
Line Your Own Pockets
A weekly show for systematic traders who want to make more money from their trading strategies.
Latest episodes

Jul 14, 2025 • 36min
Looking at P&L (Your's or Some Else's) Is Toxic
Looking at your P&L while you're trading is toxic. This also applies when looking at someone else's results - perhaps even more so.

Jul 7, 2025 • 53min
Your Backtest Looks Great - What Could Possibly Go Wrong?
Be wary when going from backtest to live trading. You're at peak optimism, and if you're not careful, disappointment awaits.In this episode, we discuss all the ways a live trading can fall short of your backtest and what you can do about it.

Jun 30, 2025 • 41min
When is your Strategy Good Enough?
How to get out of backtest world and make the next steps to get your strategy live.

Jun 23, 2025 • 46min
The Key to Backtesting: Your Library of Columns
The second episode in our series on creating profitable strategies using backtesting.We review:How most traders backtest the wrong wayHow to add columns to your backtestWhat columns make the most senseHow your "library of columns" gets more and more valuable over time

Jun 16, 2025 • 44min
You're Probably Backtesting Wrong
The first episode in a mini-series on how to create a trading strategy using backtesting.

Jun 9, 2025 • 48min
How Real Traders Use AI to Trade
We discuss Dave's recent experience using ChatGPT to create the Strategy Cruncher, a tool for optimizing your trading strategies.Prediction market for who will have the best AI model by the end of the year.

Jun 2, 2025 • 48min
What Metric Should You Be Optimizing For?
Every trader has an opinion on what the perfect metric is to evaluate a strategy and to optimize on.We discuss our favorites and why.

May 26, 2025 • 46min
How Far Back Should Your Backtest Look Good?
"If your backtest looks great for the last 3 months, why do you care what it looked like before that?"A trader Dave started coaching recently asked this question. The answer cuts to the core of why most traders give up on a trading strategy and end up quitting trading altogether.The Spurious Correlations website that was mentioned in the podcast.

May 19, 2025 • 48min
What to Prioritize
You've got a lot of ideas, each requiring a certain amount of work. How do you decide what trading ideas are likely to pan out?Improving an existing strategyCreating a new strategyRelated workflow tasksThe ICE Method

May 12, 2025 • 34min
Why Not Automate Your Trades?
We discuss the most common objections traders have to using automation and how to get over the hump.