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.
Your instructor: Henry FungPartner Managing Director
Henry runs this course and designs and runs the quantitative systems at MFAM. He has spent more than 10 years building quant systems and trading algorithmically, on top of more than 20 years in financial services.
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.
The course follows the mental model behind a live, AFSL-licensed quantitative strategy. Win rate sets how hard you can size and how much losing you can sit through.
Combining uncorrelated edges reduces risk, which is why we run mean reversion, trend long and trend short side by side. Crashes can’t be predicted, so we manage risk and position for the rally afterwards. Asset selection means matching the engine to the market regime.
By the end you’ll understand the building blocks of a working systematic strategy.
Profit 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 reduces risk.
How 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 hard, and the structurally different way the live strategy solves it.
Why a poor exit can erase the profit from a good entry. The case for volatility-adjusted ATR stops over fixed-percent stops, and why stop discipline decides whether you survive a bad run.
What makes an asset class 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.
Two structural edges that only work on top of a tested strategy.
How the four concepts above run as a real system at MFAM. The 15-leg, three-engine Quantitative Leveraged L/S ETF Strategy, run entirely on fixed rules.
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.
Add your name and email in the form. The course is free.
The first lesson lands in your inbox straight away.
The next four lessons arrive daily, ending with how it all runs as a live system.
Henry Fung, Partner Managing Director, MF & Co. Asset Management, AFSL 520442, RG146, ADA1, ADA2, 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. Every strategy is backtested over decades, walked forward and quantified for regime risk before it trades.
He’s the architect of the MFAM Quantitative Leveraged L/S ETF Strategy: a 15-leg systematic strategy across leveraged sector ETFs, with trend-following long, mean-reversion and trend-following short legs, 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.
Yes.
Day One lands in your inbox immediately, then one lesson per day for the next four days.
We send you our research and strategy updates by email. You can unsubscribe at any time.
No. It is general advice only and does not take into account your objectives, financial situation or needs.
Yes. Exits and stops have their own lesson, and Day 4 covers crashes and position sizing. The live strategy trades leveraged ETFs, which are high risk and can decay in volatile or sideways markets, and you could lose a large part, or all, of the money you invest.
We use it to send the five lessons and afterwards our research and strategy updates, sent through Mailchimp, which stores data in the United States. The Privacy Policy covers how to access or correct your information.
Day One lands in your inbox immediately, then one lesson per day for the next four days. Unsubscribe at any time.
©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.
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