“I recommend anyone who is serious about trading FX to consider Nick’s course.”
Precision Auto Trader (PAT)
Course Content
Led by Emilio Tomasini, Mechanical Hedge Fund Trader
1. DISCRETIONARY v SYSTEMATIC TRADING
• Pros and cons of each
• The Mechanical Masters: Jim Simons - William Eckhardt - Ed Seykota
2. MODERN v CLASSICAL TECHNICAL ANALYSIS
• Why classical analysis is useless and what is modern technical analysis
• True definition of a trading system
3. TRADING SYSTEM DEVELOPMENT
• Formulating a trading strategy and effective systems testing
• Optimisation and “Walk Forward” Analysis
• Factors to consider before live trading the system
• Actions to take when comparing back-tested results and actual profits
4. OPTIMISATION AND OVERFITTING
• Optimisation: what is it and how to do it
• Which inputs / parameters to optimise
• Exactly when should re-optimisation be conducted
5. PERFORMACE EVALUATION & ANALYSIS
• How to assess strategy performance reports
• The best measures to evaluate performance and risk
• How to improve Efficiency - making the most out the market moves
• How to improve Consistency – how to profit in any market condition in any time-frame
6. CASE STUDY: HOW TO DEVELOP A TRADING SYSTEM FOR FOREX – code included for all attendees!
• From idea inception and strategy formulation to optimisation and complete system readiness
• Inserting an intraday time filter to improve profitability
• Determination of optimal exits to your system
The system is demonstrated on GBPUSD using intraday 30 min charts on TradeStation v8
AND SO MUCH MORE INCLUDING:
• Effective Portfolio Trading: How to decide which markets and systems to trade in a portfolio
• Money Management for systems traders: Trade dependency, Fixed ratio, Optimal f
• Montecarlo Analysis: how to evaluate a trading system’s predictive power
• Which markets to trade: Bonds / Currencies / Indices / Stocks
• ADDITION TOOLS: Everything you need to start your career as a systems trader – the BEST books to read, the BEST seminars to attend, the BEST commercial trading systems to use
Price: £599
Date: Wednesday 25th February 2009
