HomeTrading strategies213: An Obsession with Edge, Powered by Automation w/ John Roberson

213: An Obsession with Edge, Powered by Automation w/ John Roberson

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John Roberson’s a well-experienced equities dealer, who’s been capable of harness the facility of expertise and leverage the talents of his group to maximise his buying and selling operation. Since beginning out in 2007, John has been concerned in numerous buying and selling teams, and right now he’s with Kershner Buying and selling Group (Texas).

Though John originated as a discretionary click on dealer, over time, he begun to automate an increasing number of. To the purpose that he now runs a portfolio of 80+ automated fashions, which do every part from information and earnings, to imply reversion and momentum, to arbitrage and micro construction…

Matters & Timestamps:

Please be aware: Precise instances will differ relying on present advertisements.

  • 02:55 – The explanation John began buying and selling, and the “tiny” edge that enabled him to turn into worthwhile (which additionally purchased him time to uncover further edges).
  • 13:45 – John’s evolvement to automated buying and selling, early difficulties, and his “pull the plug” second when a malfunctioning stop-loss order rocked Chevron inventory.
  • 30:15 – Growing a toolkit for backtesting, the facility of machine studying and most used algorithms: XG increase, bizarre least squares, Ok-means clustering.
  • 48:55 – Working a portfolio of 80+ automated fashions, households of methods, exploiting anomalies, recommendations for click on merchants who want to automate.
  • 57:00 – Obsessing over your edge, including layers, and considering “actually small.”

sixth Sep 2013: Chevron (CVX) Trades [Source: Nanex]

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