Embarking on the journey of systematic portfolio trading demands immense dedication and effort. From conceptualizing innovative strategy designs, crafting meticulous code for comprehensive backtesting, executing robustness tests, to performing in-depth portfolio-level strategy analyses, and writing extensive code for tailored automation – the task list is exhaustive. Personally, it took me over four transformative years and countless hours to refine my approach to portfolio-level operations. This experience formed the driving force behind curating this direct and insightful online workshop.

The workshop is a mirror to my personal trading journey, providing access to open backtest strategy codes for your first portfolio and a guide for semi-automatic trading workflow. This workflow isn’t just theoretical – it’s practical and battle-tested. It follows the very same trading procedure I use on my own live account and allows you to begin with portfolios easily.

You should NOT buy this workshop just to get the strategies or to replicate entire solutions verbatim onto your live account. Workshop serves more as a framework containing all required components and know how to start with systematic portfolios. It is conceived as a comprehensive launchpad, a rich trove of expertise for you to explore, examine, refine, and deploy with confidence when you’re poised to make your move. We urge you to leverage the depth of this workshop as a transformative tool, not as a quick fix solution.

This workshop serves as a dynamic shortcut, allowing you to bypass the time-consuming, thousand-hour journey of trial and error. It catapults you straight into the world of systematic portfolio trading, equipped and ready to navigate with confidence and success.

Workshop cornerstones

Complete Strategies

Learn theory behind the principles of three different market edges and find out how they can be transformed into complete systematic trading strategies.
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Open strategy codes

Obtain complete systematic rules for three strategies. Rules are available in plain English and also as well documented open Amibroker code.
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Balanced portfolio

Discover impact of uniting three given strategies into one systematic portfolio with complete and detailed analysis of portfolio-level metrics.

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Automated workflow

Detailed guidelines how to install necessary tools and set up automated tasks. Let software do trading routine for you and focus on conceptual work.

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Safe procedure

Trading systematic portfolios takes extreme effort, but workshop is designed that you can choose and follow your own tempo. Take the next step only when you are ready.

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Complete strategies

Diversified approach - 3 trading strategies on 2 different timeframes

100% systematic strategy rules - unlike in discretionary trading, there is literally no room to make mistakes

Slower strategies on monthly and daily timeframes - suitable for beginners

Complete description of strategy ideas and market edge behind them - fully understand why strategies work and become confident with your trading

Unearth the significance of a market edge and comprehend its critical role in crafting strategies anchored in distinctive competitive advantages. Engage with the triad of fundamental market edges: the momentum in US stocks, the dynamism in ETFs, and the momentum pullback observed in US stocks.

We invite you to delve into the intricacies of three carefully constructed systematic strategies. The ‘Smart Nasdaq Momentum’ navigates through a rotational momentum strategy by trading stocks from the esteemed Nasdaq 100. The ‘Second Wave’ employs a momentum pullback strategy, dealing with stocks from the vast Russell 3000 index. Finally, the ‘One and Only’ utilizes a momentum rotational strategy, trading a universe of uncorrelated ETFs. Learn how these strategies can enrich your financial portfolio and provide a competitive edge in the marketplace.

The workshop offers comprehensive statistics for each strategy, providing you with a robust understanding of their performance patterns. You will gain insights into when these strategies flourish and when they experience significant drawdowns. Such knowledge is instrumental in fostering confidence in these trading systems.

These strategies operate on extended timeframes – ‘Smart Nasdaq’ and ‘One and Only’ function on a monthly basis, while ‘Second Wave’ works on a daily timeframe. Therefore, it is entirely feasible to operate these strategies without complete automation. You can simply arrange scanners included in workshop to produce entry signals and manually generate orders on the broker’s platform. This approach can be particularly advantageous for beginners, simplifying the commencement of portfolio trading.

Open strategy codes

Open backtest codes of all 3 strategies for Amibroker (AFL)

100% complete systematic rules in plain English

Entry signal scanners for all 3 strategies included

To achieve confidence in your portfolio, it’s paramount to grasp the mechanics of your strategies. Understand the philosophies that underpin them, recognize their strengths and weaknesses, and adjust their risk parameters to align with your tolerance levels. Furthermore, integrate them seamlessly with other strategies in your current repertoire.

The workshop provides a comprehensive set of systematic rules for all three aforementioned strategies, enabling you to conduct your own backtests and modify them to reflect your personal trading style.

These systematic rules are presented in straightforward English, allowing you to conduct backtests using any available software. Alternatively, you can utilize the fully-prepared Amibroker backtest code, written in AFL (Amibroker Formula Language). For those already equipped with Amibroker, this presents an opportunity to dive straight into exploration and customization of strategies for your inaugural systematic portfolio.

Balanced portfolio

Discover benefits of trading portfolios in easy to understand way

Learn how to easily manage risk in your portfolio

Extensive statistics, metrics and charts for example portfolio with 3 introduced strategies

Once you’ve mastered leveraging market edge and comprehending individual strategies, you can advance to the next level of portfolio trading. Our comprehensive guide will shed light on how integrating the three given strategies into your inaugural portfolio can significantly influence your trading outcomes.

The workshop is abundant with examples that illustrate the advantages of portfolio trading, underpinned by meticulously prepared statistics, metrics, and charts. Gaining this understanding will equip you mentally for the time you go live. Witness how minor adjustments can wield a substantial impact and learn how to proficiently manage risk within your portfolio.

But the highlight is this: it’s not merely theoretical! Armed with comprehensive strategies and ready-made Amibroker scanners, you’ll be primed to commence testing on your demo account in no time!

Automated workflow

Semi-auto workflow solutions.

Work on your computer or on dedicated server

Automatically generate entry signals with scanners

In addition to mitigating risk and enhancing performance, there’s a further element to ponder when determining your trading style. You could opt for the discretionary approach, which tends to be a more straightforward path for beginners.

However, if one of your ambitions is to secure more leisure time, then adopting an automated approach to trading systematic portfolios could be your ideal solution. Keep in mind that there is a considerable learning curve involved, as you’ll need to understand strategies, code backtests, and invest significant hours into developing automation for your portfolio management and execution tool.

Fortunately, we’ve got you covered! An integral part of this workshop is a step-by-step guide detailing how to set up semi-automated workflow for your trading routine. Start with a semi-automatic approach by employing automatic scanners and make the implementation process easier and more beginner-friendly.

It’s entirely acceptable to transition at your own pace. Once you’re comfortable with understanding market edges behind given strategies, backtesting and you fine-tuned strategies to your needs, follow up with installation of broker platform, set up scanners and start demo-trading using your semi-automatic trading setup. Patience in this process is key, and moving forward when you’re confident in your abilities will ensure a successful transition.

Safe procedure

Workshop is fully online in written form - you can get back any time

Choose your own pace - use it all or just parts you need the most

Every solution’s effectiveness is determined by your success in its implementation and use. We recognize that elevating your trading to a portfolio level with a high degree of automation is a sophisticated task riddled with potential pitfalls.

The workshop is specially designed to address this challenge as we wanted to avoid an ‘all-or-nothing’ approach. The content can be broken down into manageable portions, enabling you to study the contained strategies, modify them, adjust backtests, or even build your own strategies based on those provided, while potentially bypassing the portfolio-level and automation elements entirely.

Alternatively, you could construct a portfolio and experiment with semi-automatic or manual modes, gradually transitioning to full automation later on. You’re at liberty to utilize the workshop as you see fit, as it was structured to impart knowledge without overwhelming you.

FAQ

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DISCLAIMER. The components featured within this workshop, including the various strategies, backtest and scanner codes, are expressly designed for educational purposes and should not be construed as investment advice. Before proceeding, we recommend that you thoroughly understand the provided strategies, customizing them to align with your risk tolerance and trading style. These adjusted strategies should be tested on a simulated trading account during an incubation period.

We urge you to transition to a live account only when you are completely confident in the system’s performance and it aligns perfectly with your trading objectives.

The workshop materials and strategy codes are offered “as is”. The workshop’s creator does not accept liability for any damage or losses that may occur as a result of utilizing the solutions provided in the workshop. Please approach this learning resource with a mindset of caution and thorough testing before implementation.

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3 uncorelated strategies for US stocks, with complete systematic rules in plain English and Amibroker (AFL) backtests as well

Open backtest codes (Amibroker + plain English) for three different strategies - entry signal scanner included

Step by step guides for setting up your semi-automated trading workflow

Guides to set up necessary tools like Amibroker (backtesting engine) and TWS (Interactive Brokers trading platform)

Knowledge, strategies and tools to be able to trade your first systematic portfolio

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