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14 October 2022 Equities

Ep. 134: Robert Carver on How To Build Successful Trading Strategies

Bilal Hafeez

Robert is a systematic futures trader, writer, and researcher. He is the author of several books on systematic trading including ‘Systematic Trading: A unique new method for designing trading and investing systems’ and the upcoming ‘Advanced Futures Trading Strategies’. Before becoming independent, Robert worked for AHL, one of the leading systematic hedge funds, which is part of the Man Group. He was responsible for the creation of AHL’s fundamental global macro strategy, and then managed the funds multi-billion dollar fixed income portfolio. In this podcast we discuss:

Systematic vs discretionary trading
How to avoid overfitting and better back-tests
Which frequency of trading works best?
The importance of trading costs
Why to use futures
The problem of leverage
The statistics of building models
Momentum strategies
Carry strategies
Mean reversion/value strategies
Sharpe ratios and skew
The difference between trading at an institution vs on your own
Whether one should use ETFs and smart beta strategies
Books mentioned: Liar’s Poker (Lewis), The Predictors (Bass), Fear Index (Harris)

You can learn more about Robert’s books and research here.

Make sure to subscribe to the show on Apple, Spotify, YouTube, or wherever you go for your podcasts. You can follow us on Twitter and LinkedIn.

(The commentary contained in the above article does not constitute an offer or a solicitation, or a recommendation to implement or liquidate an investment or to carry out any other transaction. It should not be used as a basis for any investment decision or other decision. Any investment decision should be based on appropriate professional advice specific to your needs.)

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