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Free Webinar: The Role of Backtesting in Trading System Development by Dr. Bandy

  • Jul 11, 2013 · 3:00 PM

The Role of Backtesting in Trading System Development by Dr. Howard Bandy

Registration link:
https://tsaasf.webex.com/tsaasf/onstage/g.php?t=a&d=666212902

In his presentation, Dr. Howard Bandy will review assumptions common to all technical analysis. A brief discussion of the efficient market hypothesis, who the other traders are, and how difficult developing profitable systems is will follow. Howard will display a graphic explaining the components of a quantitative trading system and a graphic explaining the flowchart of the system development and trading management techniques. He will explain some background about system development and will have a detailed discussion of backtesting. Backtests are always successful -- we do not stop playingv with the system until the results are good. Backtesting is necessary, but not sufficient. Use of a backtest-only system is dangerous. Confidence comes from the validation phase of development. There is a minimum set of skills needed for system development and analysis. These include the ability to program in the language of the development platform, and the ability to apply statistical analysis to test and trading data and interpret the results.

Dr. Bandy is uniquely qualified in technical analysis. His education includes university degrees in mathematics, physics, engineering, and computer science. His graduate work focused on modeling and simulation, artificial intelligence, and statistics. He began applying quantitative techniques to financial markets in the late 1960s while in graduate school.

He continued his academic work, becoming tenured full professor of mathematics and computer science, and university dean. He has real world experience as a software developer, including the design and implementation of a program to select stocks and issue buy and sell orders. He was a senior research analyst at a Commodity Trading Advisor (CTA) firm, where he held a Series 3 license. And he has, and is continuing to, consult with and assist individual traders and trading companies in the design, testing, validation, and analysis of trading systems.

Dr. Bandy is the author of four recently published and best-selling books on technical analysis, including "Quantitative Trading Systems", "Mean Reversion Trading Systems", and "Modeling Trading System Performance." You can learn more about his activities, read free chapters of his books, and follow his blog, at www.BlueOwlPress.com

See you there!

Join or login to comment.

  • Jim L.

    It has been posted to Youtube. Just search for Howard Bandy. orhttp://www.youtube.com/watch?v=a_cy5sUv0qI

    August 25, 2013

    • Howard B.

      The version posted immediately after the live webinar had lower resolution. The support staff in San Francisco cleaned it up -- thank you. It looks like this is the final version.

      August 25, 2013

    • A former member
      A former member

      Thank you! They didn't update the description, so I thought that was still the old one.

      August 25, 2013

  • Gary E.

    I'm looking for to the final recording. Dr Bandy is a world expert with trading systems and AmiBroker. / Gary E.

    August 25, 2013

  • Gariki

    Anybody knows if the recording of this meeting has already been posted? I know they were planning on doing it but havent seen a link posted yet.

    July 18, 2013

    • Gariki

      Thanks a bunch Curt.

      July 19, 2013

    • A former member
      A former member

      That recording is of the raw footage. The description says a better version is coming and will replace that. Can I still look forward to seeing that version?

      1 · August 25, 2013

  • Jane F.

    I thought the meeting was excellent. I would also like to know if there is anyone in attendance who feels totally "alone" in their trading and would like to start an interaction with other Quant traders. I want to start a Quant Trading business and am looking for others I can bounce ideas off of.

    July 12, 2013

  • A former member
    A former member

    Excellent presentation. Followed up by ordering a couple of Dr. Bandy's books. Looking forward to the next meeting.

    July 12, 2013

  • Jane F.

    It was excellent. I have a lot of questions but that is only a good thing. Looking forward to the meeting in August.

    July 12, 2013

  • Robert G.

    A truly excellent presentation. I feel a little sorry for anyone new to the field of Quantitative Trading Systems, for them it would be a little like 'drinking from a fire hose'. There is so much substance behind every slide. I am looking forward to the next webinar.

    July 11, 2013

  • Roman B.

    Sorry for inconvenience, everyone. I have contacted our tech people to fix it asap. The video recording will be available. Also, Howard has agreed to participate in the August 8, 3:00-4:30 PDT webinar as a continuation of today's talk. Again, our apologies who is having troubles logging in.

    July 11, 2013

  • A former member
    A former member

    Limited to 100 participants. Please send link to recording.

    July 11, 2013

  • Guy B.

    Passwords were NEVER sent. I also would like a link for the recording.

    July 11, 2013

  • A former member
    A former member

    didn't get password either. please provide link for recording

    July 11, 2013

  • Guy B.

    I was not allowed to join meeting. VERY BAD!!!
    Is it available After hours?

    July 11, 2013

  • Malcolm B.

    I have never received an event password. What is it?

    July 11, 2013

    • Roman B.

      please type 0000 for password

      July 11, 2013

  • Andy K.

    0000

    July 11, 2013

  • Jose C.

    Where do I find the event password to view the webinar?

    July 11, 2013

    • Roman B.

      Jose, please type 0000 for password. It should work.

      July 11, 2013

  • Roman B.

    Please follow the login instructions here:
    https://tsaasf.webex.com/tsaasf/onstage/g.php?t=a&d=666212902

    July 11, 2013

  • Jose C.

    where is the link to view the webinar?

    July 11, 2013

  • Luca

    Good Morning

    July 11, 2013

  • Giovanni T.

    I'm trying to connect... But unfourtunatly i can't from my iPhone.

    July 11, 2013

  • Warren M.

    Hi guys just had to swap computers so that I can type. I can't type so I use Dragon speak. Like others I'm interested in investments and particularly shares

    July 11, 2013

  • Robert G.

    Long term ATAA member, current Director of ATAA and IFTA. I am a great admirer of Howard's work. I will be going to the IFTA Conference in San Franciso - Howard will be presenting!

    July 10, 2013

  • Giovanni T.

    I will try to follow from work... I hope the Webinar will be recorded. Thanks

    July 9, 2013

  • A former member
    A former member

    I have to work at that time. Will the webinar be recorded?

    July 9, 2013

    • Howard B.

      Hi Remy --

      July 9, 2013

    • Howard B.

      (Don't hit return until the message is complete) Yes, the webinar will be recorded. Sign up for the live session and you will receive a link to the recording.

      July 9, 2013

  • A former member
    A former member

    Interested in Dr. Bandy's work.

    July 7, 2013

  • Hermanudin

    Hope many insight and better way to implementing ideas!

    July 3, 2013

  • Howard B.

    I am the speaker for this Webinar.

    July 1, 2013

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