The Bulls & Bears report has remained popular with our clients for a number of reasons including:

• providing accurate, high quality, timely reports
• reasonable price for great service
• innovation
• withdrawing from the market with a timely warning that market conditions were unstable
• NOT attempting to guess or give inacurate commentary just for the purpose of taking your money

We are now back in the market place, continuing our tradition of innovation with new methods, new products, higher profitability, very reasonable prices & the same reliablility!

Our focus has now shifted to Systems Trading & we are offering cutting edge products for Traders & Investors.

Please take a look at our products & take advantage of our no obligation free trial reports, enquire about our MDA Investments or just join one of our partners by starting an on-line account before you trade.

Brian Jagger: Director

Before beginning his new career in the stock market Brian Jagger worked as an engineer for Telstra, developing & designing his intelligent payphone concept which he patented through the organization. He continued his work, designing systems for the phone to work over the Australia wide network.

He then headed a technology strategy cell, which provided information to the organization on new trends & developments in technology.

After leaving Telstra, Brian worked as a consultant, assisting startup businesses in developing technology, presentations, business cases & creating organizational structures.

Brian has been actively trading since 1999. He started his professional trading career using technical analysis techniques. Practical experience and an extensive engineering background led to more mathematical and empirical methods. By designing his own "options opportunities" calculator he was able to determine the best options trades at any particular time in the market. This technique enabled him to achieve better than 4% profit per month over the 18 months during which he traded options on ASX stocks.

But Brian wanted to more reliably define market risk and develop strategies that he could profitably trade in all market conditions. After a search for "best practice" methods in the market, he settled on systems design and back-testing as the best method of quantifying market risk.

Brian has continued to refine his programming skills, applying creative ideas to systems design. While many systems designers use well established concepts and market indicators, "tweeking" values to achieve the best results, Brian has developed a large number of unique market gauges based on the practical manifestations of "fear and greed", which he believes are reflected in stock prices by technical analysis in an empirical sense.

While Brian specializes in developing trading systems for the Australian market, he is currently adapting and applying these methods to other markets not only for trading futures and CFD's, but also options and warrants.

You can see the results of Brian's trading system developments by clicking on For Investors or For Traders.

SYSTEMS DESIGN:

What we are actually doing when we look a price and volume graphs is looking at a physical manifestation of the psychology of herd mentality as applied to the stock market.

The actions of the herd repeat over and over, but the patterns that form are not always predictable. We need to use systems to isolate and optimise the resulting opportunities.

Using a combination of market knowledge, engineering, statistics and programming, we can observe, postulate, predict, develop and test systems using historical data to determine the likelihood of success and percentage profit.

The market conditions change over time, but the basic psychology on which stocks are traded (fear and greed) persist. The real changes are technological and regulatory. New instruments and derivatives are added, computer trading expands, markets become more global and stay open longer and new players (hedge funds and the like) appear. Regulators impose temporary shorting bans, restrictions on leverage and on rouge trading!

So far, over time, the net effect has been to enhance rather than degrade systems performance, mainly due to inherent statistical nature of back-testing. If the basic market psychology remains constant but sample size increases due to higher volumes and computerization, statistical significance increases, patterns become clearer and confidence in the test results builds.

Brian Jagger
Grad Dip - Electrical Engineering
Post Grad Diploma - Entrepreneurship and Innovation
Master of Technical Analysis