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11 August 2015

Trading System Development – Indicator-Based

Presenter: Dr. Howard Bandy, USA

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.

Several system development presentations that provide background have been recorded and are available on YouTube and other websites. Dr. Bandy recommends watching two in particular prior to attending this webinar:

The Importance of Being Stationary

The Four Faces of Risk

A question and answer period follows the presentation.

About the Presenter
Dr. Bandy is uniquely qualified in technical analysis, with education including university degrees in mathematics, physics, engineering, and computer science. His graduate work focused on modeling and simulation, artificial intelligence, and statistics. While in graduate school, he began applying quantitative techniques to financial markets in the late 1960s. He continued his academic work, becoming a tenured full professor of mathematics and computer science and university dean. Dr. Bandy has real-world experience as a software developer, including the design and implementation of a program to select stocks and issue buy and sell orders. Additionally, he was a senior research analyst at a Commodity Trading Advisor (CTA) firm, where he held a Series 3 license.

He consults with and assists individual traders and trading companies in the design, testing, validation, and analysis of trading systems.

Dr. Bandy is the author of four recently published and best-selling books on technical analysis, including Quantitative Trading Systems, Mean Reversion Trading Systems, and Modeling Trading System Performance.

You can learn more about his activities, read free chapters of his books, and follow his blog at www.BlueOwlPress.com. Also, the following YouTube presentation gives his background and qualifications: https://www.youtube.com/watch?v=rcjyDeJKskk.

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