Building a Mechanical Trading System from the Ground Up - Part 1
Expert: Nelson Freeburg
Type:
PDF Workbook
MP3 Audio
Running Time:
90 minutes
Workbook Length:
46 pages
Availability: Now
Average Rating:
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
Nelson Freeburg is editor of Formula Research, a monthly financial letter that builds systematic timing models for the futures, fixed income, cash, and stock markets. Nelson took up trading while pursuing a Ph.D. at Columbia University. Totally absorbed by the financial markets, Nelson left academia. He decided to let the markets, rather than the university, provide his education. He began publishing Formula Research in 1991 in order to share his findings with a small nucleus of professional traders. Today, Formula Research serves hundreds of money managers and serious researchers in the cash and futures markets. Nelson’s subscribers include many of the leading names in global trading ..
