TypeOnline Course
DateNov 19, 2018
Students Enrolled16
(1 ratings)
Price$995$495
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Overview

How can I be sure that my new trading idea will work?
Is there a change I could make that will give me better results?
How can I convince clients to invest with me?
I like the method I just read about, but how do I know those results are not cherry-picked?

As a Technical Analyst, if you have ever asked yourself any of these questions, then you need to learn more about quantitative testing. It is only through rigorous quantitative testing that you can answer these questions with confidence.

In this course, we will review both the theory on how we can approach our testing in a scientific way, and also exactly how we can implement those tests in Optuma.

Students who complete this course will have a thorough understanding of:

  • how to approach testing
  • the theory behind the tests
  • the pitfalls that are common in back testing
  • the truth about the dangers of data mining
  • how to apply statistics in a practical way
  • how to implement tests in Optuma.

Please Take Note

This course is under development. We anticipate adding an approximate hour of lessons each week and completing the course by early January 2019.

Introductory Discount Offer

Huge introductory discount available while we are building this course. Sign up now, before we complete the course, to save and give input on what you want to see in this course.
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There are many valuable gems in this course for anyone who is interested in being more quantitative in their approach to Financial Analysis. The course is specifically aimed for people who use Optuma, and having Optuma with the Testing Module will allow you to get the most out of the course, however it contains useful information for all Technical Analysts. At Optuma, our clients range from private traders through to analysts and portfolio managers at some of the largest firms in the world.

How this Course is Presented

We are planning over forty separate video lessons in this course ranging from 10 minutes to 1 hour each. Some of the lessons will be presented in the form of Powerpoint slides as they are theoretical in nature. Others will be presented directly from Optuma so you can see how the concepts are implemented. When applicable, each lesson will include links to scripts, tests, and workbooks that are used in the course.

Private Forum

When you purchase this course, you will also have access to a private forum at forum.optuma.com, On this forum, questions can be asked on the material and how to implement the tests in Optuma. The course will be presented by Mathew, who will be monitoring this forum.

Your Instructor

Mathew Verdouw, CMT, CFTe
Founder / C.E.O.

Mathew has been living and breathing Technical Analysis for over 22 years. As a Computer Systems Engineer he wrote Optuma —which is used all over the world from private traders to major investment firms. More recently, Mathew has become the only person in the world to currently teach the latest curriculum of all three levels of the CMT program. His broad exposure to Technical Analysis and his engineering background has led to many new insights and brand new ways to model analysis. Mathew is a staunch believer that there are still many new discoveries to be made in the area of Technical Analysis, and that Technicians should be at the forefront of all quantitative development. “TA’s best days are ahead of us, not behind us”.

Section 1Introduction
Lecture 1Overview of Quantitative StrategiesFree Preview

Quantitative Strategies for Technical Analysts

In this session, Mathew Verdouw, CMT, CFTe, gives us an overview of the quantitative process. He reviews the steps that we should take and briefly touches on each of those.

This free preview will explain why Quantitative Testing is so important and also give you a sample of the way that this course is presented.

Lecture 2Course Introduction
Lecture 3Change Log
Section 2Setting the Groundwork
Lecture 4Scientific Approach
Lecture 5What's a Signal
Lecture 6Basic Statistics
Lecture 7Basic Probabilities
Section 3Identifying Signals
Lecture 8Understanding the math behind the signals
Lecture 9Create your own indicators
Lecture 10Weight of the Evidence Signals
Lecture 11What is a Good Signal?
Lecture 12The Signal Profile
Section 4Testing Signals
Lecture 13Setting up a Test
Lecture 14Review Test Results
Lecture 15Signal Test Monte Carlo
Lecture 16Are the results practical?
Lecture 17Stops & Targets
Lecture 18Creating Sell/Short Signals
Lecture 19Stratification
Section 5Testing Trades
Lecture 20Why Test Trades?
Lecture 21Setting up a Test
Lecture 22Review Test Results
Section 6Signal Based Back Tests
Lecture 23Setting up a Back Test
Lecture 24Review Test Results
Lecture 25Performance Metrics
Lecture 26Risk Metrics
Lecture 27Testing Market Phases
Section 7Are we Adding Value?
Lecture 28Null Hypothesis Tests
Lecture 29Building a Sample Distribution
Lecture 30Confidence Levels
Lecture 31Value at Risk
Lecture 32Did Our Test Add Value?
Section 8Advanced Back Tests
Lecture 33Long / Short Tests
Lecture 34Rebalancing Tests
Section 9Dealing with Data Mining
Lecture 35What is data mining?
Lecture 36When is it a bad thing?
Lecture 37Optimization
Section 10Position Sizing
Section 11Implementing a Strategy
Lecture 39Using Scans and Watchlists
Lecture 40Communicating with Clients
Lecture 41How Dashboards will help.