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SI92: How to add robustness to your trading and choosing the right time horizon ft. Robert Carver
15th June 2020 • Top Traders Unplugged • Niels Kaastrup-Larsen
00:00:00 01:09:30

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Robert Carver joins us back on the show to discuss why simulating ‘noisy’ data in your backtest can add to robustness, how similar strategies can still result in widely varying returns, how to choose the right look-back period, trading continuous vs binary systems, and how much automation should be used when running a system.


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Episode TimeStamps:

00:00 – Intro

01:06 – Global Macro Discussion

04:24 – Macro recap from Niels

06:02 – Weekly review of performance

13:57 – Choosing the right look-back period/time-frame

24:54 – Adding noise to your backtest

30:54 – Using capital more efficiently

42:06 – Binary vs continuous systems

57:32 – How automated should your system be?

01:06:36 – Benchmark performance update

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