Greetings all --
As many of you know, I was one of the speakers at
the Australian Technical Analyst's Association (ATAA) National Conference in
Melbourne in October 2009. The title of my speech was "Trading System
Development to Profit in All Markets". The speech is in two segments, each a
little over an hour long. The topics I covered included:
Systems
engineering
Modeling and simulation
Trading system design
Financial
data
In-sample and out-of-sample
Backtesting
Optimization
Walk
forward testing
Risk
Drawdown
Trading system
validation
Statistical significance
Monitoring trading
Is the system
broken
Trading from Australia
A few trading system ideas
The ATAA
hired professional video engineers to record the conference proceedings. I
have received a copy of my presentations and want to make them freely
available to everyone who is interested. They are in wmv file format and can
be played on any Windows computer. I would simply post them to my websites for
people to download, but they are too big -- a total of 1.1 GB. I have copied
them onto a DVD and will mail a DVD copy to you. To cover my costs to create
and mail the DVD, there is a small charge -- $1.95 for addresses in the US,
$3.95 overseas.
While I retain copyright of my presentations, you may
freely copy and share the DVD, provided there is no charge to the
recipient.
To order a copy, visit:
http://www.blueowlpress.com/activities.html
scroll
about half way down, then click the BuyNow button
or send a check to the
address given on that same page.
Thanks,
Howard