The document discusses systematic trading and backtesting strategies. It defines systematic trading as a methodical way of making trading decisions using predefined rules to avoid emotional risks. Backtesting allows verifying trading strategies using historical data to optimize strategies and see how they would have performed in the past. The document outlines various backtesting metrics like win rate, risk-reward ratio, expectancy, Sharpe ratio, max drawdown, and CAGR to evaluate strategy performance. It aims to explain these concepts to help investors understand systematic trading.
Value Investing or Momentum Investing? Which is better? Or should you blend them? If you blend them, is it better to have 50% momentum, 50% value, or is it better to rank all the value stocks by momentum, or momentum stocks by value. Find out in this presentation!
Chaos Cruncher is the most advanced iteration of an automatic trading system designed, developed and used by Quant Trade. As our leading trading system, we have devised a way to offer it to our clients as a system service, in our Commodity Trading Advisor, or as a desktop application.
Join CMT Level 1, 2 & 3 Program Courses & become a professional Technical Analyst, CMT USA Best COACHING CLASSES. CMT Institute Live Classes by Expert Faculty. Exams are available in India. Best Career in Financial Market.
https://www.ptaindia.com/chartered-market-technician/
Value Investing or Momentum Investing? Which is better? Or should you blend them? If you blend them, is it better to have 50% momentum, 50% value, or is it better to rank all the value stocks by momentum, or momentum stocks by value. Find out in this presentation!
Chaos Cruncher is the most advanced iteration of an automatic trading system designed, developed and used by Quant Trade. As our leading trading system, we have devised a way to offer it to our clients as a system service, in our Commodity Trading Advisor, or as a desktop application.
Join CMT Level 1, 2 & 3 Program Courses & become a professional Technical Analyst, CMT USA Best COACHING CLASSES. CMT Institute Live Classes by Expert Faculty. Exams are available in India. Best Career in Financial Market.
https://www.ptaindia.com/chartered-market-technician/
Learn key ideas for designing a profitable automated trading system for futures, stocks, or forex. Make money trading bonds, oil, gold, and the euro while away from the trading screen. Courses available as well as trading signals for lease.
Risk management is amongst the most overlooked yet very critical aspects of systematic trading. In this webinar, you’ll get to learn risk management techniques to overcome the most common challenges. This session will explain you the concepts of optimal leverage, hedging and risk indicators.
- Risk Management and the real challenge
- Optimal leverage: Kelly formula, Maximum drawdown
- Market risk: Stop Losses, volatility targeting, value-at-risk
- Hedging techniques
- Risk indicators
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
Visit us at: https://www.quantinsti.com/
Like us on Facebook: https://www.facebook.com/quantinsti/
Follow us on LinkedIn: https://www.linkedin.com/company/quantinsti
Follow us on Twitter: https://twitter.com/QuantInsti
Earn a second income trading the stock marketNick Radge
Nick Radge, The Chartist, was invited to present at the 2014 Trading Super Investing Future Wealth Forum in Sydney, Melbourne and Brisbane. These are the slides from Nick's presentation. Nick talks about the reality of trading for a living and that perhaps it is better to find a strategy to earn a second income instead.
Anyone who has started their journey in Forex trading must know that there is no shortcut in profitable trading. You must trade a proven forex trading strategy over and over so that across a series of trades, the strategies work well enough to produce an overall profit.
Let us show you some important Forex Trading Rules.
Join CMT Level 1, 2 & 3 Program Courses & become a professional Technical Analyst, CMT USA Best COACHING CLASSES. CMT Institute Live Classes by Expert Faculty. Exams are available in India. Best Career in Financial Market.
https://www.ptaindia.com/chartered-market-technician/
Top 8 Forex Trading Strategies That Pro Traders UseSyrous Pejman
In this slideshow find the best Forex trading strategies including chart patterns, price rejection, correlation trading, volume-price analysis, long term daily and weekly trading, news and sentiment trading strategies. Besides, you will learn the best money and risk management methods and also the best advice by the experts to control your psychology during your trades.
Join CMT Level 1, 2 & 3 Program Courses & become a professional Technical Analyst, CMT USA Best COACHING CLASSES. CMT Institute Live Classes by Expert Faculty. Exams are available in India. Best Career in Financial Market.
https://www.ptaindia.com/chartered-market-technician/
Originally published in 2005. Abstract: Over the years many commodity trading advisors, proprietary traders, and global macro hedge funds have successfully applied various trend following methods to profitably trade in global futures markets. Very little research, however, has been published regarding trend following strategies applied to stocks. Is it reasonable to assume that trend following works on futures but not stocks? We decided to put a long only trend following strategy to the test by running it against a comprehensive database of U.S. stocks that have been adjusted for corporate actions. Delisted companies were included to account for survivorship bias. Realistic transaction cost estimates (slippage & commission) were applied. Liquidity filters were used to limit hypothetical trading to only stocks that would have been liquid enough to trade, at the time of the trade. Coverage included 24,000+ securities spanning 22 years. The empirical results strongly suggest that trend following on stocks does offer a positive mathematical expectancy, an essential building block of an effective investing or trading system.
New Plan Trading Company - Stock Market Active Tradingjlaw01
Learn more about New Plan Trading Company, and our philosophy on trading in today's stock market. If you have been paying attention to the stock market recently, you’ve noticed the “Buy and Hold” strategy of the past no longer works. If you realize you should be more active with your investments, but the thought of actively trading the stock market makes you start sweating, contact me to learn more about our trading philosophy, and how becoming a part of our Team can make a world of difference! Check out this Slideshare Powerpoint link for a brief overview and give me a call! Together, we can make a difference!
Forex trading strategies describe how you enter and exit transactions using technical indicators to identify critical price levels. While there are hundreds of techniques to choose from, we’ve produced a list of the most popular forex trading strategies.
What You're Going to Learn
- How These 4 Leaks Force You To Work Longer And Harder in order to grow your income… improve just one of these and the impact could be life changing.
- How to SHUT DOWN the revolving door of Income Stagnation… you know, where new sales come into your magazine while at the same time existing sponsors exit.
- How to transform your magazine business by fixing the 4 “DON’Ts”...
#1 LEADS Don’t Book
#2 PROSPECTS Don’t Show
#3 PROSPECTS Don’t Buy
#4 CLIENTS Don’t Stay
- How to identify which leak to fix first so you get the biggest bang for your income.
- Get actionable strategies you can use right away to improve your bookings, sales and retention.
Learn key ideas for designing a profitable automated trading system for futures, stocks, or forex. Make money trading bonds, oil, gold, and the euro while away from the trading screen. Courses available as well as trading signals for lease.
Risk management is amongst the most overlooked yet very critical aspects of systematic trading. In this webinar, you’ll get to learn risk management techniques to overcome the most common challenges. This session will explain you the concepts of optimal leverage, hedging and risk indicators.
- Risk Management and the real challenge
- Optimal leverage: Kelly formula, Maximum drawdown
- Market risk: Stop Losses, volatility targeting, value-at-risk
- Hedging techniques
- Risk indicators
Learn more about our EPAT™ course here: https://www.quantinsti.com/epat/
Most Useful links:
Visit us at: https://www.quantinsti.com/
Like us on Facebook: https://www.facebook.com/quantinsti/
Follow us on LinkedIn: https://www.linkedin.com/company/quantinsti
Follow us on Twitter: https://twitter.com/QuantInsti
Earn a second income trading the stock marketNick Radge
Nick Radge, The Chartist, was invited to present at the 2014 Trading Super Investing Future Wealth Forum in Sydney, Melbourne and Brisbane. These are the slides from Nick's presentation. Nick talks about the reality of trading for a living and that perhaps it is better to find a strategy to earn a second income instead.
Anyone who has started their journey in Forex trading must know that there is no shortcut in profitable trading. You must trade a proven forex trading strategy over and over so that across a series of trades, the strategies work well enough to produce an overall profit.
Let us show you some important Forex Trading Rules.
Join CMT Level 1, 2 & 3 Program Courses & become a professional Technical Analyst, CMT USA Best COACHING CLASSES. CMT Institute Live Classes by Expert Faculty. Exams are available in India. Best Career in Financial Market.
https://www.ptaindia.com/chartered-market-technician/
Top 8 Forex Trading Strategies That Pro Traders UseSyrous Pejman
In this slideshow find the best Forex trading strategies including chart patterns, price rejection, correlation trading, volume-price analysis, long term daily and weekly trading, news and sentiment trading strategies. Besides, you will learn the best money and risk management methods and also the best advice by the experts to control your psychology during your trades.
Join CMT Level 1, 2 & 3 Program Courses & become a professional Technical Analyst, CMT USA Best COACHING CLASSES. CMT Institute Live Classes by Expert Faculty. Exams are available in India. Best Career in Financial Market.
https://www.ptaindia.com/chartered-market-technician/
Originally published in 2005. Abstract: Over the years many commodity trading advisors, proprietary traders, and global macro hedge funds have successfully applied various trend following methods to profitably trade in global futures markets. Very little research, however, has been published regarding trend following strategies applied to stocks. Is it reasonable to assume that trend following works on futures but not stocks? We decided to put a long only trend following strategy to the test by running it against a comprehensive database of U.S. stocks that have been adjusted for corporate actions. Delisted companies were included to account for survivorship bias. Realistic transaction cost estimates (slippage & commission) were applied. Liquidity filters were used to limit hypothetical trading to only stocks that would have been liquid enough to trade, at the time of the trade. Coverage included 24,000+ securities spanning 22 years. The empirical results strongly suggest that trend following on stocks does offer a positive mathematical expectancy, an essential building block of an effective investing or trading system.
New Plan Trading Company - Stock Market Active Tradingjlaw01
Learn more about New Plan Trading Company, and our philosophy on trading in today's stock market. If you have been paying attention to the stock market recently, you’ve noticed the “Buy and Hold” strategy of the past no longer works. If you realize you should be more active with your investments, but the thought of actively trading the stock market makes you start sweating, contact me to learn more about our trading philosophy, and how becoming a part of our Team can make a world of difference! Check out this Slideshare Powerpoint link for a brief overview and give me a call! Together, we can make a difference!
Forex trading strategies describe how you enter and exit transactions using technical indicators to identify critical price levels. While there are hundreds of techniques to choose from, we’ve produced a list of the most popular forex trading strategies.
What You're Going to Learn
- How These 4 Leaks Force You To Work Longer And Harder in order to grow your income… improve just one of these and the impact could be life changing.
- How to SHUT DOWN the revolving door of Income Stagnation… you know, where new sales come into your magazine while at the same time existing sponsors exit.
- How to transform your magazine business by fixing the 4 “DON’Ts”...
#1 LEADS Don’t Book
#2 PROSPECTS Don’t Show
#3 PROSPECTS Don’t Buy
#4 CLIENTS Don’t Stay
- How to identify which leak to fix first so you get the biggest bang for your income.
- Get actionable strategies you can use right away to improve your bookings, sales and retention.
Best Crypto Marketing Ideas to Lead Your Project to SuccessIntelisync
In this comprehensive slideshow presentation, we delve into the intricacies of crypto marketing, offering invaluable insights and strategies to propel your project to success in the dynamic cryptocurrency landscape. From understanding market trends to building a robust brand identity, engaging with influencers, and analyzing performance metrics, we cover all aspects essential for effective marketing in the crypto space.
Also Intelisync, our cutting-edge service designed to streamline and optimize your marketing efforts, leveraging data-driven insights and innovative strategies to drive growth and visibility for your project.
With a data-driven approach, transparent communication, and a commitment to excellence, InteliSync is your trusted partner for driving meaningful impact in the fast-paced world of Web3. Contact us today to learn more and embark on a journey to crypto marketing mastery!
Ready to elevate your Web3 project to new heights? Contact InteliSync now and unleash the full potential of your crypto venture!
When listening about building new Ventures, Marketplaces ideas are something very frequent. On this session we will discuss reasons why you should stay away from it :P , by sharing real stories and misconceptions around them. If you still insist to go for it however, you will at least get an idea of the important and critical strategies to optimize for success like Product, Business Development & Marketing, Operations :)
Reflect Festival Limassol May 2024.
Michael Economou is an Entrepreneur, with Business & Technology foundations and a passion for Innovation. He is working with his team to launch a new venture – Exyde, an AI powered booking platform for Activities & Experiences, aspiring to revolutionize the way we travel and experience the world. Michael has extensive entrepreneurial experience as the co-founder of Ideas2life, AtYourService as well as Foody, an online delivery platform and one of the most prominent ventures in Cyprus’ digital landscape, acquired by Delivery Hero group in 2019. This journey & experience marks a vast expertise in building and scaling marketplaces, enhancing everyday life through technology and making meaningful impact on local communities, which is what Michael and his team are pursuing doing once more with Exyde www.goExyde.com
Salma Karina Hayat is Conscious Digital Transformation Leader at Kudos | Empowering SMEs via CRM & Digital Automation | Award-Winning Entrepreneur & Philanthropist | Education & Homelessness Advocate
1. How to find best strategy for consistent
returns
Presented By
Puneet Tewani
CEO Fox Trading Solutions
2. Speaker Introduction
Mr Puneet Tewani is a Entrepreneur-cum-Trader, he has been
working with various proprietary desks managing funds of Rs 10cr.
He also is founder of Fox Trading Solutions, which speechless in algo
trading solutions.
He appears on CNBC Awaaz and has won Khiladi No. 1 four times in
a row
He has also authored a book on ‘Automation using Zerodha API’.
He has been recently featured in moneycontrol and has been a
speaker at various conferences.
Nearly 10 years of experience in Stock Market and 3 years of
experience in algo trading
Expertise in Areas of Derivatives.
Mr Puneet Tewani
3. What is
Systematic
Trading?
Systematic trading (also known
as mechanical trading) is a way of
defining trade goals, risk controls and
rules that can make trading and
investment decisions in a methodical
way.
4. Why Systematic
Trading?
• Systematic trading helps to avoid the risks
associated with human emotions.
• A fully or partially automated trading system
helps to take advantage of profitable
situations in the market since such a system
operates at a faster speed for recognizing
profitable situations and executing the trades.
• Ability to backtest a trading strategy.
• Helps to manage risk of complex portfolios
efficiently.
5. What is
Backtesting?
• Backtesting is the way of verification of your logic
using historical price information.
• This stage helps in understanding how well the
logic would have performed if the strategy was
used in the past. It also gives the opportunity to
optimise the logic and its parameters.
• The underlying theory is that any strategy that
worked well in the past is likely to work well in the
future, and conversely, any strategy that
performed poorly in the past is likely to perform
poorly in the future.
6. Backtesting
Metrics
• Win Rate
• Average Profit or Loss per Trade
• Risk Reward Ratio
• Expectancy
• Sharpe Ratio
• Sortino Ratio
• Max Drawdown
• Recovery Trades and Recovery Days
• Compounded Annual Growth Rate(CAGR)
• Calmar Ratio
8. BACKTESTING METRICS
1. Win Rate
2. Average Profit or Loss per trade
3. Risk Reward Ratio
4. Expectancy
5. Sharpe Ratio
6. Sortino Ratio
7. Max Drawdown
8. Recovery Trades and Recovery Days
9. Compounded Annual Growth Rate(CAGR)
10. Calmar Ratio
9. 1. WIN RATE
• Win Rate is the ratio of profitable trades to all trades.
• It tells you what percentage of total trades executed were
profitable.
• Win Rate = No. of profitable trades / No. of total trades
10. 2. AVERAGE PROFIT AND LOSS PER TRADE
• Average Profit is the arithmetic mean of the profits of all
trades that were profitable.
• Average Loss is the arithmetic mean of the losses of all
trades that were loss-making.
11. 3. RISK REWARD RATIO
• It is the ratio of average profit to average loss.
• Risk Reward Ratio = average profit per
trade/average loss per trade
12. 4. EXPECTANCY
• Expectancy shows how much money, on average, we
can expect to make or lose for every rupee we risk.
• Expectancy = (Win Rate x Average Profit) – (Loss
Rate x Average Loss)
13. 5. SHARPE RATIO
• The Sharpe ratio is the average return earned in
excess of the risk-free rate per unit of volatility or
total risk. Volatility is a measure of the price
fluctuations of an asset or portfolio.
• Sharpe Ratio = (Rate of Return - Risk Free Rate) /
(Standard deviation of the asset or portfolio)
14. 6. SORTINO RATIO
• The Sortino ratio differentiates harmful volatility from
total overall volatility by using the asset's downside
deviation.
• The Sortino ratio takes an asset or portfolio's return
and subtracts the risk-free rate, and then divides that
amount by the asset's downside deviation.
• Downside deviation is a measure of downside risk that
focuses on returns that fall below a minimum threshold
or minimum acceptable return.
16. 8. RECOVERY TRADES AND DAYS
• Recovery trades is number of trades taken to
recovery the loss.
• Recovery days is the number of days it took until
loss was recovered.
17. 9) COMPOUNDED ANNUAL GROWTH
RATE(CAGR)
• CAGR is the average rate of return per year.
• CAGR = [(Final Amount/Initial Amount)^(1/No. of
years)] - 1
18. 10. CALMAR RATIO
• The Calmar ratio measures the performance of a
strategy or fund, such as a hedge fund, compared
to its risk.
• Calmar Ratio = CAGR / Max drawdown
19. Let’s see, what Fox Trading Solutions offer in terms
of trading strategies
20. Conclusion
• This presentation aimed to take you
through the important topics related to
systematic trading. We discussed several
aspects of a systematic trading starting
from the what and why.
• Systematic trading is a profession that is
meant to make trading automated for the
ease of the investors.