Detailed Program

Download the IFTA 2016 detailed conference program here


Thursday 20 October 2016
08:30 – 10:00 IFTA Board of Directors meeting
10:00 – 10:30 Morning tea
10:30 – 12:00 IFTA Board of Directors meeting
12:00 – 12:45 Lunch
12:45 – 15:30 IFTA Board of Directors meeting
15:00 – 18:00 Registration desk open
16:00 – 17:30 IFTA AGM
ATAA members are IFTA colleagues and are invited to attend the AGM
17:30 – 19:30 Post AGM Cocktail party
(for AGM attendees, delegates and guests)Proceed to the Primus Hotel rooftop. The cocktail party will be “open air”. Surrounding the rooftop swimming pool. Delegate partners will be asked to meet with each other and a facilitator to discuss options for travelling around Sydney over the next few days.
Friday 21 October 2016
07:45 – 17:00 Registration desk open
07:45 – 15:30 Exhibition open
07:45 – 08:15 Arrival tea and coffee
08:20 – 08:35 Conference open and welcome address
Mohamed El Saiid, IFTA President
08:35 – 11:00 Technical Walk-about
A session designed to allow delegates to meet other delegates from across the world and to discuss topics of general financial market and technical analysis interest assisted by a subject facilitator.
11:00 – 11:30 Morning tea, networking and exhibitor visits
11:30 – 12:30 Jonathan Pain, What a Wonderful World
This a general macro-economic review of the world and in particularly the Asia/Oceania region. Strengths and weaknesses will be discussed using both technical indicators and some fundamentals.
12:30 – 13:30 Lunch, networking and exhibitor visits
13:30 – 14:30 Power Hour, Session 1
Gregor Bauer, Combining Low-Risk-Approaches with Trend following Strategies
Akira Homma, Trading and Projecting Markets with Y Ratio (BPV Ratio): A new indicator incorporating a new volatility gauge measuring distortions in return distribution
Nik Ihsan, Extreme “God’s number” and it’s correlation with cyclic momentum for short-term trading
Hank Pruden, Education and Certification
Miyoko Nishimura
, “Entropy of Market Profile” A New Method of Determining Trend Days in Futures Markets
Adam Sorab, Does it really pay to sell in May? Or is there a better way?
14:30 – 15:30 Alan Hull, Breakout Trading
Breakout trading is one of the most popular forms of short term trading in use around the world today…and that’s because it simply works. Breakout trading is momentum trading following a breakout from a point of agreement. A key feature of this style of trading is that breakouts can occur regardless of what the broad market is doing (rising, falling or even moving sideways) and therefore it will find traction in most market conditions.
15:30 – 16:00 Afternoon tea, networking and exhibitor visits
16:00 – 17:00 Saleh Nasser, Playing with Indicators
Markets have been more difficult to trade lately, especially with the increasing volatility, more specifically during the past few years. Many traders have been using “mathematical” indicators in their classical form without making much changes either in their calculations, or interpretation. We will look at new ways to interpret and use these indicators.
17:00 – 18:00 Own Time, Optional Meet-the-Speaker and Subject meetings
Group discussions will be arranged. Some speakers may be available to join groups or be available for discussions.
19:15 – 22:15 Sydney Harbour Dinner Cruise
Assemble in Primus Hotel foyer at 18:45. Coach transfer departs Primus Hotel at 18:55
Saturday 22 October 2016
07:45 – 17:00 Registration desk open
07:45 – 15:30 Exhibition open
07:45 – 08:15 Arrival tea and coffee
08:20 – 08:30 Morning announcements
08:30 – 10:00 John Bollinger, Building Trading Systems Today – The Best of the Old and the New
In his two-part talk John Bollinger will first compare and contrast the benefits and weaknesses of two conceptually different approaches to generating trading system ideas, first principles and search. In the second part of his talk he will present SystemView, a new open-source software project written in Python. SystemView visualizes trading-system data and is especially useful for understanding system-performance dynamics where the data may not be normally distributed, making traditional system performance summary statistics moot.
10:00 – 10:30 Morning tea, networking and exhibitor visits
10:30 – 12:00 Panel Discussion: Technical Analysis: Past, Present and Future
Considering the past three 15 year periods, 1971-1985, 1986-2000 and 2001-2015; what can we expect in 2016 to 2030. 11. What will change? What skills will be required? How might we best prepare?
12:00 – 13:00 Lunch, networking and exhibitor visits
13:00 – 14:00 Daryl Guppy, Breaking the Tyranny of Modern Markets
Daryl will examine the changes taking place in the financial markets. This includes the effects of HFT, growth in the use of ETF’s, Algorithmic trading and liquidity concentration. How does this effect traditional chart analysis? What is the impact on trade execution? What are the best survival methods going forward?
14:00 – 15:00 Trevor Neil, Using Power Channels in Your Analysis and Trading – New Technique
Technical analysts do not always agree how to define pivot levels of support and resistance. They do not always agree which points to join to draw a trend line. They do not agree on how to set targets from trend line breaks. With all this subjectivity it is impossible to test the effectiveness and profitability of trading using trend lines.
15:00 – 15:30 Afternoon tea, networking and exhibitor visits
15:30 – 17:00 Rolf Wetzer, Cycles in Trading, Empirical Mode Decomposition
The concept of cycles is very popular among technical analysts. Books and articles define them in various shapes and lengths. They are also very appealing to investors since they imply the old idea of buying low and selling. Unfortunately, trading is not that easy and in reality, identifying and measuring cycles properly seems to be very hard. Most of the tools suggested fail since asset prices behave non-linear and most of the properties are time depending. This presentation describes a technique to identify cyclical behavior called Empirical Mode Decomposition (EMD).
17:00 – 18:00 Own Time, Optional Meet-the-Speaker and Subject meetings
Group discussions will be arranged. Some speakers may be available to join groups or be available for discussions.
18:30 – 22:30 Conference Grand Dinner
Assemble in Primus Hotel foyer at 18:00. Coach transfer departs Primus Hotel at 18:05
Sunday 23 October 2016
07:45 – 17:00 Registration desk open
07:45 – 15:30 Exhibition open
07:45 – 08:15 Arrival tea and coffee
08:20 – 08:30 Morning announcements
08:30 – 09:30 Francesco Caruso, Revisiting the Classical Definition of Trend through the Profitability Analysis of a Directional Model
As technical analysts, we are used to define a trend by its visual structure: but this is just the surface of the story. What does “trend” and “trading range” really mean in terms of profitability? How you can use the market itself to generate essential information on its own response to directional techniques and models? Can this information be used as an operational filter? Francesco Caruso will present the construction of a directional model based on the Heikin-Ashi technique and will discuss the implications of the results, focusing on the statistics. Then he will discuss the application of this directional model to asset allocation through a multi-portfolio strategy.
09:30 – 10:30 Mathew Verdouw, Quantitative Technical Analysis Testing
Investment Professionals are under pressure to be more quantitative in their process. Many Analysts and PMs are continually asked to validate their signals, strategies, and money management practice. Very few have the time to learn coding languages, or the time and resources to hire and manage a programmer, but they still have an urgent need to test and benchmark new ideas on a continuous basis. Mathew will explore some of the issues above and illustrate a simple quantitative approach to validate different technical ideas and generate consistent reports that benchmark strategies without introducing the biases of traditional back-testing.
10:30 – 11:00 Morning tea, networking and exhibitor visits
11:00 – 12:00 Andrea Unger, The Evolution of Algorithmic Trading and the Role of Technical Analysis
Markets have been changing over the years particularly with the introduction of algorithmic methods. The changes are not even, there are major differences in behaviors between individual markets. We will take a look into the evolution of Algorithmic Trading to show how well known Technical Analysis concepts have reacted to these new forces driving price behavior. Traders with a proper mindset, ready to face changes, and with required skills may choose to approach the markets using automated algorithmic tools.
12:00 – 13:00 Lunch, networking and exhibitor visits
13:00 – 14:00 Power Hour Session 2
Takashi Nakamura, Cycle analysis of the Japanese stock market under Abenomics
David Keller, A Student Pilot’s Guide to Technical Analysis
Muhammad Alfatih, The Power of Alternations
Julius de Kempenaer, Navigate markets with Relative Rotation Graphs
Stephen Harvey, The “Jaws of Death”
Muhamad Firdaus, A Systematic approach to Multiple Time-frame Trading
14:00 – 15:00 Alan Clement, Making Fear Your Friend: Quantifying Sentiment to Improve Market Timing
What if we could quantify the sentiment of market participants to improve our market timing and keep us on the right side of the market? In this lively and thought provoking presentation, Alan will seek to demonstrate how the term structure of volatility futures can be used as leading indicator to determine the future direction of the stock market with high accuracy. In a real world example, he’ll step through the process of using this input as the basis for a trading strategy. With the management of risk a key part of any strategy, Alan will apply a number of filters and controls and also look at how intermarket measurements can be used as a reliable method to determine risk in the overall stock market.
15:00 – 15:30 Afternoon tea, networking and exhibitor visits
15:30 – 16:30 Gary Stone, Investing for Retirement, Sensible Approaches using Technical Analysis
Gary draws on his twenty-year research and trading experiences with mechanical systems to present specific technical analysis techniques that best suit the time poor DIY investor that wants to outperform the market and the mainstream investing avenue of mutual funds, for many years to come. The outcomes of his research and the practical use of these technical analysis techniques as profitable timing tools are discussed. With emphasis on profit through practical process rather than through theoretical perfection. Based on his research and ensuing trading outcomes, Gary will summarize which techniques are better suited to different investing timeframes and personalities.
16:30 – 17:00 Conference closing address