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Contributor

Matt Radtke

Matt Radtke

Matt Radtke is a developer at Arrow Electronics and has 25 years of software development experience in companies large and small, including Hewlett-Packard and Bell Northern Research. During his ten years with a Boulder, CO software firm, he rose from the position of senior software engineer to vice president of engineering. Matt has been actively trading stocks, ETFs, and options since 2008, and has recently started exploring futures. Over the past several years, he has been associated with the Connors Group family of companies, first as a student, then as a consultant, researcher, and author. He currently provides independent consulting services for AmiBroker and Excel, and can be reached at quantforhire.com. Matt graduated magna cum laude from Michigan State University with a degree in computer science.

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LETTER FROM THE EDITOR

In recent issues, we have been highlighting content from the Annual Symposium. As I noted last month, “That meeting lasts just a few days but it truly does provide months’ worth of ideas for attendees.” In this month’s issue of Technically Speaking we highlight how local Chapter meetings can also provide ideas to improve your analysis.  The Denver Chapter recently hosted a meeting on back testing and the discussion included best practices related to data. A summary of that presentation kicks off this month’s issue. In researching this topic further, I discovered the value of using data free from pre-inclusion bias. Testing by Cesar Alvarez is included in this issue to quantify that problem. As Cesar notes, “People often write about systems they have developed using the current Nasdaq 100 or S&P500 stocks and have tested back for 5 to 10 years. Looking at this table shows that one should completely ignore those results. The difference between the two results is scary. Using the current list would make one think that they had a great system but actuality it was much worse.”  Histest results are included in the article. This month’s also issue also includes some quantified data about the best time of day to trade ETFs along with some articles making a convincing bearish case for U.S. stocks. For those wondering where to turn in a bear market, the answer could be in preferred stocks as data from Global Financial Data shows in another article.  We hope you find some valuable information in this month’s magazine.  Please send any comments on Technically Speaking to editor@mta.org. Sincerely, Michael Carr [post_title] => Technically Speaking, October 2015 [post_excerpt] => [post_status] => publish [comment_status] => closed [ping_status] => closed [post_password] => [post_name] => technically-speaking-october-2015 [to_ping] => [pinged] => [post_modified] => 2020-08-03 11:21:15 [post_modified_gmt] => 2020-08-03 15:21:15 [post_content_filtered] => [post_parent] => 0 [guid] => https://cmtassociation.org/?post_type=technically_speaking&p=43959 [menu_order] => 0 [post_type] => technically_speaking [post_mime_type] => [comment_count] => 0 [meta_id] => 353511 [post_id] => 43959 [meta_key] => newsletter_content_0_contributor [meta_value] => a:1:{i:0;s:4:"6104";} ) [1] => stdClass Object ( [ID] => 45949 [post_author] => 2 [post_date] => 2013-06-15 12:00:46 [post_date_gmt] => 2013-06-15 16:00:46 [post_content] =>

LETTER FROM THE EDITOR

We focus on the practical in this month’s newsletter. From trading psychology to trading tools and trading strategies, we have tried to provide you with new ideas that you can apply in the slow summer market. Of course, the slow summer market is probably a myth but we all need to find time to explore ideas and tools that might help us become better at what we do. Trading seems to be the point where theory meets practice in technical analysis. Hopefully you will find the techniques and tools we highlight to be useful. Although trading is often associated with short-term analysis, many traders analyze long-term data. In the long-term, stocks can move up or down just as they do in the short-term. SRC Stock Charts offer a long-term perspective on markets and we conclude this issue with a chart of Japan’s Nikkei 225 stock index. The Nikkei ended May with a one-week loss of 15% but is up about 50% in the last year. Shortterm volatility can mask the relentless down trend that defines that market. Over the past 25 years, the Nikkei has lost an average of 2.8% a year. Please email us with suggestions for other long-term charts to highlight the ups and downs of trading for a living. We can be reached at editor@mta.org. Michael Carr [post_title] => Technically Speaking, June 2013 [post_excerpt] => [post_status] => publish [comment_status] => closed [ping_status] => closed [post_password] => [post_name] => technically-speaking-june-2013 [to_ping] => [pinged] => [post_modified] => 2020-08-03 11:34:20 [post_modified_gmt] => 2020-08-03 15:34:20 [post_content_filtered] => [post_parent] => 0 [guid] => https://cmtassociation.org/?post_type=technically_speaking&p=45949 [menu_order] => 0 [post_type] => technically_speaking [post_mime_type] => [comment_count] => 0 [meta_id] => 391284 [post_id] => 45949 [meta_key] => newsletter_content_6_contributor [meta_value] => a:3:{i:0;s:4:"2494";i:1;s:5:"36576";i:2;s:4:"6104";} ) )

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