191: Combining Algos using State-Based Market Design

1

Introduction

00:00 • 2min

2

How Did You Get Into Quantitative Trading?

01:33 • 2min

3

Is It Important to Be Skeptical of Your Algorithms?

03:34 • 3min

4

The Main Causes of Inconsistencies in Algo Performance?

06:12 • 2min

5

Algorithm Development - The State-Based Design Methodology

08:01 • 3min

6

How Do I Find a Sideways Market?

10:40 • 3min

7

Creating a Trading System That Can Outperform the S&P 500?

13:48 • 5min

8

The Strong Down, Sideways and Strong Up

18:29 • 2min

9

Is It Better to Use Points Than Points?

20:15 • 3min

10

Is ATR Versus Points a Good Algorithm?

22:58 • 2min

11

Do You Know How to Define the Market Conditions?

24:57 • 3min

12

How Long Does the Market Need to Go Sideways to Switch From Down Trend State to Sideways State?

27:41 • 3min

13

How to Analyze a Long SMP Algorithm?

30:39 • 3min

14

How to Make a Long S and P Algo That Makes Money

34:04 • 3min

15

A Short Day Trade Strategy That Performs Very Well in a Strong Down Condition

37:18 • 3min

16

How Do You Combine a Long and a Short Algorithm?

40:06 • 3min

17

Combining Algorithms for Trading Multiple Systems

43:01 • 2min

18

How Do You Trade Your Algos in Live Trading?

44:35 • 5min

19

Do You Use Three Different Inputs for the Three Different Market Phases?

49:19 • 2min

20

Trade Station

51:17 • 2min

21

Is There a Difference Between a Moving Average and a Regime Filter?

53:16 • 3min

22

Quant-Sis

56:07 • 3min

23

The Better System Trader Podcast - What You Should Know

58:38 • 2min

191: Combining Algos using State-Based Market Design – Richard Metzger