

111: David Bush – Strategy Objectives, Statistical Significance, and Market Behavior
Feb 9, 2017
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28
Introduction
00:00 • 3min
How to Be a Better Manipulator of Data
02:42 • 2min
The Importance of Data Manipulation
04:23 • 2min
How to Code in a Different Language
06:07 • 2min
The Differences Between Python and Art
07:38 • 2min
How to Win a Quant Trading Competition
09:32 • 2min
How to Launch a Successful Mutual Fund Strategy
11:04 • 2min
The Six Year Anniversary of Real Money Trading
12:51 • 2min
The Different Types of Competitions
15:05 • 2min
How to Develop a Strategy That Works
17:05 • 3min
The Importance of a Good Quantification Model
20:27 • 1min
How to Maximize Your Portfolio of Systems
21:49 • 5min
How to Be a Successful Day Trader
27:06 • 4min
The Importance of Simple Rules in Financial Models
31:24 • 5min
Degrees of Freedom in a Trading Strategy
36:23 • 3min
How to Backtest a Strategy Poorly
39:11 • 3min
How to Be Statistically Significant in Trading a Universe of Stocks
42:27 • 4min
How to Reduce Curve Fitting
46:11 • 2min
The Importance of Reserving Data
48:26 • 2min
How to Avoid Overfeeding Your Strategy
50:09 • 2min
How to Start Trading a Strategy in a Live Market
52:36 • 6min
How to Maintain a Successful Strategy
58:20 • 2min
How to Monitor Live Trading Performance
01:00:10 • 4min
The Importance of an Edge Decay Question
01:04:04 • 2min
The Importance of Separating Oneself From Distraction
01:06:11 • 4min
The Importance of Deep Work
01:10:15 • 2min
Theta and Decay
01:12:28 • 3min
How to Be a Successful Trader
01:15:57 • 4min