Result-Driven Swing Trading Strategy

  • Closed
  • Course
  • 61 Lessons

Is Swing Trading Still Consistent?
Join Now

About This Course

Wondering how to generate consistent, systematic trades that could bring alpha to your portfolio?

Learn the building blocks of swing trading strategies and create your own optimised portfolio that has low correlation with the market!

Why swing trading might be a helping strategy for improving your results?

  • It works on any market: Bull, Bear, or Sideways — it doesn’t matter! Meaning your capital would work the extra miles for you regardless of the market conditions. 
  • It works on more than just the stock market. You can trade on various asset classes, e.g., commodities, precious metals, etc. 
  • You can diversify your portfolio; to reduce the correlation with the broad market. 
  • As one of the building blocks in systematic trading/algorithmic trading, consistency is no longer a distant dream!
  • In comparison to day trading, where traders tend to be glued to the desk during trading hours, swing trading lets you regain your freedom. 
  • Not influenced by emotions…

Dr Tom Starke

CEO of AAA Quants

With Tom's extensive expertise of over 15 years in the field and his valuable collaborations with prestigious hedge funds and proprietary trading firms,
he empowers you to play in the big league of finance too.

Tom has a passion for teaching and sharing his knowledge with others. Drawing from his own experience, he has built AAA Quants Academy as a solution he wished he had when he began his journey.

Now, you too can leverage the condensed
knowledge and expertise on this platform to excel in
quantitative finance and algorithmic trading.
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What makes this course special?

  • It is a complete system, ready to be deployed. 
  • We show you what works, demonstrated by the backtests. 
  • We’ll shorten your learning curve of swing trading (not make you read through hundreds of pages of Guides on swing trading where you have to figure it out yourself…). 

What you'll learn

Warning: Swing Trading is lucrative, but has its pitfalls; if not treated properly, it can be risky!

  1. We’ll walk you through 8 independent swing trading strategies, step-by-step. Action plans will be included! 
  2. Although the 8 independent swing trading strategies are great on their own, we want to make them better — by combining them to form a dynamic portfolio.
  3. We’ll optimise the combined portfolio so that it performs at its best. We’ll show you how to tune the system, so that you could apply to your own portfolio down the track!
  4. You will not be left in the dark — we will evaluate how the portfolio performed, and whether we could indeed achieve results trading this system. 
  5. Finally, we want you to avoid the pitfalls, so that you could implement the strategy with confidence! 

Who this course is for:

  • Traders/investors looking for systematic trading/algorithmic trading opportunities. 
  • Beginner, novice traders embracing for new ideas.
  • Experienced traders seeking an edge in advanced algorithmic trading and systematic trading. 
  • Anyone who want to improve their algo trading skills and generate alpha for their portfolio. 

Some Python coding knowledge is required to begin with, but we will walk you through the rest. 

  • $749

Result-Driven Swing Trading Strategy

  • Closed
  • Course
  • 61 Lessons

Learn the building blocks of swing trading strategies and create your own optimised portfolio that has low correlation with the market!
Buy now

Contents

1. Introduction

1.1 Overview
1.2 Preparation, libraries and downloading data

2. Swing Trading Strategy #1

2.1 What is our first strategy and how does it work?
2.2 Entry conditions
2.3 Exit conditions
2.4 Calculating the realised P&Ls
2.5 Running the first strategy
2.6 Calculating the Unrealised P&Ls
2.7 Percentage P&Ls
2.8 What about other instruments?
2.9 What if the Monday is a holiday?

3. Swing Trading Strategy #2

3.1 How does it work?
3.2 Building the overnight swing trading strategy
3.3 Is it profitable?

4. Swing Trading Strategy #3

4.1 Building our strategy efficiently
4.2 Entry and exit conditions
4.3 Running the backtest

5. Swing Trading Strategy #4

5.1 Monday Tuesday strategy

6. Swing Trading Strategy #5

6.1 Mean reversion strategy

7. Swing Trading Strategy #6

7.1 MACD Histogram

8. Swing Trading Strategy #7

8.1 Turn of the month

9. Swing Trading Strategy #8

9.1 Trend following

10. Combining the 8 Strategies

10.1 What can we do?
10.2 Looping through different strategies and instruments
10.3 First attempt: applying the strategy to the SPY
10.4 Equity curve
10.5 Surprising results — why?
10.6 How much cash are we using?
10.7 Assuming we use the cash efficiently
10.8 The Sharpe ratio

11. Applying to Other Instruments

11.1 Crunch time: Defining the analytics
11.2 Applying to other instruments — equally weighted assets
11.3 The biggest fear — Drawdown
11.4 Comparing to the benchmark

12. Finding the Optimised Strategy

12.1 Adjusting the asset weightings
12.2 Optimising the portfolio
12.3 Optimising for the risk-adjusted returns
12.4 Building the optimiser
12.5 Running the optimiser
12.6 A caveat!
12.7 The results — did we find a better strategy?
12.8 Applying the analytics
12.9 Putting it to the test! (out-of-sample data)
12.10 A word of warning…
12.11 Sharpe ratio — out-of-sample data

13. Taking A Closer Look

13.1 Checking all the sub-strategies
13.2 Correlation between strategies?
13.3 How correlated are the instruments?
13.4 Did we get lower correlations with the optimisation?
13.5 Trading costs
13.6 Profit per trade, win/loss ratio
13.7 Profit factor
13.8 Beta

14. Things to Check Before You Implement the Strategy

14.1 Weights of the optimised strategy
14.2 How much do the symbols get traded (according to the optimiser)?
14.3 Capital and friction
14.4 Position size for each instrument (1)
14.5 Position size for each instrument (2)
14.6 Cash requirements
14.7 Accomodating various account sizes
14.8 Final tips