udemy-performance-optimization-and-risk-management-for-trading-2021-8-0

01.Getting Started\ 00:00:00 Welcome and Introduction 00:02:37 Did you know..._ 00:05:15 Course Overview 00:09:49 Tips_ How to get the most out of 00:15:17 Course Materials _ Download 02.An Introduction to Trading and Income G 00:17:14 Trading vs. Investing 00:31:54 How to generate sustainable Incom 00:41:20 How to make a living with Trading 00:48:52 Example 03.Installing Python and Jupyter Notebooks 00:53:30 Overview 00:55:11 Download and Install Anaconda 01:03:19 How to open Jupyter Notebooks 01:12:49 How to work with Jupyter Notebook 04.Financial Data Analysis with Python and 01:26:49 Introduction and Overview 01:30:52 Installing and importing required 01:32:51 Loading Financial Data from the W 01:43:46 Initial Inspection and Visualizat 01:56:08 Normalizing Time Series to a Base 02:02:44 Coding Challenge #1 02:08:04 Price changes and Financial Retur 02:17:07 Reward and Risk of Financial Inst 02:23:05 Investment Multiple and CAGR 02:29:55 Compound Returns & Geometric Mean 02:34:12 Discrete Compounding 02:42:12 Continuous Compounding 02:48:06 Log Returns 02:50:27 Simple Returns vs Log Returns ( P 03:02:14 Comparing the Performance of Fina 03:11:52 (Non-) Normality of Financial Ret 03:24:55 Annualizing Return and Risk 03:29:47 Resampling _ Smoothing of Financi 03:37:31 Rolling Statistics 03:46:36 Short Selling and Short Position 04:06:11 Covariance and Correlation 04:13:20 Portfolios and Portfolio Returns 04:17:18 Margin Trading and Levered Return 05.Performance and Risk Measurement - Ove 04:31:07 Introduction 04:32:54 Performance and Risk Metrics at a 06.Mean-Variance Analysis and the Sharpe R 04:36:29 Introduction 04:43:41 Getting started 04:51:12 Return Metrics 04:53:47 Risk Metrics (Standard Deviation) 04:56:22 Risk-adjusted Return and the Shar 05:02:04 Putting everything together and C 07.Downside Risk and Sortino Ratio\ 05:08:29 Introduction 05:14:44 Getting started 05:16:29 Downside Deviation (Semi-Deviatio 05:20:25 Sortino Ratio 05:22:09 Putting everything toghether 08.Maximum Drawdown and Calmar Ratio\ 05:27:19 Introduction 05:35:22 Getting started 05:37:00 Maximum Drawdown 05:46:46 Calmar Ratio 05:48:16 Max Drawdown Duration 05:55:27 Putting everything together 09.Trading with Leverage and the Kelly Cri 06:00:58 Introduction 06:06:19 Getting started 06:07:21 Recap_ Leverage and Margin Tradi 06:10:09 Finding the optimal degree of Lev 06:13:58 The Kelly Criterion 06:16:33 The impact of Leverage on Reward 06:22:46 Putting everything together 10.Case Study A-Z_ Performance Optimizatio 06:27:19 Introduction and Overview 06:29:55 A simple active Trading Strategy 11.Backtesting an active Trading Strategy 06:37:13 Getting started 06:40:07 Intro to Backtesting_ a Buy-and-H 06:43:01 Defining the Strategy 06:46:29 Vectorized Strategy Backtesting 06:55:11 Changing Strategy Parameters 07:00:47 Trades and Trading Costs (Part 1- 07:16:16 Using a Backtester Class (v 1.0) 07:25:23 (optional) How to create the Clas 12.Strategy Optimization and advanced Perf 07:32:47 Getting started 07:35:17 Finding the optimal value for th 07:41:31 Relationship between the _window_ 07:44:51 Using an updated Backtester Class 07:50:22 Advanced Performance Reporting 07:56:13 Adding Performance Metrics to the 08:03:07 Putting everything together_ Adva 13.Powerful_ Strategy Optimization with Sm 08:09:38 Getting Started 08:16:17 How strategies and impacted by ra 08:27:09 Data Resampling_Smoothing and Bac 08:38:47 Using an updated Backtester Class 08:41:24 Two Parameter Optimization_ Frequ 08:54:03 Using an updated Backtester Class 14.Stop Loss and Take Profit for Trading S 09:03:03 Stop Loss Orders (Theory) 09:10:51 Getting started 09:12:35 Identify and label Trading Sessio 09:18:07 Cumulative_Compound Returns in a 09:26:21 Adding Stop Loss (SL) 09:33:08 How Stop Loss impacts a Trading S 09:38:41 Using an updated Backtester Class 09:44:58 Take Profit Orders (Theory) 09:50:29 Adding Take Profit (TP) 09:55:33 Stop Loss & Take Profit - an deep 10:03:35 Final Conclusion 15.Adding Leverage to Trading Strategies_ 10:10:07 Getting started 10:11:51 The optimal degree of leverage (s 10:16:05 A more realistic Approach (non-co 10:32:08 Using an updated Backtester Class 10:37:11 Revised_ The optimal degree of le 16.Forward Testing (vs. Backtesting)\ 10:43:32 Getting started 10:44:43 Backtesting _ Forward Testing - 10:51:41 The Performance of Strategies ove 11:00:31 Backtesting _ Forward Testing a s 17.Sustainable Income Planning and the Imp 11:04:17 Introduction 11:07:14 Recap_ A (too) simple Income Calc 11:10:35 Introduction to Simulations (Part 11:24:22 A path-dependent Simulation with 11:40:05 Shortfall Risk and a Sustainable 11:44:21 Final Remarks 18.How to adjust the Framework to other Tr 11:50:18 Introduction 11:53:22 A Mean-Reversion Strategy - Overv 11:59:04 Getting started