Introduction to Algorithmic Futures automate trading systems. We provide an overview of the systems and strategies, along with a comparison of the systems offered at www.algorithmic-futures.com

We provide the code and an analysis of performance for an Emini S&P 500 futures strategy. The strategy is a long only strategy based on price action signals on 15 minute bars. FULL TRADSTATION EASYLANGUAGE CODE: https://algorithmicfutures.substack.com/p/free-system-3-es-higher-lows?r=29z4m2

Compounding is the 8th wonder of the world! Find out how powerful compounding can be when trading and growing your account size over time.

EP 225: 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: https://chatwithtraders.com/225 #Futures #Trading #AlgorithmicTrading

We provide the code for a currency momentum strategy that you can use in your own research. We discuss the different types of momentum strategies and how you can use them in your portfolio. View Code Here: www.algorithmic-futures.com/post/free-tradestation-strategy-code

"Why correlation tables can be misleading for traders" with Kyle Schultz Watch the full trader interview at http://bettersystemtrader.com/197 Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.

I explain why futures contracts provide for maximum diversification, tax benefits and the best trading opportunities!

"VIX vs ATR as a volatility filter" with Kyle Schultz Watch the full trader interview at http://bettersystemtrader.com/197 Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.

Learn about Algorithmic Futures strategy development and trading automation