This video series walks you through the process of constructing an entire systematic trading strategy from scratch, as well providing the rules for the AUDUSDstrategy which we construct throughout the series.

The structure of the course follows the structure of the Four Steps.

First, we look at how you can generate an idea. Where should you look for ideas and how can you verify them before you start? And what are some of the things which you need to consider when generating your strategy idea, because ultimately, garbage in equals garbage out.

Secondly, we look at testing the idea, this includes where to source data and some basic Excel functionality.

Thirdly, we look at ways in which you can add value to the idea using factors which may identify the real alpha behind the strategy.

Finally, we look at out of sample testing and execution. How can you make sure that the strategy isn’t overfit to the sample period? And how can you make sure that you nail the execution when it’s time to trade the strategy live?

From all of this you will have a thorough understanding of how to take some of your own ideas and turn them into professional strategies.