Riccardo follows large- and mid-cap European and U.S. equities, paying attention to domestic and foreign equity indices, currencies, commodities, and interest rates. As a medium-term trend follower, his approach is strongly quantitative in nature; particular attention, however, is devoted to identifying reversal patterns characterized by excessive consensus among investors.

Riccardo will summarise all his knowledge and experience about trend following as an investment and trading technique.

A presentation by Fred Stafford of his 40 year progress in pinpointing exact pre-determined tops and bottoms for all investment vehicles.

Fred will analyse elements of Gann to illustrate his system. He will refer to recorded past analysis predicting precisely the price and time of major turning points for a selection of equities, currencies, commodities etc. At the end of the talk he will leave members with a number of charts indicating future tops and bottoms for their consideration. The future need not necessarily emerge out of the fog but often be planned for with some certainty.

Martin will talk about his latest book, co-authored with partners Joe Turner and Tom Kopas, Investing in the Second Lost Decade. He will show how he uses technical analysis to navigate secular and cyclical trends in stocks, bonds and commodities.

On March 24 2000 the S&P Composite began a secular bear market and by June 1 2012 had lost 17% from that peak. When adjusted for inflation the drop exceeded 30%. In this presentation Martin Pring will explain why he thinks the secular bear market in equities has further to run and why the buy hold approach will continue to be a failed strategy. In doing so he will outline the root causes of secular bears and the conditions that will signal the next secular bull. Long-term trends in commodities and interest rates are germane to this analysis and will also be covered. Finally, he will introduce the Dow Jones Pring Business Cycle Index (DJPRING), a new rules based index that capitalizes on these concepts.

Mick’s presentation will explore the diversification that can be provided by managed futures in an investment portfolio. He will introduce managed futures and provide a brief background to the industry and the markets traded. The presentation will cover the strategy’s correlation to equity markets and show real life trade examples and the diversification achievable with Managed Futures.

Tom’s talk will touch back onto his Rhythm of Time lecture and see what worked/did not work out – ie. look back at some cycle activity (even including sunspots), and then touch on some concepts in Technical Analysis, such as Lucas Tables and the Padovan sequences for forecasting, and incorporate the more esoteric in passing too. He will broach the subject of market behaviour past and future, using exogenous shock examples etc. He then aims to outline briefly the misconceptions in the analytical world such as Gausian theory; also on Fractal arguments put forward by Mandlebrot, to better understand market behaviour.

In his presentation, George Davis will discuss the technical approach and methodology that he uses to analyse FX and fixed income markets. An overview of chart types and indicators will be addressed as part of his approach, along with the role of intermarket analysis. This framework will then be applied in “real time” in order to assess some of the key intermarket themes that are currently impacting the various asset classes. This will be followed by the outlook for selected FX currency pairs and crosses, followed by an assessment of the outlook for key global interest rate markets, including the US, UK and Eurozone.

What can the stock market tell you about society’s mood swings? A socionomic perspective on social mood and social events.

Matt Lampert’s talk will illustrate how the emergence of many contemporary social developments – from the Arab Spring to the political and economic tensions in the European Union to the Occupy Wall Street movement – can be understood through the paradigm of socionomics. Along the way, Matt will introduce the Elliott wave model of financial market price fluctuation, distinguish it from orthodox models of financial market behaviour, discuss what the stock market’s trajectory can tell us about the likely trajectory of the character of social events, and describe new technologies and research methods that are enhancing our understanding of how social mood motivates social actions from the trading floor to the dance floor to the floors of houses of parliament.

Nicole will begin her talk by briefly going over how the cloud charts work. Then she will go over a series of different asset classes and show how well/badly they performed in 2011, in themselves, relative to opportunity costs and whether the clouds were of any use in predicting the moves. Then she will look at those where the clouds did work well and see if currently these look as though they might actually predict this year’s moves as well.

Alan Collins: Foreign Exchange
Clive Lambert: Fixed Income
Nicola Merrell: Equities
Stephanie Aymès: Commodities

Glyn’s brief talk will be concerned with the use of breadth indicators in the equity markets. In particular he will focus on the McClellan Oscillator and new ways of employing this analysis that he has been researching.

Mr Baudrillart has been using technical analysis for more than 15 years. Over that period he advised all types of investors, from intraday traders to pension fund managers. He will discuss how to successfully implement technical analysis into classical asset management strategies and will talk about the importance of time frames. Cyril will also explain why fundamental and technical analysis are complementary tools and what to do when conflicting conclusions emerge. Finally, he will discuss the strengths of market breath indicators as a valuable tool to improve market comprehension.

Robert’s presentation will cover:

• How quantitative trading methods fit into the broader context of technical analysis, efficient market hypothesis and fundamental analysis
• Practical methods for design, testing and validation of different classes of systems using a fully quantitative approach
• How trading optimisation, back-testing and walkforward back-testing models can be applied to different trading models to dramatically improve reliability and predictability
• Knowing when a quantitative system has ceased to be profitable
• The major pitfalls in developing predictive trading systems such as over-optimisation and curve-fitting.

Within his presentation, Richard will cover the current outlook for global fixed income markets, stocks and FX. He will highlight how he uses a combination of momentum, trending and sentiment to establish the directional risk and how he attempts to obtain full profit potential by staying with the trend.

As well as research into new indicators, and collaboration with the quantative world, it is “new data” that is seen as the most exciting area for new research.

At Credit Suisse, technical analysts work closely with their colleagues in the strategy teams to create and analyse bespoke sets of data. The result of this has been to generate excellent signals to identify a variety of major turning points across assets, and shifts in macro themes.

As an example of “new” data, David Sneddon will focus in more detail on the Credit Suisse Risk Appetite series of indices – Global, Equity, Credit & US Fixed Income – how they are constructed, analysed and the subsequent “risk on” and “risk off” signals. He will also briefly look at World Wealth.

Murray will present on how to combine the Elliott Wave Principle with Trend Following in order to enhance returns and seek out high probability opportunities. He will also address why Elliott’s Wave Principle is arguably the purest form of technical analysis and present his current market outlook across the macro asset class space, including some socionomic analysis.