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Robin Carpenter

Robin Carpenter

Robin Carpenter develops market metrics and models for investment professionals. Mr. Carpenter graduated from Dartmouth College in 1966 with an A.B. in Economics. He earned his MBA from the Amos Tuck School at Dartmouth in 1977, where he was a Tuck Scholar and was awarded the Walter Jacobs Memorial Prize by the faculty and his class.

Mr. Carpenter began his investment experience as a registered representative of Bache & Company in New York. In the 1970s he was a founder and president of The Stock Market Laboratory, a registered investment advisor. In the 1980s he was a vice president and officer of the MAC Group Inc, international management consulting firm.

Mr. Carpenter has been consulting and contributing to professional investor analytics through his Carpenter Analytical Services (Analytix) over two decades. He has originated and implemented various market analyses such as alpha hedging, moving beta, cross-sectional dispersion and skew analysis, and implied asset exposure metrics. He has developed many proprietary models and simulations including Autograf for complex lead-lag relationships, U-Turn for non-parametric trend-change testing, and DejaVu which searches and tests prior occasions of current market states.

Articles by and about Mr. Carpenter and his market analytics have appeared in the Wall Street Journal, Barron’s, Mutual Funds magazine, Wiesenberger, Financial Strategist, Smart Money, Forecasting, and the New York Times. A number of market monographs have also been published privately over the years.

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Letter from the Editor

We are again presenting only a few articles in this month’s newsletter. MTA members are among the leading technicians doing great research and we are featuring a few samples of the work being done. In coming months, we hope to continue highlighting this type of original work. As always, if you’d like to share your work with your colleagues, please send it to us at editor@mta.org. In “An Interesting Application of Neural Nets,” we highlight how Parallax Financial Research is using neural networks to develop a complete investment methodology. Their combination of fundamental and technical inputs has resulted in a long-term winning strategy. Robin Carpenter presents a detailed analysis and thought-provoking piece on VIX, challenging the standard interpretation of this widely used indicator. Short-term traders will be interested in “Candlestick Kicker Signal = Powerful Profits” by Stephen W. Bigalow. While candlesticks are widely used, this article offers a fresh insight into the patterns. “Individual Monthly Charts for The 1924 to 1935 Period” is a partial reprint of a Safian Investment Research piece. The collection of charts and brief commentary are well worth reading for anyone trading today’s markets. Mark Twain is believed to have said, “History doesn't repeat itself - at best it sometimes rhymes.” Traders need to study history so that they can benefit from the repetitive patterns often found in the market, and Safian’s piece is a valuable collection of market history. We hope you find this collection of papers to be useful. Sincerely, Mike Carr, CMT [post_title] => Technically Speaking, November 2009 [post_excerpt] => [post_status] => publish [comment_status] => closed [ping_status] => closed [post_password] => [post_name] => technically-speaking-november-2009 [to_ping] => [pinged] => [post_modified] => 2020-03-20 17:00:34 [post_modified_gmt] => 2020-03-20 21:00:34 [post_content_filtered] => [post_parent] => 0 [guid] => https://cmtassociation.org/?post_type=technically_speaking&p=47919 [menu_order] => 0 [post_type] => technically_speaking [post_mime_type] => [comment_count] => 0 [meta_id] => 422992 [post_id] => 47919 [meta_key] => newsletter_content_1_contributor [meta_value] => a:1:{i:0;s:5:"47923";} ) )

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