Learn How To Program, Test and then Manage a Portfolio of Market-Beating Quantitative Stock Trading Strategies
- Are you a long-term investor but believe that you could manage your money more actively to improve your risk adjusted returns?
- Have you ever wondered how Hedge-Funds manage their long equity portfolios?
- Are you looking for a long-term strategy that will compliment your shorter-term strategies?
- Do you have limited free time but want to achieve higher returns than your money manager has provided?
- Would you like a systematic method for building and rebalancing an equity portfolio which has been proven to beat the market by triple digits, with a third of the draw-down.
- Would you like a systematic method for targeting a predetermined amount of portfolio volatility?
If you answered yes to any of the above questions, the NDX100 Momentum Stock Portfolio is a perfect fit for you.
For an in-depth analysis of the Momentum Portfolio Performance since public release, please read the following document:
This document will provide a more thorough analysis of the momentum portfolio’s historical performance and illustrate the advantages of adopting a quantitative approach to the markets.
To provide you with confidence that the strategy has not been curve fit to the historical data, specific attention is given to the performance achieved by the strategy since it was first released to the public.
The NDX100 Momo Stock Portfolio Trading System*
*Hypothetical Portfolio Performance Statistics (Conservative NDX100 Momo Model) Updated 11/05/18
- Average % Profit Per Trade and CAR%This system has an average profit per trade of 9.75% and a CAR of 14.02%
- The Data That You NeedEnd of Day dividend adjusted data for Stocks in the Nasdaq100.
- Max System DD %If employing a monthly rebalance the system had a 16% Maximum DD during the sample period.
- Trades Per YearThe system produces an average of 40 trades per year with a maximum number of open positions capped at 30.
- Average Length of PositionOpen positions are held for an average length of 4 months.
- Charting Tools RequiredStandard Bollinger Bands, ROC% and ATR indicators are all that you require.
Out-Perform During Bull markets and Learn How to Scale-Out During Bear Markets
Also Included is Aggressive NDX100 Momo Model *
*Hypothetical Portfolio Performance Statistics (Aggressive NDX100 Momo Model) Updated 11/05/18
- Average % Profit Per Trade and CAR%This system has an average profit per trade of 11.7% and a CAR of 30.3%
- The Data That You NeedEnd of Day dividend adjusted data for Stocks in the Nasdaq100.
- Max System DD %If employing a monthly rebalance the system had a 20% Maximum DD during the sample period.
- Trades Per YearThe system produces an average of 13 trades per year with a maximum number of open positions capped at 5.
- Average Length of PositionOpen positions are held for an average length of 3 months.
- Charting Tools RequiredStandard Bollinger Bands, ROC% and ATR indicators are all that you require.Some Of The Many Benefits To Trading The NDX100 Momentum Portfolio…
- The System Only Trades Nasdaq 100 Stocks.
- The Portfolio Only Requires Rebalancing Once Per Week/Month, Allowing You to Manage Your Positions Easily.
- The System Uses a Custom-Built Ranking Indicator To Ensure That You Are Long the Strongest Stocks in the Market.
- The Momentum Portfolio Strategy Includes a Customisable Daily Volatility Target Position-Sizing Algorithm Which Will Allow You to Standardise Your Risk Across Multiple Positions.
- The System Rules Ensure that You Scale-Out of Positions and into Cash During Bear Markets.
- The Rules and Scanner Codes Are Fully Disclosed. No Black Box or Proprietary Trading Tools Are Involved.
- The System Ensures That You Avoid Exposure to any Under-Performing Stocks that Belong to the Index.
- The Custom-Built Ranking Indicator Can Be Applied To ETFs and International Markets.
- The System Requires No Discretionary Decision Making – All Decisions are Systematic and Easily Executed.
- The System Variables can be Modified to Better Suit your Personal Risk Tolerance and Portfolio Goals. For example, you could easily Modify the Ready Built Strategy Formula to Test Different Rebalance Frequencies, Rebalance Thresholds, Volatility Targets or Different Degrees of Portfolio Diversification.
- Do you want to learn how to trade more frequently, more profitably and more consistently, without having to sit at the computer all day?
- Do you want a systematic method for buying stocks that are likely to make a short-term reversal?
- Do you want to learn how to automatically scan for profitable trading opportunities, each and every day?
- Do you already trade the markets with a short-term horizon but are looking for a more systematic approach?
- Would you like to learn how to systematically modify your trading systems to suit either bull, sideways, or bear market types?
- Would you like access to the historical data produced by 1000’s of trades and discover the sector and market filters which can be used to improve your short-term trading results?
- Most Importantly, do you want access to the pattern and strategy formulas which can be used as a template to learning how to scan for your own quantitative signals?
- Average % Profit Per TradeThe Short-term pattern strategies produced an average profit per trade of 0.6% during the sample period.
- The Data That You NeedEnd of Day data for Stocks on the NYSE and NASDAQ.
- Strategy Win-RateThe win-rate of the short-term patterns is between 63% and 70%
- Frequency of OpportunityThe short-term signal scanning tools discover multiple stocks and ETFs each week.
- Average Length of PositionOpen positions are held for an average length of 5 days.
- The Strategies Are Applied to End Of Day Data Which Allows You To Spend Less Time at Your Trading Desk.
- The Pattern Scanner Tools Identify Multiple Signals Each Week.
- The Scans Will Systematically Identify Stocks and ETFs Which Have Produced a Reversal Pattern.
- The Signals Can Be Traded In Conjunction With Discretionary / Fundamental Research.
- The Strategy Guides Explain How to Dynamically Adjust Position-Size and Stop-Loss Levels Based upon Market Volatility.
- The Strategy Rules and Scanner Tool Formulas Are Fully Disclosed. No Black Box or Proprietary Trading Tools Are Involved.
- The Strategies and Pattern Scanner Formulas Can Be Modified to Include Additional Filters and Entry Order Logic.
- The Strategy Guides Include Comprehensive Performance Metric Data for a Variety of Sector and Market Environment Filters.
- The Formulas are Written In Such a Way That Users With No Programming Experience Can Easily Learn How to Create Their Own Strategy Scans.
- Members are Encouraged To Get In Touch If They’d Like Help With Their Own Strategy Programming.
- Learn How to Test and Verify the Trading Strategy Ideas that You Discover On-line or In Trading Books.Charting Tools RequiredThe required indicators have all been coded for ProRealTime and Amibroker so you can download the indicators and follow the programming tutorials to learn how to create your own indicators.Over 300 Pages of Strategy Guides and InformationTwo Comprehensive Strategy guides which detail the rules and performance metrics for a variety of short-term and swing trading strategies.The PDFs will include detailed instructions of how to set-up your charts, where to put your stop-losses, how to quantify both the strength and direction of any stock and how to select the right stocks/etfs to trade when you have multiple signals.All formulas and strategy templates are also included within the members area.Step-By-Step Video Tutorials and Advanced Formula Templates
Instant Access to a 30+ video home-study course which walks you step by step through the process of building a Market-Beating Portfolio.You’ll also learn how to automatically scan for signals using Amibroker and ProRealTime as well as how to program your own strategy formulas.You will also learn how to calculate the exact amount to allocate to each position using a variety of position-sizing methods.Custom-Built Strength and Trend Direction Indicators Gain access to custom built Indicators for both ProRealTime and Amibroker.These include Momentum Indicators, Trend Filter Indicators, MADiff PercentRank Indicator, CumulativeIBS Indicator and more.Learn How to Quantify Trends, Pull-backs, and the Prevailing Market Environment.Mean-Reversion and Momentum Stock ScannersGain access to the Scanner Formulas for all of the Short-Term Patterns and Momentum Stock Signals.Using these scanners will allow you to systematically scan the entire stock market for potentially profitable trading opportunities in less than a few minutes each day.All of the formulas in the course can also be modified and improved upon by the user to better suit their requirements and personal risk tolerance.Sector Rotation and Global Asset Allocation Strategy TemplatesLearn how to develop and test a variety of sector, equity/bond and global asset allocation type strategies.Gain instant access to the pre-written formulas and learn how to test different ranking mechanisms and market timing filters.Also learn how to dynamically rebalance a portfolio with different weight allocations to different tickers. For example, test equal or volatility adjusted weight portfolios.A number of example strategies are included within the members area…Custom Programming SupportRegular and Premium members are also welcome to email me with their own trading strategy ideas which I can help with development and programming.Start with an idea and I will program the necessary charting tools, indicators, back-test formulas, expert commentaries and explorations.All formulas and snippets of code will include detailed comments so that in the future you’ll have learnt the skills necessary to program your own indicators, strategies, explorations and expert commentaries.CandleStick Pattern Scanner Gain access to a Custom-Built Candlestick Pattern Scanner which only identifies candlestick patterns if they occur in the correct type of market environment.Identify Bullish and Bearish patterns such as the Kicker, Belt-Hold, Morning Star, Piercing, Dark-Cloud Cover, Hanging Man, Inverted Hammers and many more.Also learn how to automatically identify the patterns from within your charts.Why the Flagship Trading Course Could be Your Best Ever Investment…- Streamline your trading plan.
- Learn a systematic approach for any type of market environment.
- Learn how to manage a portfolio in just a few minutes per week.
- Learn the indicators which are used by professional traders to quantify the trend of any market in multiple time-frames.
- Discover the #1 principle that will allow you to build a long-term portfolio which will consistently outperform the market.
- Get access to pre-written stock screening formulas which can be used as templates for your own research.
- Reduce the time that you spend analysing stocks by hundreds of hours.
- Discover how to intelligently trade ETFs, even if you are new to them.
- Discover how to limit your risk and protect your capital during a stock market crash.
- Learn the 3-step filtering process for identifying profitable trading opportunities.
- Premium members also receive programming support if they want to create and test their own indicators, market-timing filters, position-sizing methods or general strategies.
- And More.