Brendan Anderson – Trivium Systems Trading Course 2026

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Brendan Anderson – Trivium Systems Trading Course 2026

Move Beyond Attractive Backtests and Build a Systematic Trading Process

Developing a trading strategy is only the beginning of systematic trading.

Many traders can generate strategies that look impressive in historical tests,

but determining whether those strategies can withstand unseen market conditions is a much more demanding challenge.

Without a consistent research process, it is easy to mistake historical performance for a genuine trading edge.

Trivium Systems Trading Course 2026 focuses on building, evaluating, selecting, and deploying algorithmic trading strategies with StrategyQuant X (SQX).

Rather than teaching traders to rely exclusively on discretionary chart analysis or purchased trade signals,

the program emphasizes a structured workflow for researching rules-based strategies and evaluating their robustness before committing capital.

Key areas of focus include:

StrategyQuant X configuration and workflow development

Historical data management and strategy generation

Robustness testing and strategy selection

Portfolio construction and correlation analysis

Risk management and position sizing

Strategy export and deployment

Post-launch verification and ongoing portfolio maintenance

Configure StrategyQuant X for a More Organized Workflow

StrategyQuant X is a platform designed to help traders develop and test algorithmic trading strategies.

Its capabilities can support extensive experimentation, but an organized workflow is necessary to make that experimentation useful.

The Trivium course includes guidance on setting up the SQX environment and using custom code, signal blocks,

and workflow files to support the strategy-building process.

Configuration and workflow topics include:

Preparing the StrategyQuant X environment

Loading the relevant course resources and custom files

Organizing the strategy-generation process

Establishing a repeatable sequence for evaluating candidate systems

Using predefined workflow settings to reduce unnecessary manual configuration

Maintaining a consistent approach across research experiments

The objective is to create a process that can be repeated and reviewed.

A standardized workflow also makes it easier to identify which research decisions are responsible for differences in results.

Apply Risk Management Before Deploying Capital

Even a strategy that passes historical testing can experience losses when traded live.

Risk management is necessary to determine how much capital to expose, how to respond to adverse performance, and when a system should be reviewed.

The Trivium curriculum includes dedicated material on portfolio risk and risk management,

connecting strategy selection with the practical decisions required before deployment.

Risk-management considerations include:

Defining acceptable risk before launching a strategy

Reviewing position sizing and total portfolio exposure

Considering the combined effect of correlated systems

Evaluating drawdown limits and capital requirements

Establishing criteria for monitoring deteriorating performance

Avoiding excessive leverage when results appear favorable

Risk controls should be based on the trader’s financial circumstances and the characteristics of the strategy portfolio.

Historical drawdowns can provide useful information, but future losses may exceed what has been observed in a backtest or live record.