Technical Presentations  
Webinars and PowerPoint Presentations  
Spectral Dilation
Codifying the fractal nature of market data - John Ehlers Presentation to the MTA -- March, 2013
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Anticipating Turning Points
John Ehlers discusses the use of probability density functions to enhance all your indicators.
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Optimization Failures
John Ehlers discusses the problems with optimization and how he would suggest traders go about finding a winning trading system.
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Trading Multiple Systems
Former rocket scientist John Ehlers explains how he uses eight different systems to trade a wide range of markets.
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Detrending Data
Many traders use detrending to clarify the trend in a data series but John Ehlers has researched this and come to some interesting conclusions.
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2008 Traders Expo
Presented at the Los Angeles Traders Expo in June 2008. It is an extract from the Runner Up to the MTA's Charles H. Dow Award on how to build trading strategies by measuring the Probability Density Function and anticpate market turning points.
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2007 AFTA
The key points covered in this seminar include:

Description of the Hurst Coefficient and display as a heatmap
Probability of losing
Bertrand's Ballot Theorem
Probability Density Functions and their application to detrended data
Fisher Transform
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Colleagues in Trading 2006
One-day seminar in San Simeon (near Hearst Castle) covering a wide range of topics.
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TradeStation World 2005
The key points covered in this seminar are:

Eight different nonlinear smoothers are described (with EL code)
Buy/Sell Event is created to enable the indicators to become strategies
Hysteresis Channel is added to preclude whipsaw trades
Stop Loss is added as a safety net
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TradeStation World 2004
The key points covered in this seminar are:

Probability of market prices are explained
EL code is given to create Probability Distribution Functions (PDF)
Fisher Transform to yield a near Normal PDF is described (with EL code)
Strategies using the Fisher Transform (with EL Code) are given with trading results
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AFTA 2003 - Instantaneous Trendline
The key points covered in this seminar are:

Market Trend Modes and Cycle Modes
Derivation of a new Instantaneous Trendline (A Trend with no lag)
Instantaneous Trendline Indicator
Derivation of a Leading Trade Signal
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TAOTN 2002
The key points covered in this seminar are:

The Philosophical Reason for Market Cycles
The comparison of MESA and Fast Fourier Transforms (FFTs)
Basic Tools: Moving Averages and Momentum Functions
FIR Filters
Isolating the Cyclic Component - comparison to the Stochastic RSI
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