Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Introduction
00:00 • 5min
Trading Ideas - Episode 16 - Better System Trading
04:54 • 3min
How to Optimize a CV?
07:45 • 2min
I Run Optimizations to Study the Market
09:20 • 3min
Using the Information Ratio to Monitor Strategy Performance
11:52 • 5min
Trend Following in Stocks - Episode 13
16:55 • 2min
Trading a Broad Concept Is Not Over Optimized
19:01 • 2min
How to Avoid Data Mining and Over Optimization in Trend Following Strategies
21:31 • 6min
What if I Add Another Size Consideration?
27:22 • 2min
The Power of Ensembles
29:01 • 3min
How to Understand Why Your Trend Following Strategy Makes Money
31:42 • 3min
Market Timing and Conditional Trading
35:03 • 4min
How to Test Entry and Exit Trades Using the Monkey Test
39:32 • 4min
The Importance of Stop Loss in a Mean-Reverting Strategy
43:39 • 4min
The Factors to Consider When Choosing a Position Size Strategy
47:35 • 3min
How to Maximize Profits During a Market Downturn
50:18 • 4min
Trading the Equity Curve
54:06 • 2min
Trading the Equity Curve
56:04 • 3min
Managing Process, Not Outcome
59:04 • 3min
Is It All About Process?
01:02:11 • 5min