IFTA2020: The Power of Cross Asset confirmations

Cross asset con­fir­ma­ti­ons are like a jig­saw puz­zle. All pie­ces need to fit tog­e­ther. Yet, the­se are a moving tar­gets and the pro­cess needs regu­lar moni­to­ring. The cross asset envi­ron­ment it deli­vers and the diver­gen­ces it high­lights are so many con­fir­ma­ti­ons that we belie­ve wide­ly impro­ve Invest­ment and Tra­ding decisions.

In this pre­sen­ta­ti­on, we will explain the basic tenets of our pro­prie­ta­ry MJT oscil­la­tor metho­do­lo­gy (www.mjtsa.com). It aims to cap­tu­re the cycli­cal rhythm of any instru­ment over any fre­quen­cy to iden­ti­fy cur­rent, and anti­ci­pa­te future, mar­ket inflec­tion points (for exam­p­le, inter­me­dia­te or important tops or bot­toms, as well as Buy the Dips or Sell the rebounds oppor­tu­ni­ties). It is this pro­s­pec­ti­ve timing we use to coor­di­na­te the cross asset envi­ron­ment we expect over the next few quar­ters, months or weeks. We will show how we first per­form top-down Inter­mar­ket Ana­ly­sis on key dri­vers (such as main equi­ty inde­xes, main cur­ren­ci­es, main bench­mark bond yields, gold, cop­per, oil and rela­ted rati­os), and then con­firm our con­clu­si­ons bot­tom up with the use of Cycli­cal Ana­logs. We will then show how we map out our who­le invest­ment uni­ver­se vs this cross asset frame­work. We will con­clude the pre­sen­ta­ti­on using our FinGraphs.com retail trend ana­ly­sis plat­form, whe­re users can upload mar­ket mosaics com­pri­sing up to 16 strea­ming graphs from all asset clas­ses, for intra­day and intra­hour cross asset monitoring.

Jean-Fran­çois Owcz­ar­c­zak is the CEO and Chief Invest­ment Offi­cer of Manage­ment Joint Trust SA, a com­pa­ny foun­ded in 1969 in Gen­e­va Switz­er­land, which pro­vi­des insti­tu­tio­nal mar­ket advi­so­ry ser­vices based on pro­prie­ta­ry algo­rith­ms. The metho­do­lo­gy uses Timing oscil­la­tors, Trend ana­ly­sis and Pri­ce Tar­gets cal­cu­la­ti­ons to moni­tor risk/reward and cycli­ci­ty as well as pro­ject likely mar­ket sce­na­ri­os over time frames ran­ging from lon­ger term charts to intra­hour. Covera­ge includes cir­ca 5’000 instru­ments over all asset clas­ses (stocks, inde­xes, ETFs, com­mo­di­ties, bond inde­xes and inte­rest rates).

Jean-Fran­çois star­ted his care­er in invest­ment ban­king in 1998 (Pari­bas, then Deut­sche Bank in Lon­don), joi­n­ed MJT in 2003, was award­ed the Inter­na­tio­nal Fede­ra­ti­on of Tech­ni­cal Ana­lysts’ Bron­wen Wood Memo­ri­al Award in 2013 (for the best CFTe cer­ti­fi­ca­ti­on diplo­ma paper in the world during 2012) and also holds the FRM Finan­cial Risk Mana­ger cer­ti­fi­ca­ti­on deli­ver­ed by US GARP. MJT’s rese­arch pro­ducts and plat­forms were nomi­na­ted 13 times sin­ce 2015 as Fina­list in various cate­go­ries of “the tech­ni­cal ana­lyst awards”, and The Capi­tal Obser­ver (a joint-ven­ture month­ly cross assets rese­arch publi­ca­ti­on co-edi­ted with a Dia­pa­son Cur­ren­ci­es & Com­mo­di­ties, a Lon­don based macro rese­arch firm) won the “Best Spe­cia­list Rese­arch” cate­go­ry in 2018.

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