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!
► You can discover more from Richard at http://www.quantsys.net
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