IFTA: Trading System Development - Indicator-Based

About the Presentation
Dr. Ban­dy will dis­cuss the design, test­ing, and vali­da­ti­on of tra­ding sys­tems using rigo­rous evi­dence-based sci­en­ti­fic methods.

Syn­op­sis: Deve­lo­p­ment is done using tra­di­tio­nal tra­ding sys­tem deve­lo­p­ment plat­forms, such as Trade­Sta­ti­on, Ami­Bro­ker, Nin­ja­Trader. (An upco­ming lec­tu­re, ten­ta­tively sche­du­led for Sep­tem­ber, intro­du­ces deve­lo­p­ment using machi­ne learning.)

Topics dis­cus­sed include: Goals, Objec­ti­ve Func­tions, Metrics, Sys­tem Struc­tu­re, Indi­ca­tor Con­s­truc­tion, Ent­ries, Exits, In-Sam­ple Lear­ning, Out-of-Sam­ple Testing,
Walk For­ward Vali­da­ti­on, Con­fi­dence, Risk Assess­ment, and Pro­fit Potential.