090: Michael Halls-Moore This Quants' Approach to Designing Algo Strategies

Published: Sept. 15, 2016, 9:47 a.m.

b'For this episode I\\u2019m joined by Michael Halls-Moore, who runs QuantStart.com\\u2014a site well-known by many algorithmic traders.\\nPrior to trading, Michael studied computational fluid dynamics and was the co-founder of a tech startup, before getting involved a small equity fund as a quant developer\\u2014where his key role was cleansing data.\\nNow, independently, Michael trades his own short-term algorithmic strategies, consults to hedge funds on machine learning and quant infrastructure, and also has a keen interest in space exploration.\\nWe discussed a whole range of topics, including; the need for quality data, thinking about risk from a portfolio level, trading multiple automated strategies, the role of common sense in parameter optimization, learning to program, and more.\\n--\\nSponsored by Tradovate.com \\u2013 Commission-free futures trading has arrived. As a Tradovate customer, you\\u2019ll pay one flat monthly rate to trade unlimited contracts\\u2014starting from $39.\\nLearn more about your ad choices. Visit megaphone.fm/adchoices'