Valérie Gastaldy

Valérie Gastaldy

Founding Partner, Day by Day
STA Meetings : Speakers : Valérie Gastaldy

Valérie Gastaldy graduated from ESSEC in 1985 to join immediately France’s largest broker at the time, Meeschaert-Rousselle, where she launched the first OTC index option in 1986, before being a market-maker on MONEP and then a prop ‘trader. Technical analysis appeared more adequate than fundamentals to answer her needs for short-term risk management.

As she witnessed both the 1987 crash and the 2000 bubble, she felt the urge to understand the causes of market excesses. Behavioural finance was a natural answer, and she developed a three stage approach to market analysis combining long-term cycles to frame the economic background, sentiment evaluation to pinpoint reversal risk, and tactical chartism to identify triggers. This method allowed her beating all sell-side fundamental analysts’ recommendations on European Equities three years in row, in turmoil of the 2008 crisis.

A founding partner at DayByDay, she is in charge of market strategy for institutional clients. She also teaches technical analysis to MBA students at Skema Business School.

Presentations for the STA

STA Monthly Meeting January 2006 Implied Volatility versus underlying entities

Implied volatility and put-call ratios are the only exact measure for sentiment that everyone can access. Making simple assumptions on how market-makers and the crowd (retail and institutional) behave, it is possible to derive from implied volatility an excellent gauge of fear and greed. Combined with price analysis, it increases the probability of spotting medium term trend reversals. It also appears that implied volatility obeys Dow theory, and can be analyzed as an asset of its own, therefore calling for trend reversals in volatility.

Valérie will provide recent examples and will share her experience of the methodology’s strengths and weaknesses.

IFTA 2014 Power Hour - The chart most likely to ...

During the ‘Power Hour – The chart most likely to …‘ the panel show their favourite charts and discuss their technical outlooks on certain financial markets.

Power Hour - The chart most likely to ...
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Speakers

STA Videos with Ms. Gastaldy

  • IFTA2014 - Power Hour - The chart most likely to ...

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Next STA Meeting

STA Monthly Meeting – October 2019

Tuesday 8th October 2019 at 6.30pm

Speaker: TBC

Future STA Meetings

STA Monthly Meeting – November 2019

Tuesday 12th November 2019 at 6.30pm

Price matters but process more so

Speaker

Andy Dodd MSTA, Louis Capital Markets

STA Christmas Party and AGM

Tuesday 10th December 2019 at 6.30pm

Speaker

No speaker for this event; a fun quiz instead

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