Building a High Performance Trading System:What Works and What Doesn’t Part 1

Building a High Performance Trading System:What Works and What Doesn't In this session, Nelson builds a timing model that illustrates the power of mechanical trading systems following a logical progression. He begins with a familiar but basic timing method and then adds new features one at a time, enhancing the basic model progressively.

As he builds this model, Nelson discusses one of the primary pitfalls of system design — excessive curve-fitting. You will learn how techniques like out-of-sample testing, walk-forward modeling and parameter sensitivity checks can safeguard against the hazard of over-optimization.

Finally, you will gain access to a high-performance trading system that incorporates all of these sound modeling principles. Nelson shows you how to adapt the system to trade items in a broad variety of markets including currencies, futures, indices, fixed income and stocks.

Traders will learn how not to put themselves at a disadvantage by unnecessarily restricting their research focus. Nelson highlights some innovative and highly effective timing methods that can broaden this focus. You will learn that these little understood and often ignored factors, when researched properly, can greatly increase trading profits and, at the same time, reduce equity drawdown.

To illustrate his methodology, Nelson provides concrete applications for a range of markets. He presents several high-return/low-risk strategies for mutual fund switching, equity and fixed-income. Nelson also shares his favorite high-performance trading systems for stock index futures, T-bonds, metals and foreign exchange.

About The Expert

Nelson Freeburg Expert: Nelson Freeburg
Type: PDF Workbook MP3 Audio
Running Time: 90 minutes
Workbook Length: 46 pages

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Filed under: Technical Anlaysis

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