Riccardo Ronco

SIAT Member. Senior Technical Analyst at Caxton Associates

Senior Technical Analyst at Caxton Associates.

At Caxton Mr. Ronco follows FX, rates, equities and commodities with a macro view. As a medium-term trend follower, his approach is strongly quantitative in nature; particular attention, however, is devoted to identifying reversal patterns characterized by excessive consensus among investors.
Mr. Ronco brings more than 20 years of experience in trading, quantitative analysis, and teaching technical analysis in the United Kingdom and Italy. Prior to joining Caxton in April 2016, Mr. Ronco worked for ADB Sim, Credit Agricole Indosuez, Banca Intesa, Banca AntonVeneta (MontePaschi Group), FBR Capital Markets and Aviate Global.
A member of the Market Technicians Association (MTA) and Honorary member of SIAT, Mr. Ronco was a speaker at the 2015 MTA Annual Symposium in New York, at the 2011 IFTA presentation in Beijing and at the 1998 IFTA conference in Rome. He has contributed with several presentations to the MTA (London Chapter), the UK STA and Italian SIAT associations since the early 90s.
His work is mentioned in the book Capital Market Revolution: The Future of Markets in an Online World by Patrick Young. Mr. Ronco received his degree (with honors) in Economics from the University of Turin.
He currently holds the Chartered Market Technician (CMT) Level 1-2 and CFTe diplomas.

 

 

ABSTRACT

Trend following: sectors, factors, asset classes

Multi asset class Trend following profitability has been under pressure for many months. Looking at robust applications at a sector and factor levels for US, EU and global equities. Role of trend following not only as a bullish/bearish “regime” detector but also as a strategy selector. Impact of correlation / volatility for trend following in equities, bonds and commodities and comparison with risk parity. Finally, comparing traditional trend following models with my latest line of work.