Trading System Evaluation – Andrea Unger

Course Overview

Andrea Unger Trading System Evaluation No more confused about choosing or evaluating trading platforms or systems? Sounds interesting?

Andrea Unger points out the metrics, and techniques in Trading System Evaluation to alleviate the difficulties of choosing one among various frameworks.

If you are into developing or using an algorithmic trade, you will love this course. The detailed instructions on the step-by-step process of measuring trading systems come along with real case studies and examples.

So, the course does not present theoretical scope but the practical applications through the breakdown of tried-and-true approaches! Besides, you can learn the best tools to smoothen the entire process of system evaluation!

Course Outline

• Introduction
  • Preview Welcome
  • Resources
  • MultiCharts & IQFeed discounts
  • System’s Characteristics
  • Usable system characteristics
  • System stability and parameters changes
  • Time frame influence: Price dynamics & market dynamics
  • Performance Report and its Psychological/Technical Analysis

• Deep Dive

• • MFE and MAE
  • Further Evaluations
  • In Sample/Out Of Sample Analysis
  • Equity Curve Trading
  • When To Stop a Trading System

• Equity Curve Trading

• • Equity Curve Trading
  • When To Stop a Trading System

• Conclusions

• • Periodical Reoptimization
  • Kevin Davey (guest lecturer): Introduction to Walk Forward Testing
  • Summary

What Will You Learn?

• You can quantify the metrics to evaluate the performance of a trading system.
• It is easier for you to choose or invest in a trading system once you can see both its strengths and weaknesses.
• A step-by-step guideline on trading system evaluation comes along with the applications to real case studies and examples.
• The features of usable programs or systems are under the spotlight.
• How to get the right timing of stopping the system before the situations get worse.
• Learning from the experiences of professional traders, such as Andrea Unger and Kevin Davey.

Who Is This Course For?

The course mostly covers complete guidelines on technical aspects and tools to measure the effectiveness of a trading system. So, the prerequisites of programming and development are advantages, yet if you do not have them, then it is still fine.

The course covers the fundamentals for novice traders to build a solid foundation. Meanwhile, the tips and tricks revealed in the explanation of proven systems will satisfy experienced traders to choose a viable system!

• The developers who want to check the viable systems in the market will love this course.
• The traders, both novice and experienced, will find the course helpful as they can learn to judge whether a system has a good or bad quality.