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The Art and Science of Algorithmic Futures Trading · Kyle Schultz





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EP The Art and Science of Algorithmic Futures Trading w/ Kyle Schultz

Kyle’s the managing director of Ravinia Investment Management, a registered CTA, operating since April 2019.

With an objective to diversify by market, strategy and timeframe, Kyle has developed multiple algorithmic strategies—for various futures products—that can be categorised into momentum and mean reversion, long and short, intraday and swing.

Through our conversation, Kyle expounds on the art and science of developing and managing automated trading systems, and his unique way of doing things…

00:00 – Intro
01:32 – Traded Products
04:24 – Single-Product Strategies
06:49 – Correlation & Diversification
08:50 – Futures vs. Stocks
10:55 – Idea Generation
19:10 – Price Data
20:28 – Testing & Execution Frameworks
23:37 – Long vs. Short Signals
25:26 – Parameters
26:30 – Segmenting Data & Walk Forward Analysis
30:31 – Backtesting Metrics
34:47 – Portfolio Construction & Volatility
41:47 – Optimisation
45:38 – Live Trading
50:24 – Capital & Returns
57:10 – Tips for Aspiring System Traders
58:33 – Outro

Show notes:

#Futures #Trading #AlgorithmicTrading

Vídeo

Gosta de dicas de futebol para investimento desportivo? Então visita agora mesmo Palpites Copa do Mundo e prepara-se para viver a emoção do maior campeonato do planeta.





17 Comentários

  1. But only around 10% per year?..No malicious question, I'd like to get a perspective about it.

  2. <I believe I've listened to at least half of all the youtubers who talk about Crypto. You are easily the best most knowledgeable one. Your information is priceless and i find it truly baffling as youtubers completely look at TA and ignore the bigger narrative of why there is a pump. Btc pumped due to the future ETF release, It's kind of irresponsible to ignore the fact that each ETF launch so far has caused a major dump at the peak of BTC.The entire space has always been volatile that's why we must always back up our crypto so that you do not have to be bothered when it goes bearish.I have always played safe in the space with a less talked about medium, trad ing.Rather than buying the dip and waiting for a pump, I just get to trade my assets with insight and signal provision from Mr. Michael E. Fred I have made over 14 btc in November alone.>

  3. I do the same when backtesting. Tweek the inputs a bit and see how much it effects the outcome. For a simple example. If you do a 20ma/50ma cross. If you change the 20 to 25 how diff is it? Or 50 to 65? If its still pretty close then thats good but if you only get a good result on a very specific set, like 23/48 cross but nothing else, its likely fitted and is trash. Also I love the point on doing a deep dive when vol comes along to see how it behaves to keep your trust up. Otherwise like Kyle mentioned you will just question yourself and thats another world of issues that you have to tackle.

    Good stuff Aaron and Kyle and Merry holidays!🎄

  4. The bullish run on the different altcoins such as $gala,$shiba coin has helped me gain much profit from the crypto space..Made over 98% of my capital as profits because of my entry point to the market,thanks to lady Crista Fernandez for her signals and indicators I used in making over 32,450 USDT profits..l am grateful to her for she has made me recover from All my loss in crypto

  5. Investing in digital assets has been one of the opportunities for one to earn a good income for living without depending on a 9-5 job.I have been investing heavily on digital assest like cryptocurrency and getting the results as I get over 5000usd weekly isn’t that wonderful?.All thanks to Crista Fernandez for her help and assistance

  6. Well funded. Weak strategy.
    How do some people easily raise so much money from investors when they clearly know little about trading?
    This guy is actually still a learner who is still trying out trading methods🤔.
    What a joke!!!!

  7. Another great episode!!!

    P. S: is it just me or has the frequency of youtube ads increased? On this episode, I got 1 Ad/5 mins.. Usually gap is lot longer

  8. He said he gets his strategy ideas from the internet. Sounded like the most data fit, curve-fit thing on the planet.

  9. I feel like an artist but with code, algos and math. I'm glad someone else feels the same way.

  10. Over the last 6 months I've gone through the whole back catalog, these pod casts are great. Keep up the good work!