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Better System Trader

If you’re looking for inspiration, motivation and practical advice on improving your trading results, Better System Trader delivers every week. Each episode brings you an expert trader who shares their own story, along with the steps, both good and bad, that they’ve taken on their path to success. With a focus on actionable insights, the tips and tricks used by the experts contain loads of value, providing you with insanely practical tips and tools you can start using TODAY. Improve your trading with Better System Trader.
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Nov 7, 2015

Thomas Stridsman has over 20 years experience in the financial markets.

He was an editor for Futures magazine and published two books on trading system development and money management.

He is now a fund manager at Alfakraft, specialising in short-term trend following strategies with a focus on dynamic size allocation and risk distribution algorithms.

In this episode we discuss strategy testing, why you need to normalise metrics, tips to creating robust strategies and why he doesn't test entries and exits any more (and what to focus on instead).

Topics discussed

  • The differences between short term trend following and long term trend following
  • Why backtesting metrics should be normalised to give an accurate picture of performance
  • Why you should look to restrict the number of consecutive winners and losers
  • The difference between a good model and a profitable one
  • Tips to creating robust systems
  • Trading costs and when to include them in testing
  • Using standard deviation to determine system robustness
  • How his systems development approach has changed over the years
  • The one particular insight that propelled his trading forward
  • Applying Optimalf to position sizing
  • The future of trading

 

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.

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