191: Combining Algos using State-Based Market Design – Richard Metzger
Better System Trader
Algorithm Development - The State-Based Design Methodology
The state-based design methodology comes into play. When I develop an algorithm, I'll always start with just a basic idea and I'll optimize it. So the basic idea though is that I'm creating multiple algorithms, single algorithms that can stand alone trade. And then once I know, okay, this one will do good in up and how will it do in down sideways? That's kind of the weak link is maybe a sideways-moving or maybe a down-moving algo. Yeah. The joys of live broadcasting. Makes us more interesting, probably. yeah.
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