Linda Bradford Raschke has been a full time professional trader since 1981, when she began her career as a market maker on the exchange floor. She is President of LBRGroup Inc, a registered CTA since 1991, and President of LBR Asset Management. She has been the principle trader for the Granat Fund LLC since 2004, and her hedge fund was ranked 17th out of 4,5000 by BarclaysHedge for the best five year performance. Linda was recognized in Jack Schwager’s book, The New Market Wizards. She was on the Board of Directors for the Market Technician’s Association for 3 years, President of the American Association of Professional Technical Analysts, and has been featured in dozens of financial publications.
Linda Bradford Raschke
Linda Bradford RaschkePresident, LBRGroup Inc
Presentations for the STA
STA Monthly Meeting September 2013 Quantifying Market Structure and Modelling Persistency of Trend
Linda’s talk will explain the way she quantifies market structure and how she then uses this in her trading models. One of her favourite projects in the past 6 years was modelling instances where there was ‘persistency of trend’ or what she calls, “extended runs”. The frequency of occurrence of these trends and the consistency of the statistics behind them is surprising. Linda will review some of the more common technical conditions or patterns that lead to “extended runs”, and explain the difference in her experience, between modelling price behaviour and actually trading.Quantifying Market Structure and Modelling Persistency of Trend