
Sign up to save your podcasts
Or


This episode offers a comprehensive guide to systematic trading frameworks, primarily focusing on three distinct investor profiles: the semi-automatic trader, the asset allocating investor, and the staunch systems trader. Each section outlines how a specific type of trader can implement a systematic approach, detailing aspects such as capital management, position sizing, risk control, and the application of various trading rules. The document provides practical examples and diary entries to illustrate the methodologies, encompassing discussions on volatility targeting, portfolio diversification, and the crucial consideration of trading costs. It concludes with a summary of qualities essential for a successful systematic trader and a glossary of key terms, along with resources for further reading and data sources
By kwThis episode offers a comprehensive guide to systematic trading frameworks, primarily focusing on three distinct investor profiles: the semi-automatic trader, the asset allocating investor, and the staunch systems trader. Each section outlines how a specific type of trader can implement a systematic approach, detailing aspects such as capital management, position sizing, risk control, and the application of various trading rules. The document provides practical examples and diary entries to illustrate the methodologies, encompassing discussions on volatility targeting, portfolio diversification, and the crucial consideration of trading costs. It concludes with a summary of qualities essential for a successful systematic trader and a glossary of key terms, along with resources for further reading and data sources