LETTER FROM THE EDITOR
This month we provide a small sample of work from a few of the speakers who will be presenting their research at the Annual Symposium. In the next few issues we will be providing summaries of some of these presentations in Technically Speaking. As there are every year, this year’s presentations will include a number of new ideas for your consideration and at least a few of the ideas could add to your profits in the coming year.
This issues also includes a summary of the material presented at the inaugural meeting of the Philippines Chapter of the MTA. Regional chapter meetings are a way to learn more about technical analysis and more importantly to meet other analysts. If you haven’t been to a chapter meeting, check for local events by clicking here.
The Symposium, Chapter meetings and this magazine are all benefits of membership. The MTA is focused on providing information to you, the members, through a variety of means. To help us personalize the experience, please let us know what you’d like to see in Technically Speaking this year by emailing us at email@example.com.
OPTIMAL MOMENTUMby Gary Antonacci
Editor’s note: this was originally posted at OptimalMomentum.com and is reprinted here to introduce readers to the philosophy of Gary Antonacci who will be a presenter at the MTA’s Annual...
MY INVESTMENT PHILOSOPHYby David Cox, CFA, CMT, FCSI, FMA, BMath
Editor’s note: David will be a presenter at the MTA Annual Symposium. This article is from his web site and is reprinted here to familiarize readers with topics he will address in his...
PERFORMANCE BOOSTING: ENHANCING THE PROFITABILITY OF QUANTITATIVE INVESTING STRATEGIES
Editor’s note: this was originally posted at HoodRiverResearch.com and is reprinted here to introduce readers to the philosophy of David Aronson who will be a presenter at the MTA’s Annual...
RIP: IAN M.T. MCAVITY, CMT, CEO, ANALYST, RACONTEUR AND FRIEND TO MANY
“God must’ve needed a technical analyst to figure out what’s going on in the world.” – Larry Williams, a friend of Ian’s on learning of his passing on March 16, 2016. Larry...
MTA PHILIPPINES INAUGURAL MEETING
Sixty-six attendees benefitted from the wisdom of a select group of speakers at the first meeting of the Philippines Chapter of the MTA on March 15, 2016. The audience consisted of local analysts,...
OF TOMATOES AND THE SPREAD OF IDEASby Lawrence L. Gonzaga, CMT
During a trip to the wet market in Quanzhou, Southern China, I was startled as a vendor shouted, ‘Kamati, Kamati!’ I did not expect to hear Filipino words in a Chinese market. I turned around and...
HOW MEMBERS USE TECHNICAL ANALYSIS: LOUIS LLANES, CFA, CMTby Louis Llanes, CMT, CFA
Editor’s note: Investment managers are increasingly turning to technical analysis as a risk management tool. This article details how one manager is helping his clients with this discipline. Louis...
HOW MEMBERS USE TECHNICAL ANALYSIS: ADAM BRUNIN, AIFby Adam Brunin
Adam Brunin, AIF, is an investment manager with his own firm, Navigation Wealth Management, a predominantly fee-based practice. The firm offers comprehensive financial planning services and...
THE GORDON GEKKO EFFECT: THE ROLE OF CULTURE IN THE FINANCIAL INDUSTRYby Andrew W. Lo, PhD
Editor’s note: Dr. Lo, developer of the Adaptive Market Hypothesis (AMH), prepared this paper for the Federal Reserve Bank of New York’s Financial Advisory Roundtable (FAR) meeting, October 17,...
ETHICS CORNER: DOES YOUR FINANCIAL ADVISER 'SPECIALIZE IN MISCONDUCT'?by Natasha Gural-Maiello
Editor’s note: This is adapted from a February 29, 2016 blog post at the University of Chicago blog, Capital Ideas. It is based on a research paper: Mark Egan, Gregor Matvos, and Amit Seru, “The...
CHART OF THE MONTH
This month we are taking a long-term look at markets through Ichimoku clouds. These charts consist of five components: Turning Line – midpoint of the high and low of the last 9 sessions. Standard...
Gary Antonacci has over 35 years’ experience as an investment professional focusing on underexploited investment opportunities. His innovative research on momentum investing was the first place winner in 2012 and the second place winner in 2011 of the prestigious Wagner Awards...
David Cox, CFA, CMT, FCSI, FMA, BMath
David Cox is a Portfolio Manager at CIBC Wood Gundy in Waterloo, Ontario, for the past 19 years. He believes technical analysis is essential to making rational investment decisions, and manages assets using fundamentally screened, yet technically driven trend following and swing...
Lawrence L. Gonzaga, CMT
Lawrence L. Gonzaga is the first Chartered Market Technician (CMT) charter holder in the Philippines. He received the CMT designation in 2007 and the Oustanding Alumni award from St. Stephen's High School the same year. He has more than twenty-two years of experience in the...
Louis Llanes, CMT, CFA
Louis Llanes is a technical analyst and the Founder & Managing Principal of Wealthnet Investments, LLC. Wealthnet is an asset management and research firm. In 1997, Louis founded Blythe Lane Investment Management and later merged the firm with Centric Investment Group, which...
Andrew W. Lo, PhD
Andrew W. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management and director of the MIT Laboratory for Financial Engineering. He received his Ph.D. in economics from Harvard University in 1984. Before joining MIT’s finance faculty in 1988, he...
New Educational Content This Month
March 24, 2023
CMT Level III Informational Session
Presenter(s): Stanley Dash, CMT, Tyler Wood, CMT
March 15, 2023
Why the Dow Theory? Multimarket application, Outperformance, Drawdown reduction, and a 120+ years record
Presenter(s): Manuel Blay
March 8, 2023
Money and the Fork in the Road for the Year Ahead
Presenter(s): Brendan McCarty, CMT