038: Kevin Davey – The Development Process of an Algo Trading Strategy, From Objectives to Live Trading
Chat With Traders
00:00
How to Develop an Algorithm
Kevin O'Connell: I talk a lot about what I call strategy factory, which kind of describes my whole process. Where trading ideas come in the door, come in your factory, you work on them and then what either comes out the end is either a full-blown strategy that you can actually trade or it's junk. But it all starts with ideas. Ideas are your raw material. And if you run out of ideas, well you have nothing to test, right? He says he always has an A1.50 or 60 ideas of things we want to test but doesn't have enough time to test them all.
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