Learning Objectives:
- Understand trading system components
- Learn strategy development process
- Master strategy testing and optimization
- Develop systematic trading approach
- Understand strategy adaptation methods
- Trading System Fundamentals
- System Components
- Entry rules
- Exit rules
- Position sizing
- Risk management
- Trade management
- System Development
- Strategy concept development
- Rule definition
- Parameter selection
- System documentation
- System Requirements
- Data requirements
- Technology needs
- Execution capabilities
- Monitoring tools
- Strategy Development
- Strategy Types
- Trend following
- Mean reversion
- Breakout
- Range trading
- Volatility based
- Strategy Elements
- Signal generation
- Entry confirmation
- Exit methods
- Time filters
- Market filters
- Strategy Refinement
- Parameter optimization
- Filter development
- Risk control methods
- Performance enhancement
- Testing and Optimization
- Backtesting
- Historical testing methods
- Data quality considerations
- Results analysis
- Performance metrics
- Forward Testing
- Paper trading
- Small position testing
- Performance tracking
- Strategy adjustment
- System Optimization
- Parameter optimization
- Walk-forward analysis
- Robustness testing
- Optimization pitfalls
- Strategy Implementation
- Execution Framework
- Order management
- Position sizing rules
- Risk control implementation
- Trade management rules
- Performance Monitoring
- Key metrics tracking
- Equity curve analysis
- Drawdown management
- System adaptation
- Strategy Adaptation
- Market condition changes
- Parameter adjustment
- Rule modification
- System evolution
Glossary of Key Terms:
- Trading System
- Strategy Development
- Entry Rules
- Exit Rules
- Position Management
- Backtesting
- Forward Testing
- Optimization
- Parameter
- Walk-Forward Analysis
- Robustness
- Equity Curve
- System Performance
- Strategy Rules
- Trade Management
- Market Filter
- Time Filter
- System Documentation
- Monte Carlo Analysis
- Strategy Optimization
- System Adaptation
- Performance Metrics
- Risk Parameters
Assessment Methods:
- Strategy development project
- Backtesting exercises
- System optimization practice
- Performance analysis
- Final module assessment
Resources Provided:
- Strategy development templates
- Backtesting tools
- Optimization frameworks
- Performance tracking sheets
- Case study examples