I currently offer the online course “Backtesting” to a select number of traders and portfolio managers. This is a workshop that consists of pre-recorded Adobe Connect session and a live Q&A session. The focus is on discovering and avoiding various pitfalls during the backtesting process that may degrade performance forecasting. Illustrative exercises are drawn from a futures strategy and a stock portfolio trading strategy using MATLAB. Free MATLAB trial licenses will be arranged for extensive in-class exercises. No prior knowledge of MATLAB is needed, but some experience with programming is necessary. The math requirement is basic college-level statistics.
- Total hours: 7 hours of recorded session + 2 hours of live Q&A.
- Fee: $950.
- Suggested date and time for live Q&A session is determined by collective agreement.
- Registration: email@example.com.
Course outline is available for download here.