A weekly show for systematic traders who want to make more money from their trading strategies.
Latest Episodes
Portfolio Level Backtesting - Useful or Waste of Time?
We butt heads in this episode, arguing about the value of portfolio-level backtesting, one of the key feature differences between RealTest and Amibroker.Is portfolio-l...
How Often Should You Re-Optimize?
We discuss:How to optimize so you have to re-optimize as little as possibleHow better columns directly translate into more robust strategiesHold a rule "in reserve" so...
Is Moving Your Stop To Breakeven a Mistake?
We discuss:Similar to taking partial profits, moving a stop to breakeven is more about psychological comfortProfitable trading requires tolerating discomfort, as diffi...
You Missed a Trade - Now What?
You didn't get a fill on your original entry. The trade would have been profitable for a bit, then it comes back to your original entry price. Do you take the trade?...