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!
Welcome to a new trading series called "The Trading Panel," where I collaborate with Jason Perz from Against All Odds Research and a panel of traders to discuss the markets and all things trading. Participants in this week's panel are:
Andrew Swanscott
Jason Perz
Pavel Kycek
Steven Strazza
...
Published 04/25/24
Welcome to a new trading series called "The Trading Panel," where I collaborate with Jason Perz from Against All Odds Research and a panel of traders to discuss the markets and all things trading. Participants in this week's panel are:
Andrew Swanscott
Jason Perz
Pavel Kycek
Jerry Parker
...
Published 04/18/24