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Home > Better System Trader > 191: Combining Algos using State-Based Market Design – Richard Metzger
Podcast: Better System Trader
Episode:

191: Combining Algos using State-Based Market Design – Richard Metzger
Category: Business
Duration: 01:00:25
Publish Date: 2021-06-09 05:37:53
Description:

Richard Metzger from Quantsys.net joins us to discuss how to combine algos using state-based market design techniques for more consistent trading performance, including:

  • Why it's important to be sceptical of your algos,
  • The main causes of poor algo performance and how state-based market design can address these issues,
  • How to define market states into "buckets" and why you should keep them simple,
  • Combining state-based algos to create a system, plus
  • Adjusting inputs for market states, combining strategies in Tradestation, market states vs regime filters, and much more!
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