Portfolio Manager | Primary Italian Asset Manager and Member SIAT
Rosario Zammuto has 20 years of experience in the financial markets. He had significant experience in Banca Profilo, Banca Mediolanum and BPM Gestioni where he was responsible for mixed asset management lines. He works in Azimut where he was responsible for a project for the development of a consulting tool for the network of financial advisors, a tool based on the division of the portfolio into mental accounts (Goal Based Investing). Today he is Head of Fund Selection for Asset Management. He is passionate about Technical Analysis, in particular he is a scholar of Bollinger applications both as a mean revering system and as a break-out system; deepening these issues he recently won the SIAT Technical Analyst 2018 award. He believes that in the construction and use of management / consulting tools (roboadvisory, trading system etc.) the “human” contribution is a fundamental element.
Presentation Topic : “BOLLINGER, ICHIMOKU and KELTNER – ChikoBo and KeBoll strategies – Safety in Numbers“
The presentation speak about Bollinger Bands (BB) and his combination with other volatility bands. The first study combine the indications of the BB with part of the Ichimoku Kinko Hyo system. We will demonstrate with the BoLead-R strategy that the Ichimoku indicators have a better information content in identifying the trend than other trend indicators such as MACD. In the second study we combine the indications of the BB with the Keltner Band. In particular, the proprietary indicator K-Boll, which serves to identify the beginning of a probable squeeze of volatility, will be presented and we shall use it in the K-Boll strategy. We will see that Bollinger’s assertion “perhaps the most elegant direct application of Bollinger bands (BB) is a breakout system of volatility” can be interpreted as “perhaps the most profitable” direct application of Bollinger bands (BB) is a breakout system of volatility.
Conference, 28 Oct 2018, Sunday, 16.00 p.m. – 16.15 p.m.