The following seven video episodes provide a detailed overview of a workflow process used to develop diversified systematic trend following portfolios using StrategyQuant X and QuantAnalyzer.

Episode 1 provides an overview of our approach to diversification across markets and systems and outlines how this process seeks to develop divergent trend following models that target the fat tails of the distribution of market returns.

Episode 2 discusses the Data Manager and then commences the configuration of the workflow process. This episode looks closely at the build stage of the workflow process where the core design of divergent breakout models are established and then this step develops diversified models around these core design principles.

 

Episode 3 finalizes the Build step of the workflow process.

 

Episode 4 reviews the retesting steps of the workflow process including the Multi-Market Test, the Slippage Test and the Recency Test.

 

 

Episode 5 finalizes the robustness tests of the workflow process within StrategyQuant X and then undertakes comprehensive back tests with holding costs applied within the Metatrader 4 environment to generate reports for analysis by QuantAnalyzer.

 

 

Episode 6 demonstrates how we use QuantAnalyzer as our basis to compile powerful risk adjusted portfolios using solutions generated by this workflow process and then returns to StrategyQuant X to compile optimal sub portfolios for the final portfolio.

 

Episode 7 is the final episode of the series which demonstrates how we put it all together and compile powerful portfolios of diversified systematic trend following models. This episode includes a walkthrough demonstration of a sub portfolio and examines the backtest performance results of the compiled portfolio.

 

We hope you enjoy the series.

 

Trade well and prosper

The ATS mob