Professional Trading Masterclass

Core competency – Long/ Short Equities Portfolio Management • Statistical Distribution of Asset Price Returns analysis, OHLC Volatility calculation, Realized and Implied Volatility Assessment across Equities, Currencies, Commodities, Rates. • Top-Down Analysis of Money Market Indicators and Liquidity Measures. • Top-Down Macroeconomic Leading Indicator Analysis for Portfolio direction and composition. • Top-Down Macroeconomic Asset Selection Process – Trade Idea Generation U.S. Stocks inc. ADRs • Top-Down and Bottom-Up systematic appraisal for Sector and Stock selection. • Industry Sector analysis, Quantitative and Qualitative Stock analysis (Fundamentals), Technical Analysis & Price Action Indicators (Timing). • Foundations of L/S Portfolio Management – Portfolio Modelling, Portfolio Volatility, Portfolio Beta. • Identifying tangible Trade Idea catalysts. • L/S Trade Idea composition / formatting. • Trading Psychology and Preventative Risk Management (PRM) with L/S Portfolio construction parameters. • Reactive Risk Management (RRM) thought processes and best practices. • Performance Statistics & Track Record Management. • Kelly Criterion, Sharpe Ratio, Calmar Ratio, Sortino Ratio.