Introduction

Kyle Schultz is the managing director of Ravinia Investment Management, a registered CTA, operating since April 2019.

With an objective to diversify by market, strategy and timeframe, Kyle has developed multiple algorithmic strategies—for various futures products—that can be categorised into momentum and mean reversion, long and short, intraday and swing.

Through our conversation, Kyle expounds on the art and science of developing and managing automated trading systems, and his unique way of doing things...

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