SECTION 1 - MODULE 1: GETTING STARTED
Important Information
Introduction and Mentor Communication
Progress Timeline
SECTION 1 - MODULE 2: DATA SETUP
Data
Software
The Importance of Quality Data
Norgate Data Installation
Norgate Watchlists
SECTION 1 - MODULE 3: REALTEST OVERVIEW
User Interface
Backtester
Script Language
Mentor Check In
SECTION 2 - MODULE 4: REALTEST SCRIPT SECTIONS
Syntax Terminology
Notes Section
Import Section
Settings Section
Benchmark Section
Data Section
Data Section: Regime Filters
Data Section: Price and Liquidity Filters
Data Section: Strategy Rules
Parameters Section
Library Section
Strategy Section
Tasks: Script Sections 2 Quizzes
Quiz: Script Sections
Tasks: Script Sections
SECTION 2 - MODULE 5: STRATEGY EXAMPLES
Day Trade Example
Mean Reversion Example
Trend Following Example
Rotational Example
All Weather Example
Combined Systems Example
Tasks: Strategy Examples 2 Quizzes
Quizzes: Strategy Examples
Task: Strategy Examples
SECTION 2 - MODULE 6: SPECIALISED SCRIPT SECTIONS
TestSettings Section
ScanSettings and Scan Sections
TestScan Section
StatsGroup Section
Quizzes: Specialised Script Sections 1 Quiz
Quizzes: Specialised Script Sections
SECTION 2 - MODULE 7: DATA OUTPUT
Test Results
Test Statistics
Charts
Order Output
Quizzes: Data Output 1 Quiz
Quizzes: Data Output
SECTION 2 - MODULE 8: DEBUGGING AND TROUBLESHOOTING
Debug Panel
Test Details Log Report
In Test Debugging
Quiz: Debugging And Troubleshooting 1 Quiz
Quizzes: Debugging & Troubleshooting
SECTION 3 - MODULE 9: INTRODUCTION TO TRADING SYSTEMS
What Is A Trading System
Types of Trading Systems
Types of Market Systems
SECTION 3 - MODULE 10: SYSTEMATIC TRADING STYLES
The Key Idea
Absolute Momentum / Trend Following
Relative Momentum / Rotational
Mean Reversion
All Weather
Swing
Pattern Recognition
Seasonal
Volatility
Market Neutral / Pairs
Event Driven
Tasks for Module 10 2 Quizzes
Task: Your Key Idea
Task: Entry Mind Map
SECTION 3 - MODULE 11: DEVELOPMENTAL FRAMEWORK
Introduction
Market Environments
Time Frames
Instruments
Leverage
Brokers, Commission and Technology
Tasks for Module 11 2 Quizzes
Task: Framework Facilitation
Quiz: Developmental Framework
SECTION 3 - MODULE 12: EXPECTANCY
Definition and Components
The Expectancy Curve
Trade Frequency
SECTION 3 - MODULE 13: POSITION SIZING AND PROFIT MAXIMISATION
Introduction
Task: Coin Flip 1 Quiz
Task: Coin Flip
Quiz: Probability 1 Quiz
Quiz: Probability
Three Position Sizing Models
Three Profit Maximisation Models
Quiz: Position Sizing 1 Quiz
Quiz: Position Sizing
SECTION 3 - MODULE 14: ROBUSTNESS, SYSTEM BIASES and ERRORS
Robustness
Data Mining vs Snooping, Dredging & Fishing
Quiz: Robustness 1 Quiz
Quiz: Robustness
Curve Fitting and Optimisation
Survivorship and Sample Bias
Selection Bias – Definition
Selection Bias – A Real World Example
Selection Bias – The Ranking Solution
Start Date Dependency
Postdictive Errors
Signal Luck
Tasks: Biases 2 Quizzes
Task: Postdictive Errors
Quiz: Biases
SECTION 3 - MODULE 15: BACKTESTING and STRESS TESTING
Hypothesis Generation vs Hypothesis Testing
Backtest Engine Details
Backtesting Protocols
In Sample and Out Of Sample Data
Single Run vs. Monte Carlo
Batch Optimisation
Walk Forward Optimisation
Stress Testing – Data and Signal Variance
Stress Testing – Cross Universe Validation
Stress Testing – Cross Market Validation
Task: Optimisation and Testing 1 Quiz
Quiz: Optimisation and Testing
SECTION 3 - MODULE 16: PERFORMANCE METRICS AND ASSESSMENT
Basic Performance Metrics
The Holy Grail
Volatility
Equity Growth Pathways
Correlation
Rolling Window Analysis
Looking Inside Your Strategy
Is My Strategy Broken?
Tuning A Strategy
Mentor Check In
SECTION 4 - MODULE 17: PRACTICAL
Introduction
Where To Find Ideas / Strategy Templates
Personalising A Strategy
Task: Mind Maps + Strategy Brainstorming and Depository of Ideas
SECTION 4 - MODULE 18: RUNNING YOUR TRADING BUSINESS
Introduction to Automation
Order Settings and Interactive Brokers Basket Trader
Creating a Workflow Script Using PowerShell
Task Scheduling
Task Failure Notifications
Full Automation with RealTest OrderClerk or Alera APM
Trade Reconcilliation and Performance Reporting Workflow
SECTION 4 - MODULE 19: MINDING YOUR MIND
Introduction
Good Trading Is Effortless
From Great to Good
Self Awareness Profile
SECTION 4 - MODULE 20: LIFE BEYOND YOUR MENTORS
Life Beyond Your Mentors
Important Information
Introduction and Mentor Communication
Progress Timeline
SECTION 1 - MODULE 2: DATA SETUP
Data
Software
The Importance of Quality Data
Norgate Data Installation
Norgate Watchlists
SECTION 1 - MODULE 3: REALTEST OVERVIEW
User Interface
Backtester
Script Language
Mentor Check In
SECTION 2 - MODULE 4: REALTEST SCRIPT SECTIONS
Syntax Terminology
Notes Section
Import Section
Settings Section
Benchmark Section
Data Section
Data Section: Regime Filters
Data Section: Price and Liquidity Filters
Data Section: Strategy Rules
Parameters Section
Library Section
Strategy Section
Tasks: Script Sections 2 Quizzes
Quiz: Script Sections
Tasks: Script Sections
SECTION 2 - MODULE 5: STRATEGY EXAMPLES
Day Trade Example
Mean Reversion Example
Trend Following Example
Rotational Example
All Weather Example
Combined Systems Example
Tasks: Strategy Examples 2 Quizzes
Quizzes: Strategy Examples
Task: Strategy Examples
SECTION 2 - MODULE 6: SPECIALISED SCRIPT SECTIONS
TestSettings Section
ScanSettings and Scan Sections
TestScan Section
StatsGroup Section
Quizzes: Specialised Script Sections 1 Quiz
Quizzes: Specialised Script Sections
SECTION 2 - MODULE 7: DATA OUTPUT
Test Results
Test Statistics
Charts
Order Output
Quizzes: Data Output 1 Quiz
Quizzes: Data Output
SECTION 2 - MODULE 8: DEBUGGING AND TROUBLESHOOTING
Debug Panel
Test Details Log Report
In Test Debugging
Quiz: Debugging And Troubleshooting 1 Quiz
Quizzes: Debugging & Troubleshooting
SECTION 3 - MODULE 9: INTRODUCTION TO TRADING SYSTEMS
What Is A Trading System
Types of Trading Systems
Types of Market Systems
SECTION 3 - MODULE 10: SYSTEMATIC TRADING STYLES
The Key Idea
Absolute Momentum / Trend Following
Relative Momentum / Rotational
Mean Reversion
All Weather
Swing
Pattern Recognition
Seasonal
Volatility
Market Neutral / Pairs
Event Driven
Tasks for Module 10 2 Quizzes
Task: Your Key Idea
Task: Entry Mind Map
SECTION 3 - MODULE 11: DEVELOPMENTAL FRAMEWORK
Introduction
Market Environments
Time Frames
Instruments
Leverage
Brokers, Commission and Technology
Tasks for Module 11 2 Quizzes
Task: Framework Facilitation
Quiz: Developmental Framework
SECTION 3 - MODULE 12: EXPECTANCY
Definition and Components
The Expectancy Curve
Trade Frequency
SECTION 3 - MODULE 13: POSITION SIZING AND PROFIT MAXIMISATION
Introduction
Task: Coin Flip 1 Quiz
Task: Coin Flip
Quiz: Probability 1 Quiz
Quiz: Probability
Three Position Sizing Models
Three Profit Maximisation Models
Quiz: Position Sizing 1 Quiz
Quiz: Position Sizing
SECTION 3 - MODULE 14: ROBUSTNESS, SYSTEM BIASES and ERRORS
Robustness
Data Mining vs Snooping, Dredging & Fishing
Quiz: Robustness 1 Quiz
Quiz: Robustness
Curve Fitting and Optimisation
Survivorship and Sample Bias
Selection Bias – Definition
Selection Bias – A Real World Example
Selection Bias – The Ranking Solution
Start Date Dependency
Postdictive Errors
Signal Luck
Tasks: Biases 2 Quizzes
Task: Postdictive Errors
Quiz: Biases
SECTION 3 - MODULE 15: BACKTESTING and STRESS TESTING
Hypothesis Generation vs Hypothesis Testing
Backtest Engine Details
Backtesting Protocols
In Sample and Out Of Sample Data
Single Run vs. Monte Carlo
Batch Optimisation
Walk Forward Optimisation
Stress Testing – Data and Signal Variance
Stress Testing – Cross Universe Validation
Stress Testing – Cross Market Validation
Task: Optimisation and Testing 1 Quiz
Quiz: Optimisation and Testing
SECTION 3 - MODULE 16: PERFORMANCE METRICS AND ASSESSMENT
Basic Performance Metrics
The Holy Grail
Volatility
Equity Growth Pathways
Correlation
Rolling Window Analysis
Looking Inside Your Strategy
Is My Strategy Broken?
Tuning A Strategy
Mentor Check In
SECTION 4 - MODULE 17: PRACTICAL
Introduction
Where To Find Ideas / Strategy Templates
Personalising A Strategy
Task: Mind Maps + Strategy Brainstorming and Depository of Ideas
SECTION 4 - MODULE 18: RUNNING YOUR TRADING BUSINESS
Introduction to Automation
Order Settings and Interactive Brokers Basket Trader
Creating a Workflow Script Using PowerShell
Task Scheduling
Task Failure Notifications
Full Automation with RealTest OrderClerk or Alera APM
Trade Reconcilliation and Performance Reporting Workflow
SECTION 4 - MODULE 19: MINDING YOUR MIND
Introduction
Good Trading Is Effortless
From Great to Good
Self Awareness Profile
SECTION 4 - MODULE 20: LIFE BEYOND YOUR MENTORS
Life Beyond Your Mentors