
225: Kyle Schultz – The Art and Science of Algorithmic Futures Trading
Chat With Traders
00:00
Is Your Trading Strategy Adapted to Volatility?
Do your stops widen in highly volatile periods? Is there anything you do to kind of reduce the likelihood of getting chopped up? Yes, that's a good question. I don't really use any very dynamic position sizing from that perspective or used like average, true range base stops and take profits. Ah, i've found that this trading strategy behaved very differently during extremely high volatility a markets and very low volatility markets. A. The trailing stops, at least, also a within trade stationtend to inflate some of the performance,. especially if you're using daily bars.
Play episode from 40:27
Transcript


