HomeTrading strategies225: The Artwork and Science of Algorithmic Futures Buying and selling w/...

225: The Artwork and Science of Algorithmic Futures Buying and selling w/ Kyle Schultz

Kyle Schultz is the managing director of Ravinia Funding Administration, a registered CTA, working since April 2019.

With an goal to diversify by market, technique and timeframe, Kyle has developed a number of algorithmic methods—for varied futures merchandise—that may be categorised into momentum and imply reversion, lengthy and quick, intraday and swing.

By way of our dialog, Kyle expounds on the artwork and science of growing and managing automated buying and selling methods, and his distinctive method of doing issues…

Subjects & Timestamps:

Please be aware: Actual instances will fluctuate relying on present adverts.

  • 01:33 – Traded merchandise, single-product methods, diversification, futures/shares.
  • 10:56 – Concept era, historic worth knowledge, lengthy/quick alerts.
  • 20:30 – Testing and execution frameworks; third celebration software program/open supply.
  • 23:51 – Parameters, overfitting, segmenting knowledge, stroll ahead evaluation, metrics.
  • 34:57 – Portfolio development, volatility, optimisation, stay buying and selling.
  • 50:40 – Adequate capital base, AUM, annual returns, CALMAR.

Program efficiency since inception (April 2019).

Hyperlinks & Sources

Supply hyperlink

latest articles

explore more


Please enter your comment!
Please enter your name here