STA Monthly Meeting – September 2013
Linda’s talk will explain the way she quantifies market structure and how she then uses this in her trading models. One of her favourite projects in the past 6 years was modelling instances where there was ‘persistency of trend’ or what she calls, “extended runs”. The frequency of occurrence of these trends and the consistency of the statistics behind them is surprising. Linda will review some of the more common technical conditions or patterns that lead to “extended runs”, and explain the difference in her experience, between modelling price behaviour and actually trading.
Linda Bradford Raschke has been a full time professional trader since 1981, when she began her career as a market maker on the exchange floor. She is President of LBRGroup Inc, a registered CTA since 1991, and President of LBR Asset Management. She has been the principle trader for the Granat Fund LLC since 2004, and her hedge fund was ranked 17th out of 4,5000 by BarclaysHedge for the best five year performance.
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
STA Monthly Meeting- November 2023
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