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Trend Following Stocks - Complete Breakout System
Course Details
Important Disclaimer
How to take this course
Trend Following Theory
What is trend following? (2:34)
Trend following performance (1:34)
Examples of big, money-making trends (2:35)
Managed futures vs. stocks (3:51)
Is this momentum or trend following? (0:54)
Criticism of trend following (2:27)
30 rules for trend following stocks (1:32)
Principles For This Course
Our mission statement (1:48)
System Preparation
Tools we will be using (1:05)
Data issues: Survivorship bias & back-adjusted data (3:03)
Optimisation or walk forward? (2:49)
A word about diversification and compounding (3:36)
The objective function - Bliss (1:46)
Building The Trading System
Entry criteria/ system buy rules (3:37)
Exit criteria/ system sell rules (1:41)
Position sizing/ risk (2:33)
Adding a market timing element (3:28)
Full system rules in plain language
Two Ways To Run The System: Loose Vs. Strict
Performance Of The Trading System (Results)
Testing The System On US Stocks – Results (5:52)
Full summary of results
System Analysis
Top trading system winners (3:14)
Top trading system losers (3:00)
Performance analysis by sector
Scrutinising & Stress Testing The System
Starting capital requirements (2:23)
Monte carlo analysis - robustness test (2:06)
Full summary of stress test results
Amibroker Code & Additional Settings
Amibroker System Code
Amibroker System Code - Use With Premium Data (PDU)
Amibroker System Code - Use With Premium Data (NDU)
Monte Carlo code add-in
Data coverage: Norgate Premium Data: (Important)
Additional Amibroker settings
Taking The Trading System Live
How to trade the trading system live (3:09)
Extra considerations (0:54)
Trend following difficulties
How To Scan For New Highs And More Options
Tax implications
Super-Sizing Returns
Do nothing - reinvest dividends (1:38)
Cherry picking signals (2:15)
Combining systems (0:52)
Adding shorts (1:17)
Using margin
ETFs for diversification (1:32)
Pyramiding trades (0:43)
Conclusion
Conclusion
New Bonus Trend Trading System
Trend Following With A Twist
Trend Following Wisdom
Wisdom from Winton – S&P 500 is a trading system
Wisdom from Winton – Quantitative method
Useful quotes for trend followers
Additional Lectures
Trailing Stop Ideas: Radge/ Chandelier (5:32)
Trading system selection bias
10 different ways to follow the trend
Trend following with Bollinger Bands
Original Turtle Trading Rules
Resources
Glossary of terms
Useful resources
Video & music credits
Teach online with
Tax implications
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