Equity and Commodity markets, as well as the provision of technical analysis education within Credit Suisse and for clients globally.
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
Latest Blog Posts
- The STA’s 55th Birthday Party: Drinks, canapés and a good crowd
- ‘Elliott Wave Outlook on Global Equity Markets’: The GPS of the markets works on fractals
- International Technical Analysts Day: Remember, remember the 9th of September
- The generation game: Fault lines and advantages
- Elastic bands, bonds and rebounds: How to spot reversals – in charts and thinking