191: Combining Algos using State-Based Market Design – Richard Metzger
Better System Trader
00:00
How to Analyze a Long SMP Algorithm?
In the past, we had an up, upstate, a down, or upmarket, downmarket or sideways market. Now what we're doing is, is we're, we take an algorithm. So let's say you, you design an algorithm, and, and this algorithm, you back test all the way to 2002. A third of the time, got everything broken down. Well, so now you've got this big spreadsheet that has all them,. all 160 months or whatever it is. And you know, was that an up down or sideways. All right. We've got some more questions in the chat, but I think we'll leave them to later because I know what
Transcript
Play full episode
