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New York Institute of Finance

Quantitative Technical Analysis

May 28, 2020
New York, New York, United States
USD 1351
USD 1351 per day

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Description

Technical analysis has long been practiced in a subjective manner. This course will break that practice and present an objective review of technical analysis.

Prerequisite knowledge:

  • Fundamentals of Technical Analysis course or equivalent work experience

CURRICULUM

Day 1

MODULE 1: SUBJECTIVE VS OBJECTIVE ANALYSIS

  • Definitions
  • Review of chart patterns in both subjective and objective terms
  • Review of popular indicators in both subjective and objective terms

MODULE 2: TRADING SYSTEMS

  • Overview of trading systems
  • Process for designing trading systems

MODULE 3: DEVELOPING SYSTEMS THAT WORK

  • Build and test a simple system using moving averages
  • Evaluating the system with key statistics to assess the likelihood of success in the future
  • Building more complex systems

MODULE 4: IMPLEMENTING QUANTITATIVE TECHNICAL ANALYSIS

  • Strategies for implementing a system-driven approach to analysis and trading
  • Tests for determining when the system breaks

WHAT YOU'LL LEARN

  • Understand the components of algorithmic trading strategies
  • Develop algorithmic trading strategies
  • Evaluate strategies based on test results
  • Apply objective technical strategies to the financial markets

Who should attend

  • Portfolio managers
  • Traders (especially principal traders)
New York Institute of Finance

Fundamentals of Technical Analysis

Next dates

Oct 7—8, 2019
2 days
New York, New York, United States
USD 1689
USD 844 per day
May 28, 2020
New York, New York, United States
USD 1351
USD 1351 per day
Oct 19—20, 2020
2 days
New York, New York, United States
USD 1351
USD 675 per day

Description

Learn how to apply technical analysis as a standalone trading methodology or as a supplement to fundamental analysis using tools that have been quantitatively tested - global scope with applications to equities, fixed income, commodities and foreign exchange markets.

Companion Course:

  • Quantitative Technical Analysis

CURRICULUM

Day 1

MODULE 1: INTRODUCTION: BACKGROUND AND BASICS

  • Technical analysis as an integral part of market analysis
  • History of technical analysis

MODULE 2: WHY TECHNICAL ANALYSIS WORKS

  • Efficient Market Hypothesis (EMH), Capital Asset Pricing Model (CAPM) and Its Shortcomings
  • Prospect Theory and Asset Pricing
  • Behavioral Finance Heuristics

MODULE 3: CONSTRUCTING AND INTERPRETING CHARTS

  • Chart types (line, bar, candlestick, point and figure, swing chart, Kagi, Renko, Ichimoku clouds)
  • How charts relate to behavioral finance
  • Important concepts (trend, support, resistance, volume, gaps)

MODULE 4: CHART PATTERNS

  • Description of common patterns on bar charts
  • Patterns on candlestick charts
  • Quantitative testing results for patterns

MODULE 5: INTRODUCTION TO TECHNICAL INDICATORS

  • Most popular indicators on Bloomberg
  • Moving averages
  • RSI indicator
  • Stochastic
  • Rate of change (RoC) indicator
  • MACD
  • Bollinger bands

Day 2

MODULE 1: TESTING TECHNICAL INDICATORS

  • Designing the test as a trading strategy
  • Results for popular indicators

MODULE 2: OTHER INDICATORS

  • Sentiment (CBOE volatility index (VIX), surveys, insider buying and selling)
  • Breadth (advance decline, % stocks above a moving average)

MODULE 3: RELATIVE STRENGTH

  • Comparative relative strength (momentum anomaly to the Efficient Market Hypothesis)
  • Combining relative strength with fundamentals (value anomaly to the Efficient Market Hypothesis)

MODULE 4: TECHNICAL THEORIES

  • Dow theory
  • Cycle analysis
  • Elliott wave theory
  • Fibonacci sequence
  • Intermarket analysis

** WHAT YOU'LL LEARN**

  • Apply technical analysis as an important component of security analysis, especially when combined with fundamental analysis
  • Understand how chart patterns reflect the principles of behavioral finance
  • Apply specific technical strategies to the investment selection process
  • Develop trading strategies based on technical theories
  • Evaluate indicators and patterns based on quantitative analysis

Who should attend

  • Portfolio managers
  • Traders (especially principal traders)
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