052: Ernie Chan – How Quant Strategies Are Created, Scrutinized and Introduced to the Market
Chat With Traders
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How to Choose the Right Strategy for Your Trading System
Ernie: Let's imagine that an entry level quant has created a trading system they have a single strategy and are satisfied with the results from testing. Is it wise for them to trade this without having other strategies to diversify? Ernie: One should not over lever one single strategy great yeah I think that's really well said Ernie now I understand your strategies are designed to catch momentum and then some are also designed to capitalize on mean reverting do you have to decide which strategy types are best for the current market conditions by turning them on and off or is this something that's programmed into your algorithms no we haven't found a way to be able to predict in the next month whether a
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