097: Derek Wong – How to Think About Strategies Like a Quant and Diversify Like a Boss
Chat With Traders
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How to Invest in Trend Following Strategies
Sally Kohn: I'm looking at, you know, rebalancing my portfolio using different mixes of these things. At that point, each one of these things is now no longer a strategy. They're all a return time series; they're all an instrument. She says she focuses on hypothesis based strategies over data mining strategies.Kohn: Once we've done our back testing with our in-house software, then we're looking at simulation trading and doing some exchange based small money trading to see what any edge case is.
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