MACD/RSI Analyses Reveal Volatility Signals in Public Policy

Thought Leadership Webinar: Public policy drives price action; it is not an exogenous random variable. See how fundamental MACD and RSI analytics can be applied to public policy data to anticipate and measure market reaction functions.
September 27, 2023

10:00 - 11:00 a.m. EDT
3:00 - 4:00 p.m. BST

  Presented By:
Barbara C. Matthews
Founder and CEO of BCMstrategy, Inc.

Lydia Danas
Student, William and Mary

 Session Length:
60 minutes


About This Webinar

The frontier of risk measurement can be found where quantification and language meet.  Markets know that public policy drives price action, predominantly from headline risk.  Advanced technology now makes it possible to measure momentum in public policy objectively to identify patterns, trends, and signals.

Using over four years of quantitative momentum data derived from public policy language, we applied traditional MACD and RSI analysis to the data and to selected market data.  This webinar describes the results of that research.  Webinar participants will receive the White Paper with the full research results. Key takeways include: 

  • How to overcome basis risks between verbal public policy risks and quantitative market risks.
  • How to measure risks and configure volatility signals using language-derived public policy data.
  • Public policy risks are neither random nor exogenous; objective data can be used to illuminate repeatable patterns and trends.

About Our Expert  


Barbara C. Matthews the Founder and CEO of BCMstrategy, Inc., a data company that helps portfolio managers and advocates make faster and better data-driven decisions regarding public policy trajectories.  The company uses award-winning, patented technology to measure public policy risks by converting official sector words into objective momentum measurements and structured language suitable for training ML/AI programs. Ms. Matthews is the author of the patent.

Ms. Matthews is a globally recognized public policy and quantitative finance leader.  Her track record of successful innovation and founder leadership includes building teams, chairing meetings, delivering speeches, and negotiating consensus-based agreements on five continents.  She has consistently been the first executive to forge new paths that add lasting franchise value with durable, high-performing teams in both private and government sectors.

In government, Ms. Matthews had the honor to serve as the first US Treasury Attaché to the EU (Senate-confirmed diplomatic rank: Minister-Counselor).  As such, she was the most senior Treasury official in Europe at the start of the Great Financial Crisis (2006-08).  She also served as Senior Counsel to the House Financial Services Committee under the leadership of Chairman Michael G. Oxley.

She has published law review articles, book chapters, and essays on quantitative finance, risk measurement, AI training data, derivatives regulation, bank capital requirements, international law, international trade, and climate finance. 

A member of the Bretton Woods Committee and the Council on Foreign Relations, she is also non-resident senior fellow at the Atlantic Council and a faculty/mentor at the Maxwell School’s National Security Strategies program at Syracuse University.  She and her husband reside in the Commonwealth of Virginia; they have one daughter who is in college.


Lydia Danas is a Senior at William and Mary, pursuing degrees in physics and computer science.  Her computer science honors thesis with a focus on interpretability and security in LLMs.  She was also selected by the University during her freshman year to participate in a competitive, invitation-only intensive data science academic program that enabled her to complete 85% of a data science minor before sophomore year of college commenced.  She has completed advanced coursework in Quantum Mechanics, Regression Analysis, Neural Networks and Natural Language Processing/LLMs, repeatedly earning Dean’s List recognition.  

During her summer internship at BCMstrategy, Inc., Lydia performed the machine learning and data science work that forms the foundation for the research being presented at this PRMIA webinar.  

Lydia is a member of Alpha Lambda Delta, Pi Eta Sigma, and Kappa Delta, she has also been elected to serve on the university-wide Panhellenic Council.  In her spare time, she enjoys photography, singing a cappella and white water kayaking.


Continued Risk Learning Credits: 1

PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].

  Membership Type Price  
  Non Members $30 USD

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9/27/2023 10:00 AM - 11:00 AM
Eastern Daylight Time
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