Generating Alpha with Technical Analysis at Advanced Market Timing Experts Works

hop 2011
Attendees to Golden Networking's Advanced Market Timing Experts Workshop 2011, S
ingapore, March 21 & 22 and Hong Kong, 24 & 25, Who Register by February 18 to R
eceive a FREE Apple iPad®
New York, NY, January 24, 2011 -- Pu Shen, an economist at the Federal Reserve B
ank of Kansas City, presented in his paper “Market-Timing Strategies that Worked” a
few simple market-timing strategies that appeared to outperform the “buy-and-hold” s
trategy, with real-time data from 1970 to 2000. What strategies work will be dis
cussed at Golden Networking’s Advanced Market Timing Experts Workshop 2011, "Maste
r Market Timing with the Leading Technical Analyst", March 21 & 22, Singapore, a
nd March 24 & 25, in Hong Kong, by leading expert Trevor Neil.
His focus was on spreads between the E/P ratio of the S&P 500 index and interest
rates. He suggested that extremely low spreads, as compared to their historical
ranges, appeared to predict higher frequencies of subsequent market downturns i
n monthly data. He constructed “horse races” between switching strategies based on e
xtremely low spreads and the market index. Switching strategies called for inves
ting in the stock market index unless spreads were lower than predefined thresho
lds. Further he found that switching strategies outperformed the market index in
the sense that they provided higher mean returns and lower variances. In partic
ular, the strategy based on the spread between the E/P ratio and a short-term in
terest rate comfortably and robustly beat the market index even when transaction
costs were incorporated.
Advanced Market Timing Experts Workshop 2011 is produced by Golden Networking (g
oldennetworking.net), the premier networking community for business executives,
entrepreneurs, investors and diplomats, founded by former McKinsey consultant an
d Columbia
Business School MBA Edgar Perez. Upcoming Golden Networking s Forums and Busines
s Receptions include:
• High-Frequency Trading Happy Hour, (HFTHappyHour.com), February 8th, New York Ci
ty
• High-Frequency Trading Experts Workshop 2011 New York, "Practical Implementation
of High-Frequency Trading Strategies" (HFTExpertsWorkshop.com), March 3 & 4, Ne
w York
• High-Frequency Trading Happy Hour, (HFTHappyHour.com), March 8th, New York City
• High-Frequency Trading Experts Workshop 2011 Sydney, "Practical Implementation o
f High-Frequency Trading Strategies" (HFTExpertsWorkshop.com), March 14 & 15, Sy
dney
• High-Frequency Trading Experts Workshop 2011 Singapore, "Practical Implementatio
n of High-Frequency Trading Strategies" (HFTExpertsWorkshop.com), March 16 & 17,
Singapore
• Advanced Market Timing Experts Workshop 2011 Singapore, "Master Market Timing wi
th the Leading Technical Analyst" (AdvancedMarketTiming.com), March 21 & 22, Sin
gapore
• Advanced Market Timing Experts Workshop 2011 Hong Kong, "Master Market Timing wi
th the Leading Technical Analyst" (AdvancedMarketTiming.com), March 24 & 25, Hon
g Kong
• Offshore Yuan Trading Experts Workshop 2011 Hong Kong, "The Emergence of the Yua
n in the Global Foreign-Exchange Markets" (OffshoreYuanTrading.com), March 28 &
29, Hong Kong
• Modern Derivatives Trading Experts Workshop 2011 Hong Kong, "Trading and Hedging
with Interest Rate and Currency Derivatives" (ModernDerivativesTrading.com), Ma
rch 31 & April 1, Hong Kong
• High-Frequency Trading Experts Workshop 2011 Mumbai, "Practical Implementation o
f High-Frequency Trading Strategies" (HFTExpertsWorkshop.com), April 7 & 8, Mumb
ai
• High-Frequency Trading Happy Hour, (HFTHappyHour.com), April 12th, New York City
• High-Frequency Trading Leaders Forum 2011 New York, "How Speed Traders Leverage
Cutting-Edge Strategies in the Post-Flash Crash World" (HFTLeadersForum.com), Ma
y 16, 17 & 18, New York City
• High-Frequency Trading Happy Hour, (HFTHappyHour.com), May 10th, New York City
Golden Networking has compiled the insights of top experts and industry practiti
oners and produced DVD Video Packages for its Leaders and Experts Forums, includ
ing:
• High-Frequency Trading Experts Workshop 2010 DVD Video Package, "Practical Imple
mentation of High-Frequency Trading Strategies", HFTExpertsWorkshop.com
• 2nd China Leaders Forum DVD Video Package, "Is the Chinese Dragon Poised for Glo
bal Dominance or Economic Implosion?", ChinaLeadersForum.com
• Distressed Investing Experts Forum 2010 DVD Video Package, "Analyzing and Valuin
g Distressed Companies, Securities and Real Estate", DistressedInvestingExpertsF
orum.com
• Derivatives Leaders Forum 2010 DVD Video Package, "Strategies for Increasing Pro
fits under an Evolving Regulatory Framework", DerivativesLeadersForum.com
• High-Frequency Trading Leaders Forum 2010 DVD Video Package, "Innovating and Pro
fiting from High-Frequency Trading in 2010 and Beyond", HFTLeadersForum.com
• Hedge Funds Leaders Forum 2010 DVD Video Package, "Generating Alpha in Challengi
ng Times", HedgeFundsLeadersForum.com
• High-Frequency Trading Experts Forum 2010 DVD Video Package, "Starting and Runni
ng a High-Frequency Trading Operation", HFTExpertsForum.com
• Distressed Investing Leaders Forum 2010 DVD Video Package, "Extraordinary Opport
unities Investors Cannot Afford to Pass", DistressedInvestingLeadersForum.com
• China Leaders Forum 2009 DVD Video Package, "Addressing the Challenges Posed by
the Present Wave of Chinese Globalization", ChinaLeadersForum.com
• Distressed Investing Leaders Forum 2009 DVD Video Package, "The Most Comprehensi
ve Guide for Any Investor in Distressed Assets", DistressedInvestingLeadersForum
.com
Panelists, speakers and sponsors are invited to contact Golden Networking by sen
ding an email to info@goldennetworking.net. Golden Networking has been frequentl
y featured in the press, including recent articles in The Wall Street Journal, "
Happy Hour for High-Frequency Trading", The New York Times, "Golden Networking H
elps Job Seekers Make Overseas Connections", Los Angeles Times, "Speed-addicted
traders dominate today s stock market", Reuters, "Revamp looms as trading expert
s huddle at SEC" and Columbia Business School s Hermes Alumni Magazine, "10 Unde
r 10".
Contact:
Edgar Perez
Golden Networking
New York, NY
516-761-4712
eperez@goldennetworking.net
http://www.AdvancedMarketTiming.com