Free 5-day email course

Intro to Systematic Trading

This free 5-day course is a plain-English walkthrough of the four core concepts behind MFAM’s live Quantitative Leveraged L/S ETF Strategy, taught in the order they get applied.

MF & Co. Asset Management Pty Ltd (AFSL 520442, ABN 99 622 929 597) collects your email to send the five course lessons, and afterwards our research and strategy updates. We send them using Mailchimp, which stores data in the United States, so your email is disclosed overseas. You can unsubscribe at any time, and our Privacy Policy covers how to access, correct or complain about the information we hold.

What you’ll learn

Five days, five concepts. By the end you’ll understand the building blocks of a working systematic strategy.

Day 1: Probabilities, the math of an edgeProfit factor, expected losses in a row, and how win rate sets how aggressively you can size and how long you can sit through a bad run. Plus why combining mean reversion and trend following in the same book is one of the few genuine free lunches in trading.
Day 2: Finding an entryHow to time entries using mean reversion (buying the dip) and trend following (breakouts and volatility breakouts), with NASDAQ 100 backtests for each. Why systematic shorting is harder than it looks, and the structurally different way the live strategy solves it.
Day 3: Finding an exitHow a bad exit can give back what a good entry made. The case for volatility-adjusted ATR stops over fixed-percent stops, and why stop discipline decides whether you survive a bad run.
Day 4: Asset selection, crashes and risk managementWhat makes an asset class actually tradeable, how the strategy responds once a crash starts, and how to size each position so a normal sequence of losers doesn’t take you out.
AdvancedDay 4 Continued: Advanced EdgesTwo structural edges that build on a tested strategy, and why they backfire when there’s no tested strategy underneath.
Day 5: Putting it all together: the live strategyHow the four concepts above run as a real system at MFAM. The 15-leg, three-engine Quantitative Leveraged L/S ETF Strategy, all rules-based, no discretion.The strategy trades leveraged ETFs, which are high risk and can decay in volatile or sideways markets. General advice only. Full disclosures on the strategy page.

How the course is built

The course follows the mental model behind a live, AFSL-licensed quantitative strategy, built on a handful of principles. If a strategy can’t be backtested, it can’t be trusted. Win rate sets how hard you can size and how much losing you can sit through. Diversification across uncorrelated edges is the one free lunch, which is why we run mean reversion, trend long and trend short side by side. Crashes can’t be predicted, so the job is to manage risk and position for the rally afterwards. Asset selection means matching the engine to the market regime. Every concept in the course has been quantified, walked forward and traded with real capital.

Meet your instructor

Henry Fung

Founding Partner, MF & Co. Asset Management, AFSL 520442, RG146, ADA1, ADA2, Bachelor of Business & Accounting, 20+ years’ experience

Henry runs the quantitative trading desk at MFAM. His focus is rules-based strategies across Australian and US equities, options, and futures: nothing trades unless it’s been backtested over decades, walked forward, and quantified for regime risk.

He’s the architect of the MFAM Quantitative Leveraged L/S ETF Strategy: a 15-leg systematic strategy that combines trend-following long, mean-reversion and trend-following short across leveraged sector ETFs, running live under MFAM’s AFSL. He’s a regular guest on Ausbiz and trading podcasts where he explains how systematic strategies work in plain English.

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Day 1 lands in your inbox immediately, then one lesson per day for the next four days. Unsubscribe at any time.

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You can also go straight to the live strategy that applies all four concepts.

See the MFAM Quantitative Leveraged L/S ETF Strategy

©2026 MF & Co. Asset Management Pty Ltd. ABN 99 622 929 597. AFSL 520442. The information on this page is general advice only and does not take into account your personal objectives, financial situation, or needs. Past performance is not indicative of future results. Trading and investing carry risk, including the risk of total loss. Before acting on any information, consider whether it is appropriate to your circumstances and seek independent advice if necessary.