public

Singapore Chapter Meeting featuring Andreas F. Clenow

When:
November 26, 2019 @ 5:30 pm – 8:10 pm
2019-11-26T17:30:00+08:00
2019-11-26T20:10:00+08:00
Where:
Bloomberg Singapore
12/F Capital Square
23 Church Street
Singapore 049481
Cost:
Free

The finale to the CMT Association Singapore Chapter 2019 series promises its best yet as we bring together the leading minds from technical, fundamental and quantitative analysis.

Whether you are a quantitative trader, a fundamental stock picker, a chart purist, or simply hoping to gain an insight into the value of the CMT qualification then this is an event you will not want to miss!

Jake Damien Chow, CMT
Jamie Coutts, CMT, CFTe
Singapore Chapter Chairs

AGENDA
5.30pm – REGISTRATION

6.25pm – OPENING ADDRESS
• Jamie Coutts, CMT, CFTe, Buyside Equity Specialist, Bloomberg
• Jake Damien Chow, CMT, Market Strategist, CGS-CIMB Research

6.30pm –TRADING THE CURVE – TECHNICAL ANALYSIS WITHOUT HISTORICAL PRICING
Technical Analysis is traditionally based on historical data, which can be analyzed visually in a chart or mathematically using time series analysis. There is however no reason for this to be a limitation.
Using the information found in the term structure of futures markets we can extend our technical toolkit and broaden our scope. The key point of this presentation will be to investigate if there is a predictive value in this term structure information and if we can trade based on nothing but this curve
• Andreas F. Clenow, Chief Investment Officer, Acies Asset Management

7.20pm – BUILDING YOUR QUANTITATIVE TECHNICAL STRATEGY IN PYTHON
Understand how Python can be leveraged to transform your research and investment strategies. Demonstrating the Bloomberg Quant (BQuant) platform for trading strategy development including the scoring models published in Andreas Clenow’s bestselling book Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies.
• Jamie Coutts, CMT, CFTe, Buyside Equity Specialist, Bloomberg
• Alexandre Alesi, ASEAN Quant Specialist, Bloomberg

7.35pm
PANEL DISCUSSION
BEYOND FACTORS & THE ROLE OF ALTERNATIVE DATA IN SYSTEMATIC TRADING STRATEGIES
A discussion on the major trends in quantitative research with several leading market practitioners.
The panel discussion includes a deconstruction of traditional equity factors/drivers, emerging factor research and the increasing importance of alternative datasets in quantitative research.
Panelists:
• Andreas F. Clenow, Chief Investment Officer, Acies Asset Management
• Catalin Burlacu, Director, Head of Investment Solutions, Multi-Asset Strategy, UOB Asset Management
• Chris White, Managing Director, Head of Alpha Strategies & Equity Research at Graticule Asset Management Asia
Moderator:
• Matt Dearth, Founder, TRQ Advisors & Adjunct Professor (Finance), Singapore Management University

8.10pm
CLOSING REMARKS & NETWORKING

Presenter(s)

Andreas Clenow

Andreas F. Clenow

Andreas F. Clenow is a Swiss financier and the Chief Investment Officer of Acies Asset Management, a Zurich-based investment group with a nine-figure asset base. Starting out as an IT entrepreneur in the 90s, Andreas had a management career as the global head of commodity and

Jamie Coutts, CMT, CFTe

Jamie Coutts, CMT, CFTe is a Market Specialist for Buyside Equity at Bloomberg LP with experience in investment advisory, equity sales, buy and sell side trading roles.  For the past 5 years at Bloomberg, Jamie has developed a proven track record in delivering enterprise

Jake Chow

Jake Damien Chow, CMT

Jake Damien Chow, who holds a Chartered Market Technician (CMT) designation, is a market strategist with CGS-CIMB research. He specializes in technical analysis and is a strong proponent of systematic, rules-based trading. He tracks macroeconomic data, monitor global capital