Trend Following (Stock Trading) Via Quantitative Modeling In Excel
Master the principles of a stock investing or trading strategy called Trend Following used in hedge funds.
What you will get in this course
Fully completed model file that you can use for live investing
Practice sheets on financial mathematics and excel functions with solutions
Guided step-by-step model building process complete with templates
Free Excel-based resources (from the web) to download price data from yahoo finance in bulk
Unlimited lifetime access anywhere, anytime. Learn at your convenience.
Prompt email Q&A support to assist your learning
What you will learn
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Learn about Quantitative Investing & how it is different from conventional methods of investing
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Know the pitfalls of buying and holding a pure stock portfolio
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Know the criteria to choose the right stocks universe for trend following
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Master an established quantitative method used in hedge funds called Trend Following to trade stocks
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Understand how Trend Following works and why it is adaptive to market conditions
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Know both the strengths and weaknesses in Trend Following
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Use critical Excel lookup, logic, math and statistical functions required for modelling in this course
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Understand the intuition, math and know how to implement financial concepts such as Returns and Risk
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Where and how to get price data
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Know how to model a buy and hold portfolio
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Know how to incorporate transaction costs into the model
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Understand the concept of leverage and how we can use it to boost our returns
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Learn how to incorporate leverage and borrowing costs into the model
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Learn the concept and math behind key investment performance metrics such as Sharpe Ratio
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How to calculate key performance metrics and create a performance analytics worksheet for tracking model performance
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How to create a dashboard to extract and display key information for making investment decisions
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Know how to operate the Trend Following model
Course Content
7 sections: ~7hrs total length
1. Introduction
2. Concept of Trend Following
3. Excel Crash Course
4. Financial Mathematics
5. Building the Trend Following Model
6. Trend Following Operations
7. Handling Dow Components Changes
Requirements
A keen learning attitude with an open mind
Basic knowledge in Math and Statistics is preferable, but not compulsory
Basic knowledge in Excel is preferable, but not compulsory
Description
We will teach you in-depth a defensive stock investing approach known as Trend Following, from concept to implementation, whose principles are used among hedge fund professionals. This strategy is capable of creating stock portfolios that are resilient during bear markets as compared to the broad stock market. After the course, you will be able to Do-It-Yourself.
Trend Following is a powerful quantitative strategy that is grounded in well-established principles and common sense. There are no chart reading, no thick annual reports, no constant monitoring of market news, and no forecasting.
* The strategy taught in this course is applied to the US market.
Our Difference
Say good bye to chart reading, thick annual reports, and an overload of market news
All investment decisions are driven by the model we will build in this course.
5 minutes of your time each day to update the model is all you need
The model keeps you on course during times of market stress. The result is consistency.
We use Excel. No programming experience is required.
No need to pay for expensive tools or data subscriptions. We use only free resources.