STA Monthly Meeting March 2008
Ian and Chris will between them cover the relative prospects of gilt edged and other fixed interest markets, and will explain the main methods of analysis, principally on trends and cycles. With the continuing travails of credit markets, and the spill-over into corporate bonds, this is all too topical, even to those whose focus is elsewhere! Coverage of the wider picture will even include gold.
Ian has spent the last 25 years as a specialist in G7 Government Bond Markets, covering sales, research, market making and proprietary trading.
Chris has spent his City career in the bond markets, market making and proprietary trading. He has been a member of the STA for over 20 years.
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