Learn FactorSage

Course contents

1. 1.Intrinsic Value

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   Understand what intrinsic value means, the valuation models FactorSage supports, and how to turn a valuation gap into a strategy rule.

   • 1.1What is intrinsic value?
   • 1.2DCF valuation
   • 1.3Owner Earnings
   • 1.4Residual Income valuation
   • 1.5Graham and Peter Lynch formulas
   • 1.6EPV (Earnings Power Value)
   • 1.7TTM vs annual fundamentals
   • 1.8Margin of Safety
   • 1.9Intrinsic value in strategies

2. 2.Technical Signals

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   Moving averages and trend filters available in FactorSage and how to combine them with valuation.

   • 2.1What are moving averages?
   • 2.2SMA vs EMA
   • 2.3Price above SMA 200
   • 2.4EMA crossovers
   • 2.5Daily vs weekly signals
   • 2.6Trend filters with valuation

3. 3.Backtesting

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   What a backtest is, the rules that drive it in FactorSage, and the biases that make raw results misleading.

   • 3.1What is a backtest?
   • 3.2Entry and exit rules
   • 3.3Sell levels and the final exit
   • 3.4Point-in-time universes
   • 3.5Look-ahead bias
   • 3.6Survivorship bias
   • 3.7Reading backtest results

4. 4.Strategy Examples

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   Worked examples that use only the fields and operators FactorSage actually supports.

   • 4.1Simple value strategy
   • 4.2Value plus trend filter
   • 4.3MOS buy and MOS exit
   • 4.4EMA crossover with valuation

5. 5.Signal Monitors

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   Reuse a validated strategy as a live scan and understand the difference between a match and a historical trade.

   • 5.1What are real-time matches?
   • 5.2Buy signals
   • 5.3Sell and exit signals
   • 5.4Monitor alerts vs backtests

6. 6.Glossary

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   Short definitions for the terms used across the FactorSage Learn course and product.

   • 6.1Intrinsic Value
   • 6.2Margin of Safety
   • 6.3DCF
   • 6.4Owner Earnings
   • 6.5Residual Income
   • 6.6EPV
   • 6.7Graham Formula
   • 6.8Peter Lynch Value
   • 6.9SMA
   • 6.10EMA
   • 6.11CAGR
   • 6.12Drawdown
   • 6.13Benchmark
   • 6.14Point-in-Time Universe
   • 6.15Look-Ahead Bias
   • 6.16Survivorship Bias
   • 6.17TTM
   • 6.18Annual Fundamentals
   • 6.19Entry Rule
   • 6.20Exit Rule
   • 6.21Final Exit Rule