This quants’ approach to algorithmic trading-Michael Halls-Moore, QuantStart
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- Опубликовано: 18 сен 2016
- EP 090: This quants’ approach to designing algo strategies-Michael Halls-Moore, of QuantStart
For this episode I’m joined by Michael Halls-Moore, who runs QuantStart.com-a site well-known by many algorithmic traders.
Prior to trading, Michael studied computational fluid dynamics and was the co-founder of a tech startup, before getting involved a small equity fund as a quant developer-where his key role was cleansing data.
Now, independently, Michael trades his own short-term algorithmic strategies, consults to hedge funds on machine learning and quant infrastructure, and also has a keen interest in space exploration.
We discussed a whole range of topics, including; the need for quality data, thinking about risk from a portfolio level, trading multiple automated strategies, the role of common sense in parameter optimization, learning to program, and more.
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LINKS
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So much wealth of information here, Michaels Halls-Moore thank you so much for your insights.
Great Insight! Very helpful and good quality material! Keep up the great work!
+Sagar Singh, sure thing! Thanks dude.
Very informative interview for anyone who wants to get into quant trading. Michael is clearly a very intelligent man, but he also has the ability to explain concepts very clearly too. I got a lot from this.
really enjoy all of your quant/auto trader interviews...would love to see more.
+gsadler82 - cool, thanks! There is more on the way, and you can listen to previous episodes here too: chatwithtraders.com/tag/quantitative-trading/
I've been enjoying these too. I'm not sure how others feel about algotrading but I believe it is so underrated. You can build a robot to trade for you... how the hell are people not interested in this?!
Maybe in the near future we'll see a lot more algo traders. Keep up the great interviews, your channel is wonderful :)
this channel sounds great with lofi-hip hop to study to in the background
Loved this
Thxxxx a lot to both of u
combining mean reversion and trend following, that is the best thing
Great interview!
What are some sources where u guys get strategies?
Wow I did not know W. Buffet was known for reading 70% of his day. Michael deserves respect for doing the same.
great video. Could you please interview an expert who has learnt trading (particularly quant trading) alongside a regular job and a started from a non finance non coding background.
Apoorv Vishnoi 😊😊😊😊 I have just gonna to learn to be a quantitative trader as well.
great video. can you interview lx21 and modern_rock? would love to see those!
+jh, stay tuned ;)
just saw modern rock's tweet about the future interview... looking forward to it!
25:30
This could possibly be one of the best channels of this sort given the guests, but the question structure just brakes the flow of the conversation out of this universe. More often than not it seams that the next questions has a number written on page and thats how you go forwards no matter what the guest says. And there even might be relevant question on the list but down the line. As a result this makes information flow chopped as hell.
Great Interview, Michael is intelligent and eloquent providing great insight into the Quant world. However yet again Aaron is unable to get the answer to the question he asks - sometimes subtly and in different format - in every interview, the question is always some variant of : Please tell me a strategy that works that I can use. I too would like this answer to this question, I now believe that noone out there , from the retail trader to the multi billion hedge funds have a succesful Alpha generating strategy.
Why would they just give out the recipe to their secret sauce? As soon as they did, it would stop working because everyone would be attempting to use it. Strategies that are successful work because they exploit an inefficiency in the market, but those inefficiencies patch themselves once to many people start using it or a counter strategy. It would literally just start losing them money and it would not even work for you.
traders are going to be replaced by robotics ?
All ready have #blackbox
These are more investment techniques than trading.
Satellite data over crop fields LOL