090: Michael Halls-Moore – This Quants' Approach to Designing Algo Strategies
Chat With Traders15 Syys 2016

090: Michael Halls-Moore – This Quants' Approach to Designing Algo Strategies

For this episode I’m joined by Michael Halls-Moore, who runs QuantStart.com—a site well-known by many algorithmic traders. Prior to trading, Michael studied computational fluid dynamics and was the co-founder of a tech startup, before getting involved a small equity fund as a quant developer—where his key role was cleansing data. Now, independently, Michael trades his own short-term algorithmic strategies, consults to hedge funds on machine learning and quant infrastructure, and also has a keen interest in space exploration. We discussed a whole range of topics, including; the need for quality data, thinking about risk from a portfolio level, trading multiple automated strategies, the role of common sense in parameter optimization, learning to program, and more. -- Sponsored by Tradovate.com – Commission-free futures trading has arrived. As a Tradovate customer, you’ll pay one flat monthly rate to trade unlimited contracts—starting from $39. Learn more about your ad choices. Visit megaphone.fm/adchoices

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039: Tom Dante – Speaks to the Competitiveness of Trading and Essential Skill Sets for Profitability

039: Tom Dante – Speaks to the Competitiveness of Trading and Essential Skill Sets for Profitability

This week, for episode 39 I had the great pleasure of speaking with Tom Dante (who you may already know from Twitter as @Trader_Dante). But if you don’t, that’s cool – I’ll give you a real quick snaps...

24 Syys 20151h 26min

038: Kevin Davey – The Development Process of an Algo Trading Strategy, From Objectives to Live Trading

038: Kevin Davey – The Development Process of an Algo Trading Strategy, From Objectives to Live Trading

This week on the podcast I have algorithmic trader, Kevin Davey. Who like many guests in the past, he comes from a background in engineering – there’s something about these engineers, they seem to mak...

17 Syys 201555min

037: Futures Trader 71 – Understanding Areas of Acceptance, Thinking in Probabilities, and Creating a Legacy

037: Futures Trader 71 – Understanding Areas of Acceptance, Thinking in Probabilities, and Creating a Legacy

This week I had the pleasure of speaking to another brilliant trader, who has been heavily requested – his name is Morad, but many know him best as Futures Trader 71 (or FT for short). To give you the...

10 Syys 20151h 38min

036: Peter Brandt – Trading Since 1975, Lessons From 40+ Years of Extraordinary Returns

036: Peter Brandt – Trading Since 1975, Lessons From 40+ Years of Extraordinary Returns

I can promise you right now, this one will not disappoint… My guest today is the legendary trader, Peter Brandt. Peter first started trading around 1975 (which I’m sure is before many of you listening...

3 Syys 20151h 12min

035: Howard Lindzon – Speaks on High Growth Stocks, “Destroying” the Market and Angel Investing w/ Co-Founder of StockTwits

035: Howard Lindzon – Speaks on High Growth Stocks, “Destroying” the Market and Angel Investing w/ Co-Founder of StockTwits

This week I have a very special guest on the show who almost needs no introduction, Howard Lindzon. Who’s best known as the co-founder of StockTwits, but he’s a man who wears many hats, he’s also a tr...

27 Elo 201552min

034: Michael Melissinos – Launching a Fund at 26, and Trading Trends in 40 Global Futures Markets

034: Michael Melissinos – Launching a Fund at 26, and Trading Trends in 40 Global Futures Markets

When the market went down in ’08 this weeks guest, Michael Melissinos was right there, in the thick of it. He was an analyst on the trading desk at Bear Sterns, and then later at JP Morgan after they ...

20 Elo 20151h 18min

033: Chris Sayce – Trading Mentors, Increasing Discipline, and Embracing the Power of Repetition

033: Chris Sayce – Trading Mentors, Increasing Discipline, and Embracing the Power of Repetition

Chris is an equities trader from Southampton, UK. His journey to becoming a trader kicked off roughly 7 years ago, after his interest in markets was peaked from reading through a book about stocks. Wh...

13 Elo 20151h 1min

032: Dan Shapiro – How to Handle a Run of Losses & Grind Through Slumps, While Keeping Your Emotions Intact

032: Dan Shapiro – How to Handle a Run of Losses & Grind Through Slumps, While Keeping Your Emotions Intact

I’ve received many requests for this weeks guest, in recent months. Maybe it’s because he’s a straight shooter who doesn’t mix his words, or maybe it’s because he’s bounced back from harsh failures, t...

6 Elo 20151h 10min

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