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Posts Tagged ‘model decay’

46 The Benefits of Negative Correlation with Roy Niederhoffer of R. G. Niederhoffer Capital Management – 2of2

“The markets provide a certain level of novelty and demand a certain level of attention and creativity that very few jobs do.” – Roy Niederhoffer (Tweet) In our continued conversation with Roy Niederhoffer, we discuss risk management, drawdowns, why negative correlation is so important to Roy, and what gets him out of bed every morning…

23 Former CEO Reveals How to Thrive in a Challenging Market with Anders Lindell of IPM – 1of2

“It’s always important to know that individual data points, may actually lead you astray and quite significantly so as an economy does move and change in a relatively slow fashion.” – Anders Lindell (Tweet) Our next guest turned a challenging market into an opportunity to transform his strategy and build something substantial. Welcome back to another episode of Top…

15 Model Decay and How Best to Handle It with Karsten Schroeder of Amplitude Capital – 1of2

“When you build short term trading models, it’s all green-field research.” – Karsten Schroeder (Tweet) Through courage and vision, Karsten Schroeder co-founded Amplitude Capital as a pioneer in the CTA industry. Why pioneers? Because they focused on short term trading. In this episode of Top Traders Unplugged, Karsten and Niels discuss Amplitude Capital’s scientific approach to Amplitude…