097: Derek Wong – How to Think About Strategies Like a Quant and Diversify Like a Boss
Chat With Traders
00:00
How to Control Trend Following in a Clean and Controllable Environment
In the laboratory environment where I can generate these synthetic trends and synthetic noise or synthetic mean reversion, I can control everything. What we have done is used that in such a way that allows us to control certain parameters. So it's much like before you, you know, have any drug, right? You're going to go through these different testing methods. You'regoing to want to have an very controlled environment for your trading strategy. And with my trading strategy, I don't want to just throw it straight into to market environment because there might be some confounding factors in the market environment that affect the strategy. But if I say it's 2008 to 2009 or 2009 to 2010 or any given
Transcript
Play full episode
