Keep up to date with every new upload!

Join free & follow Better System Trader
Share
  • 3 years ago
012: Ernest Chan talks quantitative trading, momentum, stop losses, minimising drawdown and maximisi

012: Ernest Chan talks quantitative trading, momentum, stop losses, minimising drawdown and maximisi

Dr Ernest Chan talks about many aspects of quantitative trading, including how market crises impact momentum strategies and how to manage the impacts, when to use stop-losses and when they don't make sense, automating trading, managing funds in a portfolio of strategies and a simple money management approach which aims to limit drawdowns while maximising returns.
Topics discussed

Where to find trading ideas
The first aspect of a market to identify before building a strategy for it
Momentum crashes and the performance of momentum strategies after a financial crisis
How to manage the times when momentum strategies aren’t working
When stop losses should be used and when they don’t make sense
How to limit drawdowns while maximising growth
Factors to consider when automating your trading
How independent traders can avoid competing with the big trading firms
When you need to worry about market microstructure and when it doesn’t matter
Managing funds for a multi-strategy portfolio
The hardes

Comments