TSAA-SF December Monthly Virtual Gathering
December 2, 2025 (Tue) at 5:00 PM PT
Zoom
TITLE:
Nowcasting: Using Logistic Regression for Timely Detection of Market States
DESCRIPTION OF THE TALK:
Join us December 2nd and hear this interesting and informative lecture by the author of the textbook used in FI 358: Technical Market Analysis Strategies.
Mr. Aronson’s lecture will discuss how Logistic Regression, a form of multivariate regression, can be used to detect the presence of market states that imply future price behavior.
The lecture will focus on “bear market” and “market topping” states. Results will be shown and attendees will have access to free software designed to select the most relevant variables from a large list of candidates. It provides p-values that have been adjusted for data mining bias. Current estimates for the probability of a topping or bear market will be provided.
Additionally, Mr. Aronson will provide an overview of Objective Technical Analysis, the theme of his popular book, Evidence Based Technical Analysis. EBTA examines how you can apply the scientific method and statistical tests to determine the true effectiveness of technical trading signals.
Speaker:
David Aronson, author of “Evidence Based Technical Analysis” (John Wiley & Son’s 2006), is adjunct professor of finance at the Zicklin School of Business where he has taught a graduate level course in technical analysis and data mining since 2002. Previously he was a proprietary trader and technical analyst at Spear Leeds & Kellogg and has founded several companies offering quantitative solutions for institutional trading firms, including his current firm, Hood River Research, which does consulting work in applying predictive analytics to financial markets.
Aronson is considered by many quants to be one of the first authors to seriously address the subject of data-mining bias in trading system development. His popular book “Evidence-Based Technical Analysis” is a must read for system developers. One of the interesting things that most people do not know is that David was a pioneer in the use of machine-learning in financial markets going back over four decades. Over that time, he has become an expert in developing predictive models using trading indicators.
Please note: these monthly gatherings will now be members-only. If you're not already a dues paying members, please join us!
Please join us for our next TSAA-SF monthly gathering of our membership. At these events we celebrate our Technical Analysis Heritage. Each month the members meet and consider the many aspects of T.A. or visual financial data analysis. The programs will profile the charting methods and techniques of our members and guest presenters.
Mike Jones, Nick Chong, and Bruce Fraser are our co-hosts at these meetings.
Zoom link will be sent out to registered attendees. This event is open to dues paying members only.
Best regards,
TSAA-SF
