Thomas Stridsman has over 20 years experience in the financial markets.
He was an editor for Futures magazine and published two books on trading system development and money management.
He is now a fund manager at Alfakraft, specialising in short-term trend following strategies with a focus on dynamic size allocation and risk distribution algorithms.
In this episode we discuss strategy testing, why you need to normalise metrics, tips to creating robust strategies and why he doesn't test entries and exits any more (and what to focus on instead).
Topics discussed
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By Andrew Swanscott chats with professional traders Larry Williams, Ernest Cha
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Thomas Stridsman has over 20 years experience in the financial markets.
He was an editor for Futures magazine and published two books on trading system development and money management.
He is now a fund manager at Alfakraft, specialising in short-term trend following strategies with a focus on dynamic size allocation and risk distribution algorithms.
In this episode we discuss strategy testing, why you need to normalise metrics, tips to creating robust strategies and why he doesn't test entries and exits any more (and what to focus on instead).
Topics discussed
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