Signal Trading Group Webinar Series
Series Overview: The Many Faces of Risk
Description
This webinar series will focus on risk. All forms of risk. We will explore the many faces of risk … because risk does not have a single definition. We will review the risk associated with historic price moves, the risk of trading against environmental conditions, the risks of trade loss for a single trade, the risks of inadequate portfolio diversification.
Webinar Topics
- Expectation Risk
- Correlation Risk
- Drawdown Risk
- Leverage Risk
- Distribution Risk
Series Part One: Expectation Risk
Description
Know your market before you trade.
Webinar Topics
- Monthly Performance
- Rolling CAGR Analysis
- Underwater Volume Index
- Sector Comparison
- Daily Expectation
- Long Short Dollar Risk
Series Part Two: Distribution Risk
Description
What’s a big move for a market.
Webinar Topics
- Absolute vs Relative
- CVaR Analysis
- Kurtosis & Skew
- Market Characteristics
Series Part Three: Correlation Risk
Description
The correlations between markets are not static; they are forever adjusting to market conditions. In this webinar, we will explore rolling correlation studies with dynamic levels that help to interpret what is a strong or weak relationship in the current trading environment. Our analysis will point out markets that should be avoided at all costs due to high and low correlations. We will provide replacement markets that offer consistent near-zero correlations over time.
Have you seen your correlations lately? Chances are they have changed. Join us as we review correlation risks and how our analytics can direct you to the best markets to trade.
Webinar Topics
- Rolling Correlation Analysis
- Adaptive High Low Levels
- Correlation Volatility
- Excessive Correlation Phases
- Diverversication Strength
- Key Diversification Markets
Part Four: Trade Risk
Description
Every system has a personality type; some are aggressive while others may be conservative. In this webinar, we will review performance metrics that will help to evaluate the true historic risk associated with a system.
Webinar Topics
- Drawdown Measures
- Maximum Adverse Excursion
- Drawdown Support
Part Five: Leverage Risk
Description
To remain in the game you must first learn not to abuse leverage.
Webinar Topics
- Starting Capital
- Reality Return Measures
- Risk-to-Ruin Metric
- Underwater Equity Curve
- Maximum Favorable Excursion
- High-Risk Environment
- Systematic Diversification
- Contract Normalization
Part Six: Environmental Risk
Description
To remain in the game you must first learn not to abuse leverage.
Webinar Topics
- Trend Strength/Direction
- Trading Range/Expansion
- Technical Rating
- Seasonal Tendencies
- Momentum OB/OS
Presenter: David Stendahl
David Stend
ahl is founder and president of Signal Trading Group, an international speaker and the author of three books. He has designed trend, pattern and momentum style trading systems for more than 20 years. He focuses on trading the global futures markets, following a systematic, low leveraged and highly-diversified trading regiment. More about David