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Ben Warwick is president of Hegemony Advisors, a futures money management firm. He is also sole advisor for the Event Trading Fund, L.P. (assets under management of $2 million plus). In addition, Ben trades his own account as well as large individual accounts. Ben received a B.S. degree in chemical engineering from the University of Florida and an M.B.A. from the University of North Carolina. His thesis in graduate school examined the non-random characteristics of the futures market. Ben’s trading career began in 1990 when he accepted a position at Bacon Investment Corporation, a large CTA firm. He joined Interstate/Johnson Lane, a regional brokerage firm, in 1993. Ben’s work has been featured in many trading publications, including Stocks and Commodities magazine, the Market Technicians Journal, and Managed Account Reports. His first book, Event Trading, represents the culmination of six years of research examining the response of markets to releases of fundamental information. His newest book, The Handbook of Managed Futures and Overlay Programs to Manage Risk, was released in 1996.

Here's one of Ben Warwick's recent presentations.

Event Trading in the Futures Market

Expert: Ben Warwick
Type: PDF Workbook MP3 Audio
Running Time: 90 minutes
Availability: Now
Average Rating:

Event trading is a new and exciting technique for trading the financial and commodity markets. It represents a third major approach to trading, distinctly different from technical or fundamental methodologies. Designed to capture profits from market reactions to news events, event trading provides a systematic approach for exploiting a wide variety of market-moving events such as economic reports, interest rate changes, and surprises in corporate earnings.

Ben discusses how he utilizes this new technology to trade the currency, interest-rate sensitive and agricultural markets. You will learn how event trading and breakout analysis differ from the traditional "consensus versus actual" method. Ben then shows you which types of news releases have given the most consistently profitable trading signals in each market. The workshop covers the use of several powerful statistical methods that can show which trades truly capture an inefficiency and which ones give only random results.

This is the first TAG workshop that focuses upon these techniques as an integrated topic.

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