| Date | Time | Location | Price* | Registration Deadline** |
*Prices do not include VAT, GST, or any other local taxes. All applicable taxes will be added to the invoice.
**Please register by the deadline to help us ensure sufficient attendance and avoid postponing the course.
Taught by Mr. Richard Weissman, a world-renowned author and technical trader, this two-day live course is filled with techniques, analysis and insights that only his 35 plus years of trading experience can bring. This 2-day program will provide you with a comprehensive understanding of various strategies employed in the field of advanced technical analysis, and how and when to use them.
Topics covered include:
This course applies to individuals at all levels of the commodities industry including producers, consumers, physical traders, derivatives traders and trade support staff. Professionals from: commercial hedgers, marketers, end-users, banks, hedge funds, employees of futures exchanges, futures commission merchants, data vendors, pricing publications and government agencies.
Day 1:
Session 1: Trader Psychology and Technical Analysis
Session 2: Risk Management
Session 3: Developing Trading Models with CQG Software
Session 4: Developing Mechanical Trading Systems
Using this real-time trading system development simulation attendees will analyze a commodity, develop a market opinion regarding which type (trending, mean reverting) of trading system will outperform over the next twenty-four hours and learn how other systems performed.
Session 5: Regret Minimization Techniques
What can we do to make it easier to follow our trading rules? Since the most common reason traders abandon discipline is regret over losses and /or missed opportunities this session offers various methods to counter these self-destructive tendencies. Particular emphasis is placed on techniques to minimize regret for trend-following as well as short-term traders.
Session 6: Algo & System Driven Markets: What Changed & How Humans Adapt
How Algos Think: Liquidity‑seeking vs arbitrage vs execution algos.
The Rise of CTA/Systematic Flows: Momentum triggers, volatility targeting.
Human Edge in an Automated Market: Narrative interpretation, cross‑market synthesis, optionality insight.
Tactics for Human Traders: Patience vs aggression, execution strategy, gaming liquidity cycles.
Day 2:
Session 1: DeMark Indicators and Trading Systems
This session explores the major indicators used by Tom DeMark including:
Session 2: Optimization, Curve Fitting, Backtesting and Forward Testing
This session examines various methods to ensure the robustness of a mechanical trading system including backtesting and forward testing. Emphasis will be placed on elimination of suboptimal parameter sets, data integrity issues, liquidity risk as well as various curve-fitting problems (parameter and data curve-fitting). The session closes with an in-depth examination of backtesting and forward testing as well as the development and implementation of trading system “failsafes” based on losses, drawdowns and paradigm shifts.
Session 3: Trader Psychology and Matching the Trading System to the Trader
This session explores trader psychology, the importance of even-mindedness, non-attachment to the trade’s outcome and elimination of conflicting beliefs regarding trading for a living. In addition, it dispels the myth of trading systems as a, “one size fits all” proposition through a detailed exposition of various long-term, intermediate-term, swing and day trading systems. Special focus is placed on psychological issues such as, “fading the crowd”, “screen burnout”, “buying new highs” and “selling new lows”. We’ll close the session by examining realistic performance expectations for various systems based on peak-to-valley equity drawdowns, winning percentages, average trade duration, average “flat” time and longest drawdown duration prior to achievement of new equity highs.
Session 4: Technical Analysis for Modern Markets
Market Microstructure 2.0: Order book dynamics, sweepers, iceberg replenishment, spoofing indicators.
Trend, Momentum & Positioning: Understanding CTA/system behavior – comparing structural edges (long-term trend-following) vs. tactical edges (ORB, IDNR4, NR7, Turtle Soup)
Volatility‑Based Analysis: ATR, implied vs realized vol, skew.
Pattern Recognition in Algorithmic Markets: Identifying false breaks, stop-runs and volume-weighted signals.
Session 5: Enhancing Performance by Combining Non-Correlated Trading Systems
The session shows how performance can be enhanced through three types of diversification: asset class, parameter set and trading system. We then explore the pros and cons of each type of diversification method. Finally, we examine how combining uncorrelated trading systems allows us to expand beyond our natural comfort zones as traders, thereby allowing us to systematically overcome psychological limitations regarding the type of market action we can capitalize on.
Session 6: Market Cycle Trading Simulation
We’ll close the course with this interactive trading simulation that examines a CTA -driven liquidation cycle - the transition from orderly trending to parabolic acceleration and ultimately to a market crash. Participants will be evaluated on their ability to execute trades systematically with minimal slippage, enforce disciplined drawdown control and optimize risk-adjusted returns across a diversified portfolio as price action, technical indicators, correlations and volatility evolve throughout the exercise.