“Quant-Ratings” Signals As a New Method of Technical Analysis

October 2, 2024

A webcast presentation by Ken Tower, CMT & Steve Malinsky, CMT as part of the CMT Association’s Educational Web Series.

This event offered an in-depth look at the latest advancements in technical analysis through QAS’s proprietary “Quant-Ratings” system. The presentation focused on their momentum factor models and adaptive approaches that have been helping professionals achieve consistent alpha generation for over 40 years.

Key topics included the challenges of traditional chart reading and how QAS’s new ratings system addresses these issues using big data and a multi-timeframe methodology. The presentation also highlighted their model portfolio program, featuring customizable strategies such as ETF rotation and long-short approaches, which have been licensed to investment managers worldwide.

The webinar also explored the practical implementations of QAS’s research for fund managers, investment advisers, and analysts, demonstrating how these tools can be applied to diverse markets and asset classes.

Attendees gained insights into how QAS integrates technical and fundamental data (Quantamental) for optimal portfolio decision-making.

Presenter(s)

Ken Tower, CMT

Chief Executive Officer, Quantitative Analysis Service