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M4: Strategy Evaluation
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WELCOME
Welcome to module 4: Strategy Evaluation -
Table of Contents
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Trainers
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Requirements for Access
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How to get your certificate
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RESOURCESSlides & Audiobook
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Interactive Support
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SYSTEM CHARACTERISTICSCharacteristics of a Usable System
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System Stability & Parameters Changes
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The Influence of Time Frame - Price Dynamics and Market Dynamics
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PERFORMANCE REPORTPsychological Analysis of the Performance Report
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Technical Analysis of the Performance Report - Part 1
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Technical Analysis of the Performance Report - Part 2
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DEEP DIVEMFE and MAE
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Further Evaluations
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In Sample / Out Of Sample Analysis
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EQUITY CURVE TRADINGEquity Curve Trading
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When to Stop a Trading System
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CONCLUSIONSPeriodical Reoptimization
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Introduction to Walk Forward Testing
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Summary
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NEXT STEPSNext Steps
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Table of Contents
Here are the contents of the training:
- Resources: Useful materials and tools for studying
- System characteristics: Most important metrics and how to understand when a system no longer works
- Performance report: How to do technical and psychological analysis of a performance report
- Deep dive: Further analysis and evaluation
- Equity Curve Trading: How to take advantage of Equity Curve Trading
- Conclusions: Periodical reoptimization and different types of testing (e.g. Walkforward Testing)
- Next steps: What are the next steps in your trading journey?
By completing this training and its assignments, you will know how to analyze trading systems and verify their robustness.