Course Summary - Systematic Investors

Module 1

Introduction

Unit 1

Branded Intro and Disclaimers

Unit 2

Introduction

Unit 3

Course Agenda

Module 2

System Development

Unit 1

System Development

Unit 2

The Components of a Complete System

Unit 3

System Design Considerations

Module 3

Back Testing and System Validation

Unit 1

Back Testing, Data Considerations, Survivorship Bias

Unit 2

Types of Back Tests and Back Test Metrics

Unit 3

Objective Function or Utility Function

Unit 4

Portfolio Back Test Example

Unit 5

Two Types of Portfolio Back Test Results

Unit 6

Different Back Test Types, Some Systems Can't Be Back Tested, Forward Testing

Module 4

Course Summary

Unit 1

Course Summary

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