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    The Art and Science of Algorithmic Futures Trading · Kyle Schultz
    01:00:16

    The Art and Science of Algorithmic Futures Trading · Kyle Schultz

    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
    BST #Shorts: VIX vs ATR as a volatility filter
    01:31

    BST #Shorts: VIX vs ATR as a volatility filter

    "VIX vs ATR as a volatility filter" with Kyle Schultz Watch the full trader interview at http://bettersystemtrader.com/197
    Performance Calculation
    03:10

    Performance Calculation

    Learn about Algorithmic Futures backtesting and performance calculations
    Tradestation Overview
    02:47

    Tradestation Overview

    Learn about Algorithmic Futures strategy development and trading automation

    Required Disclaimer - Commodity Futures Trading Commission: Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results

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    CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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