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Renato Di Lorenzo
Biography and ActivitiesRenato Di Lorenzo (1944) is the Sole Administrator of RDL&A s.r.l., a research company based in Italy that studies the behaviour of the world financial markets. As a trader he operates through large banking institutions in Lugano (CH). He received the italian doctorate degree in electronics engineering from the University of Genoa in 1968, with full marks and praise, with a dissertation on the general theory of relativity. He has since been first an executive in large companies (Fiat, Aeritalia, Mira Lanza, Sidalm), then a consultant to large banking groups (San Paolo di Torino, Banca Provinciale Lombarda, Banca CRT, Banco di Chiavari, etc.), covering both the behaviour of the markets and the organization of the clients' trading activities. He has been a teacher at the Universities of Genoa and Bologna, and was offered to teach statistical matters at the Tennessee University. He is an editor of InterStat, an on-line statistics review, and is the author of 5 bestsellers in finance published by Il Sole 24 Ore, the largest economics publisher in Europe. He is a member of the Program Committees of diverse International Conferences. His actual work consists presently in entering the financial area of a client bank, and start first a teaching program for the financial executives, updating them on the very latest trading techniques. Then he covers the whole set of technical means, software and hardware, most often than not introducing the use of trading systems, some times specifically designed by him for the special pourposes of that specific client. After this impact, he follows monthly the client bank, updating them on the state of the financial markets, making them change the property portfolio according to such appraised state, and giving instructions to the commercial officers as regards the portfolio of the major clients. As a trader, as said, he operates in Lugano (CH) only through large banking institutions. He invests in the american Bourses (NYSE, Nasdaq, Amex, Toronto Stock Exchange), following a strategy that is a balanced mix between fundamental and technical analysis. In fact, a first screening of candidate companies is done by requiring that companies posess a ROE greater than their P/E, a current ratio grater than 1, a debt-to-equity ratio lower than 1, substantial earnings growth rate in the last 5 years, and so forth. A proprietary screening technique is used. After that, the candidate companies are traded using technical analysis for correct timing. A proprietary trading system called ADA is used, whose success rate in backtesting mode almost always exceeds 75%. Stop lossess are used and their respect is considered mandatory. The return of this strategy can be acknowledged through the following record obtained on the Yahoo Investment Challenge.
Papers- Renato Di Lorenzo et al.: "Multiloop Attitude Control System for a satellite with Flexible Booms", AGARD Conference, Neully Sur Seine, France, 1971- Renato Di Lorenzo: "The Application of System Engineering Methods to Economics", 1972, not published - Renato Di Lorenzo: "A Simple Approach to Vehicle Traffic Control", XX Convegno Internazionale delle Comunicazioni, Genoa, Italy, 1972. - Renato Di Lorenzo et al.: "The Attitude Control Synthesis for a Satellite with Flexible Appendages, Using the Gilbert Method", IFAC Symposium, Genoa, Italy, 1973 - Renato Di Lorenzo: "Multiloop Control of the Production Enterprise", Proceedings of the Fifth Annual Symposium on System Theory, North Carolina State University and Duke University, USA, 1973 - Renato Di Lorenzo et al.: "State Space Attitude Control Syntehsis for a Satellite with Flexible Appendages", XX Rassegna Internazionale Elettronica, Nucleare ed Aerospaziale, Rome, Italy, 1973. - Renato Di Lorenzo: "Lineamenti di una Teoria Sistemistica della Gestione dell'Impresa", Elettronica 2, Torino, Italy, 1973 - Renato Di Lorenzo et al.: "On the Attitude Control of a Satellite with Flexible Appendages", IFAC Symposium on Automatic Control in Space, Genoa, Italy, june 1973. - Renato Di Lorenzo: "A Case Study in Organization Dynamics", IEEE Transactions on Engineering Mangement, July 1973. - Renato Di Lorenzo: "Taking into Account Opportunity Cost in the I.R.R. calculations, and the Theory of the Firm", 1979, not published - Renato Di Lorenzo: una pluralità di articoli di management pubblicati su Mondo Economico, dal 1980 al 1982, ed ancora nel 1994. A lot of articles published by “Mondo Economico” from 1980 to 1982 and again in 1994. - Renato Di Lorenzo: "Detecting the Differences in the Statistical Structure of the Financial Markets - the PLI and the R/SMOM Algorithms", 1996 a, to be published - Renato Di Lorenzo: "Forecastability and Tradability", 1996 b, International Conference "Chaos, Fractals & Models '96", University of Pavia, Italy, October 25-27 - Renato Di Lorenzo e Vincenzo Sciarretta: "Evidenze Statistiche su un Nuovo Metodo di Trading", 1996 c, AF-Analisi Finanziaria, 24; english version available on request - Renato Di Lorenzo: "A Chaotic Model of the Financial Markets (CSSP)", 1996 d, accepted at the 15th IMACS World Congress on Scientific Computation, Modelling and Applied Mathematics, Berlin, 24-25 August 1997 - Renato Di Lorenzo: "The ECA Method of Forecasting and its Improvement Via a Gentic Algorithm - the Problem of the Information Content", 1996 e, to be published - Renato Di Lorenzo: "Infinite nth Moment Detection: an Un-Decidable Question?", 1996 f, accepted to ENUMATH 97, september 29th-october 3rd, University of Heidelberg, Germany - Renato Di Lorenzo: "HYPIN: Hyper-Interpolation Analysis", accepted at the Matlab Second Conference, 1997 a - Renato Di Lorenzo: "An Immune-Type Detector of Differences Between Stable-Paretian Distributions", 1997 b, to be published - Renato Di Lorenzo, “About the Trading of the Financial Markets”, 1998a, submitted for publication - Renato Di Lorenzo, “The Hill Estimator in Practice”, 1998 b, preprint - Renato Di Lorenzo, “Realistically Speaking”, Futures, March 1999, 28, 3 - Renato Di Lorenzo and Andrea Losi, “Sample This”, November 1999, 28, 11 - Renato Di Lorenzo, “The CIA explains”, Futures, April 2000, 29, 4
Books- Renato Di Lorenzo et al., "A Study of the Control and Stabilization Aspects of an Advanced Telecommunications Satellite with Flexible Appendages and Solar Arrays", European Space Research Organisation, 1972- Renato Di Lorenzo: "Come Guadagnare in Borsa", 1991, Il Sole 24 Ore - Renato Di Lorenzo: "Guadagnare Investendo all'Estero", 1991, Il Sole 24 Ore - Renato Di Lorenzo: "Guadagnare in Borsa con L'Analisi Tecnica", 1993, Il Sole 24 Ore - Renato Di Lorenzo: "Guadagnare in Borsa con L'Analisi Tecnica: gli Oscillatori", 1994, Il Sole 24 Ore - Renato Di Lorenzo: "Guadagnare in Borsa con L'Analisi Tecnica: le Figure", 1995, Il Sole 24 Ore - Renato Di Lorenzo: "Guadagnare in Borsa con L'Analisi Tecnica: le Candele Giapponesi", 1996, Il Sole 24 Ore - Renato Di Lorenzo: "The Birth of a Trading System, Fully Described (Agatha)", 1996 b, da pubblicarsi, to be published - Renato Di Lorenzo: "Prefazione" all'edizione italiana di The Warren Buffet Way, Sperling & Kupfer, Milano, 1996 - Renato Di Lorenzo et al.: “Come Creare una Piccola Azienda”, De Vecchi, Milano, 1998 - Renato Di Lorenzo: "Come Guadagnare in Borsa con Internet ", 2000, Il Sole 24 Ore
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