

033 - Rob Carver - The Comprehensive Guide to a Diversified Futures Strategy
15 snips Feb 19, 2025
Rob Carver, a seasoned trader and author of systematic trading books, shares his expertise on crafting a diversified futures portfolio. He delves into crucial strategies like market selection, dynamic optimization, and the significance of capital allocation. Carver also discusses innovative methods for diversifying with limited funds, the evolution of trading practices, and the importance of volatility adjustments for effective trading. His insights on balancing risk and managing costs provide a treasure trove for traders eager to master futures.
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Carver's Blog
- Rob Carver's blog, active since 2014, covers quantitative finance and market research.
- He investigates common trading beliefs, like liquidity's impact on futures performance.
Capital and Market Breadth
- Rob Carver initially traded 30-35 futures markets due to capital constraints.
- AHL, with billions, traded 250-300, showcasing the impact of capital on diversification.
Minimum Futures Capital
- If you have less than $100,000, avoid futures trading due to limited diversification.
- Consider stocks or ETFs for smaller capital.