We’ve got something special organised for you here… This is the 1st episode in a special 2-part series on building Mean Reversion trading strategies. And to discuss Mean Reversion we have a special guest, someone who has been on the podcast a couple of times already – Cesar Alvarez from Alvarez Quant Trading. Those of…
127 – Building Mean Reversion trading strategies with Cesar Alvarez – Part 1
126 – Protection in a market downturn
It seems from the emails I’ve been getting lately that more and more traders are becoming concerned about the state of the markets, especially the stock markets, which is understandable. And the concern is really around what’s going to happen when the stockmarkets start falling. What could happen to their strategies and accounts and how…
125 – Are your trading strategies sick or healthy?
In this weeks ‘Trading thought’ we’re going to discuss an issue that all traders have to face… How do you know when to stop trading a strategy? A common approach is to wait for a strategy to reach the maximum historical drawdown and then either stop trading the system or look at modifying or optimizing…
124 – Managing Trades with Linda Raschke
Trade management is a critical component of a trading strategy. It can often be the difference between a profitable trade and a loss… However many traders focus on the entry only and leave trade management as an afterthought. In episode 49 of the podcast, Linda Raschke, said “trade management is probably the most neglected area…
123 – Will history repeat in 2017?
In this weeks Thursday Trading Thought we’re going to discuss a market pattern that was identified over 80 years ago, perhaps even longer, that could indicate what happens in the markets for the rest of 2017. Now, I can imagine some traders are probably thinking, “who cares about some old, dusty trading rule from the…
122 – Competing with Machine Learning and PHDs
In this Thursday Trading Thought we’re going to consider the demise of price-based edges. With the explosion of computing power, more and more resources are being deployed to analyse the markets. Edges that used to work are being eroded away or destroyed as traders from all around the world get to work analysing the same…
121 – Volatility and Systematic Options Strategies with Luca Giusti
In this episode we’re going to explore a topic we don’t cover much on this podcast and that is options trading. 2 of the mains reasons we don’t discuss options trading much, is firstly because I don’t trade options myself and have limited knowledge of how to use them, but also because there are some challenges…
120 – 3 trading inspirations
In this weeks Thursday Trading Thought we’re going to inject some inspiration into the podcast. Trading is a really tough business and sometimes as traders we can get into a bit of a funk, no matter what level of trading we’re at. But we’re only human and we’re all trying to get better, so in…
119 – Fear, Hope and Greed
Fear, Hope and Greed are 3 dangers that traders of all levels need to watch out for. They can have sometimes have a dramatic impact on our trading results, and even cause traders to quit trading or to blow up their accounts. And even if you think you’ve got them covered things can change pretty…
118 – Game Theory with Brian Miller
So here it is, the 2nd part of our conversation with Brian Miller from Optimized Trading. In the chat today we’re going to combine some new topics with an expansion on our previous conversation, including: The application of game theory in trading (it doesn’t just apply to HFT), The importance of letting the R&D process guide…
117 – How to make better trading decisions
A common misconception with systematic and algorithmic trading is that it removes the impacts of human psychology on trading. But that’s really not the case. In fact, even when we’ve got trading platforms automatically executing trades for us, the mental aspects of trading can still have an impact on execution, model development, position sizing and…
116 – Building entries without curvefitting
You may have noticed over the past few weeks of ‘Thursday Trading Thoughts’ that we’ve been following a theme. In episode 113 we heard about a test Kevin Davey calls the ‘Monkey test’, which can be used to measure the effectiveness of entries and exits. Then in episode 114 we reviewed a technique that Dave…
115 – ‘Intelligent strategies that maintain themselves’ with David Stendahl
Glad you could join us today for our chat about intelligent systems that maintain themselves. Sounds good doesn’t it? Well actually, that’s not all we’re going to discuss today, we’ve got so much more than that. Our guest for this episode is David Stendahl, from Signal Trading Group. David is a CTA with more than…
114 – How to quickly identify when an edge has gone
Last week we reviewed a technique Kevin Davey shared to measure the effectiveness of entries and exits using something he calls ‘the monkey test’. This week we’re going to look at entries and exits from a slightly different angle: How can we measure a trading edge after we’ve entered a trade, Is it possible to…
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