Better System Trader

191: Combining Algos using State-Based Market Design – Richard Metzger



Richard Metzger from joins us to discuss how to combine algos using state-based market design techniques for more consistent trading performance, including: Why it's important to be sceptical of your algos, The main causes of poor algo performance and how state-based market design can address these issues, How to define market states into "buckets" and why you should keep them simple, Combining state-based algos to create a system, plus Adjusting inputs for market states, combining strategies in Tradestation, market states vs regime filters, and much more!