225: Kyle Schultz – The Art and Science of Algorithmic Futures Trading

1

Introduction

00:00 • 3min

2

Commodity Futures

03:03 • 2min

3

Do You Trade the Same Strategies Across All the Products?

04:54 • 2min

4

Optimization and Walk Forward Analysis - What's the Advantage of Trading a Strategy?

07:18 • 2min

5

Futures Markets

09:22 • 2min

6

How to Generate Ideas for Strategy Development?

11:30 • 3min

7

Intraday Momentum Strategy

14:52 • 3min

8

The Courpse Strategyis Built Around an Opening Range Breakout or a Gap Breakout

17:59 • 2min

9

Trade Station

19:46 • 4min

10

How to Test the Robustness of Your Trading System?

23:46 • 2min

11

Chatwith Traders Podcast Is Supported by Trade Station

26:02 • 5min

12

Cluster Walkford Analysis

31:06 • 2min

13

The Most Important Metrics to Optimize Return on Account?

32:54 • 3min

14

Combining Multiple Strategies for Smoother Returns?

35:33 • 5min

15

Is Your Trading Strategy Adapted to Volatility?

40:27 • 2min

16

Optimisation

42:55 • 3min

17

How to Optimize Your Back Test?

45:51 • 2min

18

How Do You Expect Live Trading Performance to Compare to Back Test Results?

48:01 • 3min

19

Are There Any Times When You Will Intervene?

50:33 • 2min

20

E Micros - Is There a Minimum Required Capital Base?

52:47 • 2min

21

Is Crude a Good Starter?

55:01 • 2min

22

Managed Futures

57:19 • 2min

23

Taking a Long Term View of Trading

59:22 • 2min

24

I Chat With Traitors

01:00:55 • 2min