The Importance of Time Series Analysis

For this episode I’m joined by Michael Halls-Moore, who runs QuantStart.com—a site well-known by many algorithmic traders.

Prior to trading, Michael studied computational fluid dynamics and was the co-founder of a tech startup, before getting involved a small equity fund as a quant developer—where his key role was cleansing data.

Now, independently, Michael trades his own short-term algorithmic strategies, consults to hedge funds on machine learning and quant infrastructure, and also has a keen interest in space exploration.

We discussed a whole range of topics, including; the need for quality data, thinking about risk from a portfolio level, trading multiple automated strategies, the role of common sense in parameter optimization, learning to program, and more.

--

Sponsored by Tradovate.com – Commission-free futures trading has arrived. As a Tradovate customer, you’ll pay one flat monthly rate to trade unlimited contracts—starting from $39.

Learn more about your ad choices. Visit megaphone.fm/adchoices