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.blueowlp ress.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