TRADING SYSTEMS ON EXCEL Level 2

Statistical Back-testing on Excel

Level 2

 Introduction to systems trading/algorithm trading and basic statistics needed to verified performance summary of a system.
 Choosing of historical data for back-test and forward test.
 Things in systems trading – trade setups and entry signal, always in the market or not, stop-loss, profit exits.
 Things to look for in a trading system’s statistical performance summary – net profit, compound annual growth rate, positive expectancy, profit factor, max drawdown, max consecutive losses, max intraday drawdown, minimum capital to trade the system, % of profitable trades, standard deviation of returns.
 Locating optimal stop-loss points to cut down whipsaws and minimizing winners turning into losers.
 Strategy creation, setups, entries and optimization.
 Forward test.

Please call 012- 221 3518 for registration