Дополнительные сведения:
ACADEMIC ACHIEVEMENTS
39th International Symposium of Forecasting (ISF 2019) Thessaloniki, GR
Conference Participant
Name of the work: “Stalking the Lizard: Validation of a Technical Analyst’s Track record”
Authors: Prof. Roy Batchelor, Ms. Ekaterina Efimova
Abstract: This paper takes a careful look at the public record of trades by one analyst, an avowed follower of the cultish Elliott Wave (EW) Theory. We find that (a) there are many disjoints between prices published by the trader, and prices available on the trade dates, (b) claims of apparent outperformance are not supported by simple benchmarking, and by more formal bootstrap tests, and (c) it is unclear how, or how consistently, the recommended trades align with EW principles. The study raises issues over the way forecast performance is communicated to clients, and the use of sophisticated-looking theories as window dressing for more eclectic approaches to forecasting in the stock market.
INTERESTS: Auditing, Political Economy, Financial Analysis, Technical Analysis, Art, Windsurfing
IT: Proficient in MS Office (Word, Power Point, Excel); Knowledge of MetaTrader (4, 5), MATLAB, EViews, Bloomberg and R