W. D. Gann was a pioneer of rule-based trading and back-testing. Of over 286 trades Gann was witnessed to make in one month, over 92% were profitable. But how do Gann’s methods and strategies hold up against today’s machine learning, whiz kids, modular math, and quant computing?
In this webinar, D’mitri Richardson, CMT, will break down the back-testing of Gann’s methods on today’s markets to show Gann found something much bigger than algorithmic trading.
“You do not have to take my word for it. Look up the records; examine the facts and satisfy yourself.” -W. D. Gann.
W. D. Gann’s strategies were based on constants in nature which Gann believed to cause movements in financial markets. These constants quantified mass psychology and converted it into precise mathematical formulas which are able to lead financial markets. Quant methods and machine learning still follow previous price data.
You will also learn why humans struggle to trade quant strategies, how modern market science and back-testing can be flawed, the real truth about automated trading, and how Gann’s strategies stack up against quant methods.
Plenty of time will be reserved at the end for questions. This webinar was only be broadcast live at 3pm on Wednesday, January 5th, and was not recorded or posted.