Laurence Connors is Chairman of The Connors Group (TCG), and the principal executive officer of Connors Research LLC. TCG is a financial markets information company that publishes daily commentary and insight concerning the financial markets and has twice received an award by the Entrex Private Company Index for being one of the 10 fastest growing private companies. He has over 30 years of experience working in the financial markets industry. He started his career in 1982 at Merrill Lynch as an Investment Advisor, and later moved on to become a Vice President with Donaldson, Lufkin, Jenrette (DLJ), where he worked with the Investment Services Group from October 1990 to March 1994. Mr. Connors is widely regarded as one of the leading educators in the financial markets industry. He has authored top-selling books on market strategies and volatility trading, including How Markets Really Work and Street Smarts (with Linda Raschke). Street Smarts was selected by Technical Analysis of Stocks and Commodities magazine as one of “The Classics” for trading books written in the 20th century. Mr. Connors has been featured and quoted in the Wall Street Journal, New York Times, Barron’s, Bloomberg TV & Radio, Bloomberg Magazine, Dow Jones Newswire, Yahoo Finance, E-Trade Financial Daily, Technical Analysis of Stocks and Commodities, and many others. Mr. Connors has also been a featured speaker at a number of major investment conferences over the past two decades. Mr. Connors is also the principal executive officer and portfolio manager for Connors Global Asset Management LLC. Most recently, Mr. Connors has conceptualized and led the creation of The Machine, an interactive software platform that allows individuals to build customized portfolios of stocks and exchange-traded funds based on quantified and back-tested strategies.
Low volatility investing has been studied for many years and the body of research has significantly expanded this past decade. We will show that from 2001 through July 2013, applying a universe of the 1000 most liquid stocks in the United States, filtering this list on an ongoing basis to the 200 lowest volatility stocks, and then applying a strategy to identify breakouts has significantly out-performed all major U.S. equity averages with far less annual volatility.