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Algo Trader’s ToolkitKevin J. DaveyCopyright 2017 – KJ Trading Systems LLC. All rights reserved
ContentsDisclaimer . 5Introduction . 6About Me . 8First Things First. 10MY TRADING COURSE: STRATEGY FACTORY WORKSHOP . 10MY TRADING BOOK: BUILDING WINNING ALGORITHMIC TRADING SYSTEMS. 11Quick Start . 12THE 26 HOUR EPIC VIDEO PACKAGE . 12What Exactly Is “Algo” Trading? . 13Articles – Part 1 . 16100 PERCENT RETURNS PER YEAR . 16WHEN TO STOP TRADING A SYSTEM . 19USE MARGIN TO POSITION SIZE? . 21WALKFORWARD TESTING . 22DID NOSTRADAMUS TRADE FUTURES? . 25SCALES - HAZARDOUS TO YOUR HEALTH . 27THE LEVERAGE BEAST . 29THE TWO PERCENT RULE . 31WHEN LIGHTNING STRIKES . 33ALL THAT GLITTERS IS GOLD . 35FORGOTTEN NUMBERS . 37WIN AT ALL COSTS? . 39FOCUS ON THE NEGATIVE. 41PUT YOUR MONEY WHERE YOUR MOUTH IS . 43THE 90 PERCENT CLUB . 45I DID IT MY WAY . 47THAT'S A SNEAKY TRICK . 49SHARP AS A RAZOR . 51HOW TO CREATE A PROFITABLE TRADING STRATEGY FROM SIMPLE SETUPS . 53ARE BREAKEVEN STOPS WORTH THE EFFORT? . 59GOING LIVE WITH AUTOMATION . 60FINDING OUT WHAT WORKS, AND WHAT DOESN’T WORK – PART 1 . 62
FINDING OUT WHAT WORKS, AND WHAT DOESN’T WORK – PART 2 . 63THE PERILS OF BUYING TRADING SYSTEMS . 643 WEAPONS TO SLAY THE TRADING WOLVES. 655 PITFALLS TO USING A TRADING SIGNAL SERVICE . 66AUTOMATED TRADING – FRIEND OR FOE? . 67My Algo Trading Book . 68Articles – Part 2 . 69FROM CLICHÉ TO STRATEGY . 69AFTER TESTING, BEFORE TRADING . 70REFINING CRUDE OIL BREAKOUTS . 71IMPROVING BOTH ENDS OF A SYSTEM. 72EXITING ON A HIGH NOTE. 73ENTERING ON THE RIGHT FOOT . 74DON’T BUILD A BETTER BACKTEST. 75BUILDING A TRADING STRATEGY – AFTER TESTING AND OPTIMIZATION . 76BUILDING A TRADING STRATEGY INVOLVES MORE THAN TESTING AND OPTIMIZATION . 77TOP 3 MISTAKES OF TRADING SYSTEM DEVELOPMENT . 78AVOIDING TRADING PARALYSIS BY ANALYSIS . 79MYTHS AND FACTS OF EQUITY CURVE TRADING. 80EQUITY CURVE ANALYSIS: A FOOL’S PATH? . 81AVOIDING DRAWDOWN BREAKDOWNS. 82DON’T BE A GUNSLINGER . 83SWIM WITH THE SHARKS . 84Presentations. 85CRUSH THE COMPETITION . 85Keep Up To Date With My Work . 87Videos . 88HOW TO TRADE LIKE A CHAMPION (5 PART SERIES) . 88HOW TO PICK A WINNING TRADING SYSTEM (5 PART SERIES) . 89FORMULATE A TRADING PLAN . 89TESTING FOR SUCCESS . 907 WAYS TO TRADE THE MINI S&P . 90HYPOTHETICALLY SPEAKING . 91
UNORTHODOX TRADING ENTRIES . 91HOW A STRATEGY FACTORY CAN HELP YOU . 92DEVELOP A STRATEGY WITH STRATEGY FACTORY PRINCIPLES . 922 MINUTE TRADING TIPS (12 PART SERIES) . 93POSITION SIZING 101 . 93TRADING GAMES PEOPLE PLAY . 94WHAT IS THE “STRATEGY FACTORY” CLUB? . 94INTERVIEW WITH A SUCCESSFUL STUDENT. 95Interviews . 96BETTERSYSTEMTRADER.COM INTERVIEW . 96CHATWITHTRADERS.COM INTERVIEW . 9752TRADERS.COM INTERVIEW . 98Code Pieces and Snippets . 98CONTINUOUS CONTRACT CHANGE NOTIFIER – PAINT BAR STUDY. 99POSITION MISMATCH NOTIFIER – PAINT BAR STUDY . 99BARSSINCEENTRY EXIT STRATEGY. 101SIMPLE MOMENTUM ENTRY . 101Putting It All Together . 102My Strategy Factory Workshop . 1033RD PARTY REVIEWS OF THE STRATEGY FACTORY WORKSHOP . 104STUDENT CREATED STRATEGIES . 107STRATEGY FACTORY WORKSHOP – SPECIAL OFFER. 109Final Reminder- Join My List, Stay Up To Date! . 110
DisclaimerU.S. Government Required Disclaimer - Commodity Futures Trading Commission states: Futuresand Options trading has large potential rewards, but also large potential risk. You must be aware ofthe risks and be willing to accept them in order to invest in the futures and options markets. Don'ttrade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures,stocks or options on the same. No representation is being made that any account will or is likely toachieve profits or losses similar to those discussed in this document. The past performance of anytrading system or methodology is not necessarily indicative of future results.CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVECERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATEDRESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOTBEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THEIMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY.SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THATTHEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEINGMADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILARTO THOSE SHOWN.NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TOACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOUDECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS SHOULD BE YOUR OWN.
IntroductionWelcome, and thanks!Just by downloading this document, I hope you realize how I am different thanthe typical trading “educator.” Most educators require an e-mail address beforethey send you their precious report.What a crock of # # , and usually a waste of time – how many so-callededucators have you given yo
KEVIN is a professional trader and a top-performing systems developer. Kevin is the author of “Building Winning Algorithmic Trading Systems – A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading” (Wiley, 2014). An aerospace engineer and MBA by background, Davey has been an independent trader for over 25 years.
