Better System Trader

036: Michael Bryant discusses automatic strategy creation, exploiting trade dependency and techniques to trading the equity curve.

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Sinopsis

Creating robust trading strategies can be a difficult task, sometimes taking months or even years to generate something you find acceptable. Even then, once you start trading it live there is no guarantee it’ll work in the future. With strategy creation being such an involved process at times, how would you like it if you could just tell the computer the results you wanted and let it figure out the trading rules? Is it actually possible to create robust trading strategies that way? In this episode Michael Bryant from Adaptrade talks to us about automatic code generation, methods to exploit trade dependency and techniques to trade the equity curve. Michael has been trading the markets since 1994, providing trading systems for the futures markets and even managing money as a CTA. He is founder of Adaptrade, a company which provides innovative software tools for individual and professional traders. In this episode we discuss The traditional approach to creating trading systems and issues caused by this approac