Technical Analysis and Back-Testing for Rates (futures & Swaps) 2025 | Bloomberg Professional Services | 16 June 2025 | Webinar

Momentum-driven algorithms are increasingly disrupting discretionary trading in rates markets, so we invite you to a webinar on technical analysis and backtesting for rate futures and swaps.
This will demonstrate how technical analysis on Bloomberg can use momentum to imitate some algorithmic behaviour.

We will cover five topics:

• What is Technical Analysis and how does it differ from Fundamental Analysis?
Fair value trading (Efficient Market Hypothesis) versus non-rational sentiment (Behavioural Finance)
How TA can replicate algorithm behaviour

• Simple and complex strategies, using momentum to show trending and mean-reversion signals, in any market and in any time-frame;
When to trade a trend, when to trade mean-reversion and when to switch strategies;

• Create bespoke and advanced strategy factors, using STDY ;
Scorecard to simplify multiple TA and non-TA indicators into one signal.

• Backtest these strategies for precise entry and exit, using BT ;Optimize your indicators and factors (and how to reduce curve-fitting);
Find the best market for your strategy;
Find the best strategy for your market or portfolio.

• Set alerts and scanning for signals, using TSIG ;
Let Bloomberg find relevant signals for you (including calendar and cross-market spreads);
Reduce time looking at charts.

This webinar is appropriate for both long-term and short-term investors and traders.

2025 Speaker

Tim McCullough
Technical Analysis Application Specialist, Bloomberg