What Do Hedge Funds Think of Technical Analysis?

Discussion in 'Technical Analysis' started by SunTrader, Jan 29, 2023.

  1. It’s not predictive of flow lol. (1) Assets tend to move together — you can run a regression on every stock vs spx and in aggregate come up with ~0.7 r^2 (moves of spx explain moves of stock). Drivers of the stock market are expectations around earnings and interest rates. You can’t use macd /rsi/trend lines to figure out market implied earnings growth or interest rates. Momentum, which is a price related anomaly, is also much harder to harvest than people think. A good way to think about it is that prices are rough “nowcasts”.

    (2) if you start to clean up liquidity things start to look very differently, technically. E.g. throughout most of the day there’s not enough liquidity for a larger investor to move, ex-mega cap. Investors end up being stuck using vwaps through the day with a capped adv%, or using the close. All of the shapes and patterns you see are the footprint of institutional buying and selling — but it’s more like seeing waves in a pond ripple and bounce off of each other — something happened but it’s not predictive of what will happen.

    (3) the standard for trading is actually pretty high at funds and with institutional investors. Memos you write at these firms to submit an idea are typically 1-2 pages long. No one is ever using technicals as the basis for their trades lol.
    Here is an example of what goes into a long idea.

    (4) technicals are like the diet/nutrition stuff you see all day. Arguably not very helpful and most of the people using them probably won’t get into better shape. But that’s because people are either lazy and don’t want to do the actual hard work (“my friend lost 20 lbs by doing this simple diet — see? I don’t need to put in any real effort…”) or they are ignorant (google searching “best diet” is not going to get you to it lol). There are definitely some use cases for technicals and I’ve said myself that positioning data, skew, volume, and other things are useful. However, these are very minor and don’t typically drive your thesis. For the most part these technical factors can be more easily analyzed on r/python or even excel and don’t need humans interacting (and misusing) with charts.
     
    #21     Jan 30, 2023
  2. TrAndy2022

    TrAndy2022

    What Do Hedge Funds Think of Technical Analysis? =>USEFUL!
     
    #22     Jan 30, 2023
    murray t turtle likes this.
  3. deaddog

    deaddog

    That is arguable. If I can see what the institutions are doing, I should be able to guess why. I doubt that institutions are buying because they believe the price is going to fall.
     
    #23     Jan 30, 2023
  4. SunTrader

    SunTrader

    TLDR

    Shouldn't you be spending more time with the big boys - that you seem or imply that you know so much of what and every of one them does?

    One size does not fit all.
     
    #24     Jan 30, 2023
  5. zghorner

    zghorner

    The longer the time frame the more fundamentals come into play.

    It is (IMO) easier to predict short term movement than long term so I focus more on TA.

     
    #25     Jan 30, 2023
  6. How do you know it's an institution behind a trade? How do you know the direction?
     
    #26     Jan 30, 2023
  7. We all have our hobbies.

    I'm not saying one size fits all, just saying that hedge funds don't find technicals very useful.
     
    #27     Jan 30, 2023
    murray t turtle likes this.
  8. TrAndy2022

    TrAndy2022

    Rentec hedge fund is purely technical and they are one of the best!
     
    #28     Jan 30, 2023
    Laissez Faire likes this.
  9. What do quantitative funds use if they don't use price history?
     
    #29     Jan 30, 2023
  10. Price, volume, volatility, options data, interest rate data, fx rates, etc.

    Sure a pureplay momentum strategy only needs % chg on a periodic basis... but none of these people are using "technical analysis" in the retail sense (looking at charts, developing ideas on charts, etc.).
     
    #30     Jan 30, 2023