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010: Perry Kaufman discusses applications of market noise, mitigating price shocks, volatility and using the Information Ratio to monitor strategy performance.

010: Perry Kaufman discusses applications of market noise, mitigating price shocks, volatility and using the Information Ratio to monitor strategy per…

FromBetter System Trader


010: Perry Kaufman discusses applications of market noise, mitigating price shocks, volatility and using the Information Ratio to monitor strategy per…

FromBetter System Trader

ratings:
Length:
74 minutes
Released:
Jun 7, 2015
Format:
Podcast episode

Description

Perry Kaufman discusses market noise, the impact it has on trading styles and how it can be used to determine which strategies suit a particular market. We also talk about price shocks and how to mitigate their effects, how to use volatility in your favour, volatility parity for position sizing, the information ratio for strategy performance and some strategy ideas you can test yourself. Topics discussed How market noise impacts trend following and mean reversion The effects of money flow during a crisis The types of strategies that work best in new markets and why How the efficiency ratio can be used to determine the best type of strategy for a market The best markets for trend following and mean reversion What strategy style to choose if you're just starting out Using Volatility Parity for position sizing Impacts and dangers of price shocks on backtesting and how to handle them Mitigating the risk of price shocks Using the Information Ratio to measure strategy performance and detect possible over-fitting The effects of volatility on strategies and how to use volatility in your favour Fractal Geometry High Frequency Trading And some strategy ideas you can test   Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.
Released:
Jun 7, 2015
Format:
Podcast episode

Titles in the series (100)

If you’re looking for inspiration, motivation and practical advice on improving your trading results, Better System Trader delivers every fortnight. Each episode brings you an expert trader who shares their own story, along with the steps, both good and bad, that they've taken on their path to success. With a focus on actionable insights, the tips and tricks used by the experts contain loads of value, providing you with insanely practical tips and tools you can start using TODAY. Improve your trading with Better System Trader.