Alberto Vivanti

Vice President and head-chapter of SAMT. Technical and quantitative analyst

Since the early 1980s, Alberto Vivanti has been a technical and quantitative analyst, as well as an asset manager with Swiss institutions. He is Vice President of the Graubünden and Liechtenstein Chapter of the Swiss Association of Market Technicians (SAMT). In 2003, Alberto founded Vivanti Analysis, a Swiss independent provider of investment strategies and asset allocation techniques for institutions and private investors. Alberto is an author of a technical newsletter, a lecturer at institutions, an organizer and instructor of technical analysis courses in Switzerland for the IFTA certification, author of articles and books, and co-author of a book with Perry Kaufman. Alberto chaired the 2006 IFTA conference in Lugano. He was a speaker at both the 1998 IFTA conference in Rome and 2006 in Lugano. For many years, Alberto has been a regular contributor to Swiss radio financial news.
Alberto’s work is a technical/quantitative approach to investing through the application of proprietary, momentum-based allocation models, with a focus on sector investing through relative strength techniques. He is a regular contributor to SAMT’s Swiss Technical Analysis Journal and other professional publications and websites.

The main focus of Alberto Vivanti is a technical/quantitative approach to investing through the application of proprietary momentum based allocation models, with a strong accent on sector investing through relative strength techniques. He contributes regularly to the Swiss Technical Journal of SAMT and other professional publications and websites.




Trend Filtered Momentum Based Allocation Strategies on Equities Sectors. Tools for Enhancing the Quality of Portfolio Returns.

The role of today’s market technician is more and more oriented towards the optimization of the investment process in global asset allocation. A huge contribution to the algorithmic analysis is given by momentum based techniques as a basic component of quantitative allocation models.
This presentation will introduce the methodology for obtaining a risk-controlled portfolio by combining ETFs on equities sectors, through a bottom-up selection based on trend following techniques. In fact, trend based strategies can dramatically improve the risk optimization factors in portfolio construction by reducing volatility through a trend based variable exposure and multiple weighting criteria. Their application is quite flexible, it may range from global asset classes to single components in a specific market and the modern diffusion of ETFs helps its implementation dramatically. Yet, their combination requires an analytical process that should consider cyclicality of volatility and correlations for an optimal blending among strategies.