April 7, 2016

To view this content you must be an active member of the CMT Association.
Not a member? Join the CMT Association and unlock access to hundreds of hours of written and video technical analysis content, including the Journal of Technical Analysis and the Video Archives. Learn more about Membership here.

Investment Professionals are under pressure to be more quantitative in their process. Many Analysts and PMs are continually asked to validate their signals, strategies, and money management practice. Very few have the time to learn coding languages, or the time and resources to hire and manage a programmer, but they still have an urgent need to test and benchmark new ideas on a continuous basis. In this presentation, Mathew Verdouw, CMT, CFTe and Carson Dahlberg, CMT will explore some of the issues above and illustrate simple tools to validate different technical ideas and generate consistent reports that benchmark strategies. Mathew and Carson will explain two of the most important statistical measures every technical analyst needs to know and what they really mean. Finally, they will show how a ten hour quantitative process can be reduced to just seconds.