STA Monthly Meeting May 2008
Financial market cycles need to be seen in the context of the long-term economic cycles of which they are a part. However, the relationships are not deterministic: all markets have their own individual patterns and rhythms, and multi-dimensional feedback processes are involved. So, although the current credit crunch has arrived ‘on time’, it is unlikely to have the results that many now fear. Indeed, the emergent patterns are more consistent with a new wave of secular inflation than with an imminent deflation.
Tony has worked in financial markets for more than 40 years, and currently researches group behaviour in financial markets and economic activity. He is also on the investment advisory committee of the Osiris Property Fund, and is a trustee of two pension funds.
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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