Cesar was director of research for Connors Research for almost 9 years, developing quantitative trading models for individuals, prop traders and hedge funds.
In this episode he’s going to share the results of a quantitative study on stop losses, also testing out some common pieces of trading advice to see if they're actually true.
Stops can have such a huge impact on trading results so I'm sure traders of all levels will find this research invaluable.
We will be discussing backtesting results and some charts. We'll be explaining them for those who are listening along but if you’d also like to see the results while we discuss them, you can download a copy or even watch as a video in the show notes page at bettersystemtrader.com/37.
I hope you enjoy Cesars discussion of ‘Stops - the Good, the Bad and the Ugly’.
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.