Robert
M. Barnes
Robert M. Barnes, a trader, business analyst, and broker for more than twenty years, lives with his family in Savannah, Georgia. A
prolific author, his books on quantitative trading methods and portfolio management include Trading Systems Analysis (McGraw Hill, 1997), Trading in
Choppy Markets (Dow Jones Irwin, 1997), and High Impact Day Trading (Dow Jones Irwin, 1996). His articles have also appeared in Futures magazine and
Stocks and Commodities. He has lectured at the New School in New York, and is currently consulting for various CTAs. Robert has developed many
customized trading and portfolio management software programs for an impressive list of clients, including IBM, Merrill Lynch, Louis-Dreyfus and
Morgan Stanley. Robert also uses his considerable background in statistics to model, forecast, and simulate investment, government, and industry
operations. He has developed many new theories of price behavior, risk/reward statistics, derivatives and arbitrage strategies, forecasting
functions, Monte Carlo simulations, buy/sell timing methods and forensic techniques including the Directional Relative Volatility Index and the
Volume-Price method, which are covered in his presentation. |
