225: Kyle Schultz – The Art and Science of Algorithmic Futures Trading
Chat With Traders
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How to Generate Ideas for Strategy Development?
i used to do hedge fund manage research and applications to very large hedge funds for an insurance company. So i've got a portfolio construction background and mind set imbedded in me when i create a portfolio and look at strategies. And what i discovered was that the best way to add long vil to the portfolio is to use intraday momentum strategies. Because these strategies can out perform significantly in periods of market crisis.
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