This quants’ approach to algorithmic trading—Michael Halls-Moore, QuantStart

EP 090: This quants’ approach to designing algo strategies—Michael Halls-Moore, of QuantStart For this episode I’m joined by Michael Halls-Moore, who runs QuantStart.com—a site well-known by many algorithmic traders. Prior 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—where his key role was cleansing data. Now, 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. We 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. - - - - - - LINKS - - - - - - · Show notes: https://chatwithtraders.com/ep-090-michael-halls-moore/ · More interviews: https://chatwithtraders.com · Free resources: https://chatwithtraders.com/resources · Sponsored by Tradovate: https://tradovate.com/traders · Twitter: https://twitter.com/chatwithtraders · Facebook: http://facebook.com/chatwithtraders · Instagram: https://instagram.com/chatwithtraders_ · Soundcloud: https://soundcloud.com/chat-with-traders · Stitcher: http://www.stitcher.com/podcast/chat-with-traders

Comments

1. I know all the time series analysis and advanced statistics. These methods are overrated. it borders on pseudoscience more often than not.
2. traders are going to be replaced by robotics ?
3. great video. Could you please interview an expert who has learnt trading (particularly quant trading) alongside a regular job and a started from a non finance non coding background.
4. QuantStart is probably the best website for beginner Quants out there.
5. Great Insight! Very helpful and good quality material! Keep up the great work!
6. Excellent!
7. great video. can you interview lx21 and modern_rock? would love to see those!
8. really enjoy all of your quant/auto trader interviews...would love to see more.
9. would an automation system of indicators be algo trading?