Quantitative Technical Analysis
About this courseSkip About this course
Quantitative strategies are popular among hedge funds and institutional investors. As demonstrated in this course, they are also readily accessible to individual traders.
Fundamentals principles of technical analysis are incorporated into complete trading strategies during the course. Those strategies are objectively defined with an eight-step process that is used to create entry and exit rules. Less well-known aspects of system design including position sizing are also explored.
Discussion of strategy implementation includes risk management, system optimization and ongoing performance evaluation. Advantages and disadvantages of multiple methods of evaluating performance and risk are covered.
Strategies for equities and futures markets are developed using the design principles.
While systems are based on technical analysis, a process for incorporating fundamental data is also discussed. A complete strategy combining fundamental data and technical analysis is developed and as with other systems, the rules and historical returns are detailed.
In fact, complete rules for several systems are provided and detailed historic results of returns and risks are analyzed. Steps for improving performance or tailoring the strategy to suit an individual’s needs are reviewed.
At a glance
What you'll learnSkip What you'll learn
● Discuss the definitions of subjective and objective analysis and review how the different types of analysis can be incorporated into trading decisions.
● Apply the principles of objective analysis to market data to understand the design of investment trading systems.
● Develop complete trading strategies including entry and exit rules, position sizing strategies and risk management techniques.
● Analyze the historic performance of trading systems in terms of potential rewards and risks.
● Review how quantitative trading systems can be adapted to suit an individual’s personal needs.
Mod01 - Subjective vs Objective Analysis
Mod02 - Algorithmic Trading
Mod03 - Position Sizing
Mod04 - Implementing Quantitative Technical Analysis Strategies
Mod05 - The Turtle Strategy
Mod06 - Seasonal Concepts