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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023: David Bush – The Transition From Discretionary to Quantitative Trading & How to Optimise Your Strategy

023: David Bush – The Transition From Discretionary to Quantitative Trading & How to Optimise Your Strategy

I was fortunate enough to speak with David Bush, an extraordinary, seasoned trader with 20 years experience in financial markets. David comes from a non-traditional background, and what I mean by thi...

4 Kesä 20151h 12min

022: Mike Bellafiore – How to be a Better Trader Tomorrow, with the Co-Founder of SMB Capital

022: Mike Bellafiore – How to be a Better Trader Tomorrow, with the Co-Founder of SMB Capital

This week I have great pleasure in saying, my guest on the show is Mike Bellafiore. Mike is the co-founder of SMB Capital, a proprietary trading firm in New York City, as well as SMB University which ...

28 Touko 201555min

021: Adam Grimes – How to Identify a Trading Edge, and a Realistic Breakdown of ‘The Path to Becoming a Trader’

021: Adam Grimes – How to Identify a Trading Edge, and a Realistic Breakdown of ‘The Path to Becoming a Trader’

Welcome to episode 21, with a very special guest; Adam Grimes. Adam is author of the very popular book titled, The Art and Science of Technical Analysis, which covers market structure, price action an...

21 Touko 20151h 13min

020: Kunal Desai – Go-To Setups, Trading Explosive Momentum, and How to Combat FOMO

020: Kunal Desai – Go-To Setups, Trading Explosive Momentum, and How to Combat FOMO

This week I was thrilled to speak with a well respected, high-energy, and incredibly insightful trader. And who many of you probably already know as the head honcho at Bulls on Wall Street, his name i...

14 Touko 20151h 7min

019: Stuart McPhee – How to Form the Basis of a Solid Trading Plan—and Follow it With Absolute Discipline

019: Stuart McPhee – How to Form the Basis of a Solid Trading Plan—and Follow it With Absolute Discipline

I’m not sure how it happened, but this interview somehow slipped through the cracks. I actually had the conversation with this weeks guest around November last year (2014), and it’s been tucked away i...

7 Touko 201541min

018: John Welsh – Giving Weight to Fundamentals & News, Plus the Advantage of Focusing on a Single Sector

018: John Welsh – Giving Weight to Fundamentals & News, Plus the Advantage of Focusing on a Single Sector

This weeks guest is a little different to many of the guests I’ve had on in the past. Instead of giving very little weight to fundamentals and news releases, these two things actually form the foundat...

29 Huhti 201538min

017: Jason Leavitt – Swing Trading For a Large Chunk of Major Trends, Plus One Common Trait of Million Dollar Traders

017: Jason Leavitt – Swing Trading For a Large Chunk of Major Trends, Plus One Common Trait of Million Dollar Traders

Like many who get into trading, Jason had no formal education in the field. Actually, prior to trading full time he was waiting tables in a restaurant and bartending. This is where he began swing trad...

23 Huhti 201556min

016: Tim Biggam – Tales From the Pit, Generating Trade Ideas, and a Lesson in Position Sizing

016: Tim Biggam – Tales From the Pit, Generating Trade Ideas, and a Lesson in Position Sizing

It’s almost unfathomable to think that there was a time when it would take a couple minutes to execute an order. And now days we have traders taking extreme measures, just to get filled a nanosecond q...

16 Huhti 201548min

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