It is my pleasure to welcome Kevin Davey on Thursday, December 6th @ 4:30 PM Eastern US.
Kevin will be presenting on "Developing a Rule Based Trading Algorithm". Below is a brief preliminary outline of the topics of the webinar:
- Know yourself: your performance goals, likes/dislikes, abilities, etc.
- Start with an idea: from books, articles, brainstorming, data mining
- Perform limited feasibility testing - is the idea worth pursuing?
- In depth walkforward testing & optimization, out of sample check
- Monte Carlo simulation - does it meet your goals?
- Incubation (let it sit for 3-6 months), small scale real money test
- Full Size, Real Money Operation, with position sizing rules applied
I believe that the Q&A session will also be very enlightening, as always, and I know there will be a lot of discussion on this popular subject.
More information on Kevin Davey:
Recognized as a "Market Master" in the 2010 book "The Universal Principles of Successful Trading: Essential Knowledge for All Traders in All Markets," Kevin J. Davey is an award winning private futures trader, and has been trading for over 20 years. In each of the years 2005-2007, Kevin achieved over 100% returns in the real time, real money World Cup of Futures Trading Championship trading contest, finishing in first or second place each of those three years.
In addition to full time trading, Kevin also writes, consults and mentors other traders. His trading articles have appeared in The Forex Journal, SFO Magazine, Active Trader Magazine and Futures Magazine (publication in Winter 2012).
Prior to trading full time starting in 2008, Kevin was a quality assurance and engineering executive for an aerospace company. Kevin graduated Summa Cum Laude with a BS engineering degree from the University of Michigan, and received an MBA degree from Case Western Reserve University.
You can find Kevin on his website:
KJ Trading Systems (
I will post again once we are closer to the event date.