Speaker: Tamar Mehr

Topic: Trapping the markets – Identifying market turning points

Traditional trading methodologies imply that one should buy in an uptrend and sell in a downtrend. However, with the introduction of algorithmic and high frequency trading, markets are more erratic, and trends are often completely violated. Ever wondered why after strong market moves, driven by news or global events, the market suddenly stops at the place it did? Why that specific point, and what was there to stop and reverse such a powerful move?

Trapping the market is a strategy that looks to capitalise on these powerful moves and points of reversal. This facilitates a higher reward to risk ratio and is based on a set-and-forget approach to trading. The strategy can be traded on any timeframe to accommodate work life balance and lifestyle. The strategy will best suit intermediate to advanced traders that understand price action. However, can be taught to enthusiastic beginners to advance their trading journey.

191128_Remote - Mehr, Tamar

Speaker: Igor Vasiliev

Topic: Selling Naked Puts

Igor’s presentation on Selling Naked Puts will address the following considerations:

• When and why we use this strategy.
• How we chose an underlying stock for this strategy.
• How we choose a correct duration of an option contract.
• How we choose a proper strike price.
• What returns can we expect from using this strategy.
• Risks and limitations of this strategy and how to reduce them.

191031_Remote - Vasiliev, Igor

Speaker: Gary Murphy

Topic: My Personal Trading Style

191010_Melbourne - Murphy, Gary

Speaker: Braden Gardiner

Topic: Trading the ASX with a defined Edge and Risk Profile

In the presentation, we will take a look at the current market conditions and the importance of having an edge in the market along with some tricks of the trade to refine risk. We will discuss the benefits of learning price action and planning a trade by defining the key liquidity areas where opportunities exist. How learning and applying basic human psychology at key levels can give us an edge for high probability trades. Topics to be covered -

• Understanding your edge and your plan
• Price Action and defining key areas to take action
• Understanding your risk when you are wrong
• Planning a trade and managing your expectations

190926_Remote - Gardiner, Braden

Speaker: Darryl Nagel

Topic: A brief history of technical analysis & Trading Bitcoin futures

Trading Bitcoin futures using MACD divergence and Parabolic SAR

190829_Remote - Nagel, Darryl

Speaker: Alan Oliver

Topic: Trading with Time, Price and Pattern

One of the great architects of Technical Analysis was W.D. Gann. In over 50 years of trading he invented or popularised several new methods and ideas for trading, some of which were very original in thought and application.

Behind the very advanced tools and signals created by Gann, one common theme was current for his trading. He knew over many years of trial and error that the profitably of trading required Time, Price and Pattern to be signalling a change or reversal before he placed a position.

In this presentation we will cover:

• The seasons of the markets - 4 basic phases to each campaign.
• Swing patterns to determine the big players moves and motives.
• Numbers that create major reversals despite trend and direction.
• Gann’s definition of Anniversary and why it is not necessarily a yearly repeat.

The Gann methods are very advanced and require dedication and persistence to master, however, we can review the foundations of the theory with some simplistic examples on today’s current charts.

These complex ideas will be explained simply, with easy to follow examples on popular markets.

190725_Remote - Oliver, Alan

Speaker: Alan Hull

Topic: Trend Analysis

190711_Melbourne - Hull, Alan

Speaker: Darryl Nagel

Topic: Method and Madness

Are traders gambling? Is this why the majority of traders fail? What does the successful trader do differently? This presentation addresses these important issues.

190704_Remote - Nagel, Darryl

Speaker: Alan Clement

Topic: Global Markets Quarterly Technical Outlook Q2 CY2019

What pointers can we look towards to gauge the future direction of the markets? Join Alan for his ever-popular quarterly market update, where he will pick apart the events of the last few months and determine the levels and patterns to look for. Using a variety of technical tools and chart types, he will delve into momentum, support, resistance, sentiment and market breadth to analyse local and overseas stock markets, currencies and commodities. Don't miss this valuable presentation which could act as a useful input to developing your own market road map for the coming weeks and months ahead.

190613_Melbourne - Clement, Alan

Speaker: Gary Glover

Topic: My Top 15 Trading Patterns

Gary Glover will review his top 15 trading patterns.

190529_Remote - Glover, Gary

Speaker: Des Bleakley

Topic: How I Trade

Like many ATAA members, Des strives to invest in the stock market in a methodical and systematic manner, minimising discretionary involvement. Over the years he has refined his trading style, through analysis and "trial and (many) errors? to arrive at a system which provides clear stock selection criteria, coupled with entry and exit signals, in a mechanical manner. In this presentation he will describe his strategy, how it has evolved over time, and he will explain how his signals are calculated. In particular he will introduce the TROC indicator, a variant of the Rate of Change (ROC) indicator and show how this is a better measure to use for those who trade. He will also expose the trading results of this system to the members for your critical analysis. 

This talk is practical and real world and shows how one ATAA member approaches trading in the stock market on a daily basis. For those of a like mind, there may be aspects of Des' approach which may appeal to other members.

190509_Melbourne - Bleakley, Des

Speaker: Gary Stone

Topic: The Rule of Returns

Gary will cover the ONLY 4 variables - The Rule of Returns - that determine how big your Nest Egg will be when you retire and why the odds are high that it will not be enough.

This is a PROFOUND ?WHY? to become a consistently successful self-directed investor, which few investors actually take the time to work out.

Then he will cover the main ingredients and provide some insightful ideas needed to become a Consistently Successful Self-directed Investor demonstrating real money equity curves as evidence of long-term self-directed investing success.

190509_Melbourne - Stone, Gary

Speaker: Gary Burton

Topic: Futures-FX-And-Commodities

In tonight’s presentation around Futures, FX and Commodities Trading, Gary will look at the different data streams available.

Many traders believe they are trading a true futures contract, but should be aware the data they are receiving may be generated by market algorithms using an ECN (Electronic Communication Network).

We will look at the difference between the physical markets and the ECN networks offered by some brokers in FX and commodities trading. As always, Gary will offer some insights into the analysis around these products.

190502_Remote - Burton, Gary

Speaker: Peter Aubourg

Topic: 1. Trend Trading General

A brief overview of the trend trading process; How we can expect trend trading to work and the sort of statistics we can expect.

190416_Canberra - Aubourg, Peter 1

Speaker: Peter Aubourg

Topic: 2. Finding Trending Shares

To trend trade; we need to start by finding shares that have an existing UP trend and cull out shares that have been either going sideways or going down. We will look at how we define the long term up trends and how to scan the market for these shares.

190416_Canberra - Aubourg, Peter 2

Speaker: Peter Aubourg

Topic: 3. Rotational Trading

This is one method of trading these trending shares. A look at the statistics of trend trading generally and then how rotational systems work to give these statistics. A look at a system in detail and how it looks and feels to trade it month by month. Then a look at how to turn the system on and off. Also see Amibroker templet programs on the Forum section of this site under Technical Analysis Systems.

190416_Canberra - Aubourg, Peter 3

Speaker: Alan Clement

Topic: A Model Portfolio for The Chapter (Start and Updates)

Alan unpacks the ideas delivered by Peter Aubourg in his talk to the chapter late last year to build a strategy which can be used to trend trade Australian stocks. The idea is that we will use this strategy as a model portfolio for the Melbourne Chapter, and we will review the trades for this model on a monthly basis in the room, along with some time for discussion.

190411_Melbourne - Clement, Alan

Speaker: Robert Brain

Topic: Hands-on chart reading interpretation

How can we effectively use share price charts to analyse whether a stock should be bought or not? How can we interpret the price action? and the volume? and the various chart indicators that are available?

About 80 per cent of ATAA members are trend traders* on ASX stocks. In this session we will demonstrate the use of real price charts (using a laptop with no internet connection), and ask the audience to offer their thoughts, experiences and suggestions for:

1. We want uptrending* stocks ? so how do we find them?
2. Which stocks to look at?
3. Should we focus on specific sectors?
4. Does it matter whether we look at large cap, medium cap or small cap stocks?
5. Should we firstly look for a confirmed uptrend, and chart patterns?
6. What is the best chart indicator to use? (with suggestions from the audience for their favourite indicator).
7. What "set up" or "trigger" conditions might we look at for an entry?

In this session we will be sharing collective ideas and experiences so that experienced ATAA members can help to share their knowledge with the less experienced members and visitors and try to address the above questions.

* - We will focus on a short- to medium-term trend trading strategy idea, rather than a breakout strategy, or pattern strategy, etc. This time frame is perfect for the busy investors/traders who only have a couple of hours each week to do their analysis and stock selection.

190411_Melbourne - Brain, Robert

Speaker: John MacLeod

Topic: Trading with Predictive Analytics

Predictive analytics is the use of data, statistical algorithms and machine learning techniques to identify the likelihood of future outcomes by using current and historical information. Over the last 15 years John MacLeod has researched and applied these methods to the ASX Stock Market to underpin his private trading. Recent research coupled with learning out of the ATAA and member collaborations has further enhanced the predictive power of this modelling through blending TA indicators with regression and support vector machine (SVM) predictive methods.  

Trading will always be conducted at some point in the future, so it makes sense to estimate the likely future change of a stock price at future points in time and this is where predictive analytics comes into play. Furthermore, providing a measure of confidence with this prediction is even more useful. John's presentation is intended to prompt his audience to think about:

1. using TA attributes in predictive models that estimate the likely future change in price of each stock;
2. measuring the strength of each stock estimation;
3. how all stocks within a constantly changing market will all have distinct intrinsic drivers price movement behaviours; and
4. why models should be constructed and executed in order to accommodate constantly changing markets

John MacLeod has a Master of Science in Physics and 30 years in a professional analyst & consulting background around designing, building and implementing Predictive and Trigger Based analytical models for telco's, local and overseas consumer banking, publishers, FMCG and other mass marketing organisations.

In 2004 John commenced investigating various methods for predicting the direction of stock prices in the ASX in order to run and support his SMSF and this has resulted in the successful ongoing management of his SMSF. Over the last 3 years since joining the ATAA and Quant Trader Special Interest Group along with collaborating research with other ATAA members these predictive methods have been much enhanced.

This presentation will challenge the way we use TA and will introduce predictive analytics and some data science as an alternative way for finding trades in the market.

190411_Melbourne - MacLeod, John

Speaker: Bobbey Pawagi

Topic: My Trading Systems

In his presentation, Bobbey will speak about the following trading tools:

He uses TradingView.com on a daily basis because it is easy to use and helps him keep up-to-date specific prices and markets condition. TradingView is a US based online global platform for researching financial markets with real-time data. Its blogging facility allows him to share his trading ideas in the public chat room. (www.tradingview.com).

He uses Trade View Investments for system development and automated trading. Trade View is a privately held proprietary trading firm located in Melbourne and has a strong technology focus giving its traders the very latest trading and information platforms with real time data. It uses a systematic approach to trading by following a set of mechanical rules developed by its proprietary models.

Bobbey says the big benefit in using Trade View's platform is it allows him to build, test, and automate his strategies without coding a single line. (www.tradeview.com.au).

190328_Remote - Pawagi, Bobbey

Speaker: Peter Castle

Topic: eBook Trading System

Peter will review the eBook Trading System he published 2 years ago; its performance, what worked well and what didn’t. He will also discuss some changes to the system that would have enhanced or debilitated the method.

A general overview of the markets will be discussed as Peter presents what he thinks is more probable than not. Questions are welcome.

190228_Remote - Castle, Peter

Speaker: Alan Clement

Topic: An introduction to Amibroker Features and Strengths

Amibroker is a powerful trading software application than meets many of the requirements of the Quant Trader. This introduction to the strength of the program was presented to the MEL Quant Traders SIG.

190218_Quant SIG - Clement, Alan

Speaker: Mathew Verdouw

Topic: Swing Charts and Quant Analysis

Nearly 100 years ago, W.D. Gann called his 3 Day chart his Master Trend Indicator. It still stands the test of time and as one of Gann's most objective methods, it has a place in quantitative modeling. In this session Mathew will be presenting the reasons why we should be considering swing charts as a way to filter out market noise and signal generation. He will go on to explain the construction of different types of swing calculations like Point, Percent, Gann (what he called a 3 Day chart), Point & Figure, Kagi & Volatility. All of which have their pros and cons. Finally, Mathew will explain the various methods that are used to identify signals which can be derived from any swing trading method.

All too often a Technician's first foray into being quantitative is performing a back test. Statistically, this is one of the worst places to start a quantitative process. A back test that is performed too early is based on many false assumptions and compounds many errors into the process. The result is that the back-test returns are rarely repeatable in real life. In this presentation, Mathew will be explaining what these errors are, how we can avoid them (regardless of what tools you use) and reveal a new Monte Carlo method he developed which allows us to review a valid p-score for our models no matter if they are long term trend following or short term mean reversion strategies.

Mathew will go on to explain how as Technicians there is a process that we can follow to rigorously test quantitative ideas. Mathew will use these methods to do a review of the various Swing Chart methods that he introduced in Session 1. He'll also show a method which mixes mean reverting signals and swing charts for some very interesting results. For any Analyst who wants to research new ideas or be able to present ideas that can stand up to rigorous quantitative scrutiny, this presentation will help you to see that not only is a quantitative approach is achievable, but as Technical Analysts, we are in the best position to drive advanced quantitative models.

190214_Melbourne - Verdouw, Mathew

Author: Robert Brain

Subject: Searching for a Strategy

Brain_190912_P_MEL_Searching-for-a-Strategy.pdf

Author: David Chia

Subject: 2019 - Technology as an enabler

Trading is not unlike many other sporting or professional pursuits and endeavors we take on in life, in that a great deal of time is spent in actual doing. I consider it vital that time is set aside to assess how effective one has been and whether there are bits of the process you would amend or discard or even emphasize all the more.

To that end, I wish to share with you the huge impact technology has had in terms of how and where I trade, in narrowing down the best opportunities from amongst the noise of the market.

2019 - Technology as an enabler - David Chia