48 min listen
191: Combining Algos using State-Based Market Design – Richard Metzger
191: Combining Algos using State-Based Market Design – Richard Metzger
ratings:
Length:
60 minutes
Released:
Jun 9, 2021
Format:
Podcast episode
Description
Richard Metzger from Quantsys.net joins us to discuss how to combine algos using state-based market design techniques for more consistent trading performance, including: Why it's important to be sceptical of your algos, The main causes of poor algo performance and how state-based market design can address these issues, How to define market states into "buckets" and why you should keep them simple, Combining state-based algos to create a system, plus Adjusting inputs for market states, combining strategies in Tradestation, market states vs regime filters, and much more! 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 9, 2021
Format:
Podcast episode
Titles in the series (100)
013: Hedge fund manager Andreas Clenow discusses cash vs risk allocation, position rebalancing and why traditional trend following doesn't work in stocks.: Andreas Clenow is a hedge fund manager who specialises in developing and trading quantitative strategies across all asset classes. Before joining the hedge fund world by establishing his own hedge fund he maintained Global Head positions at Reuters... by Better System Trader