Robert Grigg

Profile

Robert Grigg is a past National President and a Life Member of the Australian Technical Analysts Association. He is also a former Director of IFTA.

He is the Director and Investment Manager at Crystal Blue (Aust) Pty Ltd. He has managed private investment funds for the past 25 years. He is also a Director of consulting firm CQL Pty Ltd, working in the quantitative field. He has had a strong interest in quantitative trading methods for the last ten years.

He has delivered presentations on quantitative trading in Australia, Singapore, Malaysia, India, Germany, UK and Egypt. His earlier career was in the Oil Industry and then in Corporate Strategic Consulting. He has technical backgrounds in Operations Research, large scale computing and Accounting.

Presentation Abstract

The future of Technical Analysis perhaps?

Where do quantitative methods fit in the technical analysis landscape? Quantitative methods need facility with computing, computational processes, probability theory, statistics and machine learning. In skilled hands, technical analysis and quantitative methods can build excellent trading systems. The quantitative process allows testing and establishing the risk and reward profile before commitment. Ongoing checks can then track the “health” of a system so it can be “tuned” to the market over time. The process aims to use the “scientific method”, allowing evidence based decisions. Should we ignore its growing popularity?