Be the first to like this
This is a presentation by Kingsley Jones, CEO of Jevons Global Pty Ltd.
Kingsley has been involved in financial markets for close to twenty-five years. During that time, traditional quantitative analysis rose to prominence, as did the importance of technology in trading. In this talk, Kingsley will reprise some of the key ideas that have developed in trading: 1) the importance of order-book analysis; 2) the marriage of technical analysis and behavioural finance; and 3) the role of high performance computing in processing large data sets. We illustrate the confluence of all three on the speaker's own technical indicator: the cost-basis sentiment index. We show how it lies at the intersection of these three trends and show how to speed it up using some mathematical ideas from the theory of parallel computing.