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Kevin Davey - Champion Futures Algo Trader - AlphaCast Ep. #4 - 2023-04-28

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Evolution of Algo Trading Strategies

The chapter follows the speaker's journey from manual trading experiments to developing robust backtesting systems using Fortran. They reflect on the impact of slippage costs and the importance of considering trading frictions in strategy development. The chapter also discusses the significance of simplicity, diversification, and constant monitoring in automated trading across multiple markets.

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