Course curriculum

  • 1

    Trend Following Concept

  • 2

    Financial Mathematics

  • 3

    Model Building

    • Trend Following Walkthrough

    • Looking Up Stock Universe

    • Preparing Historical Prices (Windows)

    • Preparing Historical Prices (Mac)

    • Drawing Moving Averages

    • Setting Up Buy Signal

    • Setting Up Sell and Hold Signal

    • Drawing Trailing Stop Loss

    • Updating Sell Signal

    • Preliminary Position Sizing

    • Calculating Daily PnL

    • Drawing Equity Curves

    • Portfolio Equity Curves

    • Applying Leverage

    • Factoring in Borrowing Cost

    • Calculating Daily Returns

    • Creating Performance Tab

    • Calculating Monthly Returns

    • Portfolio Monthly NAV

    • Performance Statistics

    • Adjusting Parameters

    • Creating Portfolio Tab

    • Calculating Profit Loss Ratio

  • 4

    Operating Guide

    • Trend Following Operating Guide (Windows)

    • Trend Following Operating Guide (Mac)

Instructor(s)

Patrick Ling

Patrick is a ex-portfolio manager of a systematic hedge fund. He has extensive experience, having spent more than a decade in the asset management and banking industry working through various roles since 2005. These include managing private client portfolios, covering hedge fund clients for equity derivatives products and strategy, product control on derivative and structured products and fund management.

Disclaimer

  • The content covered in the Trend Following Masterclass is meant for educational purposes only.

    Any illustrations with reference to investment securities are meant to demonstrate finance concepts and do not constitute any buy or sell recommendation on any company stock, an exchange traded fund, unit trust, a bond, an insurance policy or any other security. The trainer shall not be liable for any loss or damage caused directly or indirectly by the information contained in these notes.