168: How to optimize strategies for robustness (properly) – John Ehlers

Kris Longmore from RobotWealth joins us to discuss 4 key areas part-time traders need to take seriously to be successful, including: Why it’s important to understanding market participants and why they're trading, 3 common things traders do that almost guarantee they will blow up, Setting realistic expectations for retail traders, The "edge pyramid" and where retail traders should target, The “backtest cycle of doom”, why backtesting is not research, and a better approach to finding a trading edge, plus Risk premia harvesting, turn of the month edges, universe selection, VIX trading edges, FX seasonality, portfolio Zen, risk allocation, crypto trading, machine learning 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.

23 Syys 20211h 6min

Martyn Tinsley from TradeLikeAMachine joins us to discuss market noise, and how to leverage noise to improve trading strategies, including: Why it's important to understand market noise, The impact of market noise on trading strategies, Using noise to filter assets and timeframes, Example of impact of market noise on Mean Reversion strategies, The best strategies to trade in noisy markets, The difference between noise and volatility, Harmonic price patterns, instantaneous noise filtering, trading currency pairs, signal lag in noise indicators, repeatable patterns vs indicators 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.

15 Syys 20211h

Brian Blandin from Markets Science joins us to discuss how to find and trade statistical edges in the crypto markets, including: The things traders need to be aware of before trading crypto, Common factors and repeatable patterns that move the crypto markets, Software, programming language and exchange selection, How to screen cryptocurrencies to find those worth trading, Safety of funds at unregulated brokers, Crypto market correlation to stocks and index futures, Moving from discretionary to systematic crypto trading, volatility, slippage, liquidity 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.

7 Syys 202159min

Curtis White from Beyond Backtesting joins us to discuss 3 ways traders can build better trading models, including: The problem with trading models and why traders struggle to incorporate predictive factors into models, What drives the markets and using market cognition for better trading ideas, Identifying and trading different markets and datasets, Using statistical creativity in the strategy validation process, Problems with Walk Forward Optimization and the 'proven winner' solution, Testing with different bar types, the negative impacts of being too risk averse, 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.

24 Elo 202147min

Kyle Schultz from Algorithmic Futures joins us to discuss how to leverage volatility in your trading strategies to improve risk/reward and outperform the market, including: Why volatility is a key component in trading strategies, 3 main ways to apply volatility in trading strategies,\ Types of volatility filters and when to use them in the strategy development process, Using VIX term structure as a regime filter, Adapting strategies to different volatility regimes, Mean reversion vs momentum in different volatility regimes, 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.

10 Elo 202154min

Jeff Swanson from EasyLanguageMastery discusses how to avoid curve fitting your trading strategies using the "independent testing" technique, including: The things traders do that cause curvefitting, Is curvefitting a trading strategy really that bad? Independent testing and why you should use it when developing trading strategies, How to do independent testing of filters and using optimization to judge filter consistency, Testing combinations of filters and why you should look to remove Plus, types of filters to test, where to get trading ideas, how long to test a trading idea, when to switch strategies off, combining filters, tweaking a strategy 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.

3 Elo 202155min

Algorithmic trader Cesar Alvarez from Alvarez Quant Trading joins us to discuss low effort trading strategies, including: An explanation of rotational trading and the benefits/challenges of using rotational strategies, Why rotational trading is a fantastic way to diversify time (and also get to “trade lazy”), How often to rebalance and the impacts of the day you choose to rebalance, Ranking methods and some of the most effective ways to find the best candidates, How to reduce the churn in rotational trading with one small but powerful exit tweak, Plus, universe selection, risk management, rebalancing, short trades, mean reversion, stock splits, audience questions 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.

27 Heinä 202154min

Trend following trader David Lundgren joins us to discuss how to improve trend following performance, including: The problem with momentum (and why momentum “doesn’t work”), Why momentum isn't working today, Mixing momentum with trend following for better performance, The 4 conditions that must happen for a trend to occur, Modeling regime drivers and digging deeper to understand true market health, What to do when trading strategies are struggling, 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.

20 Heinä 20211h 5min