A presentation as part of the CMT Tampa Midwinter Retreat 2025

About the Presentation: After spending most of the first half of my 40-year career on the emotionally charged Chicago Mercantile Exchange trading floor, I have spent much of the second half trying to take emotions out of the equation by becoming as data-driven as possible. My son Jack and I have spent much of the past ten years creating quantitatively driven models by first identifying what have subjectively been the most effective technical tools during my career, then backtesting them individually and in groups to objectively determine what they do best, and then finally blending these individual components into models designed to produce a specific function within a portfolio.

Most recently, we have taken our process a step further by combining our models into four different portfolios that create a spectrum of varying risk/reward profiles to meet the needs of different types of investors. This presentation will look at some of these indicators, models, and portfolios that have become a part of our process.