090: Michael Halls-Moore – This Quants' Approach to Designing Algo Strategies

Chat With Traders

Tessa Dao

Education, Business, Investing

4.9 • 2.3K Ratings

🗓️ 15 September 2016

⏱️ 78 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

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. -- Sponsored by Tradovate.com – Commission-free futures trading has arrived. As a Tradovate customer, you’ll pay one flat monthly rate to trade unlimited contracts—starting from $39. Learn more about your ad choices. Visit megaphone.fm/adchoices

Transcript

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0:00.0	Chat with traders is brought to you by Trade the Pool.
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0:39.5	We'll keep this announcement short.
0:41.2	We just want you to visit chatwithtraders.com-community to learn more about what our community is all about.
0:47.5	Thank you, and we wish you all the best in your trading journey.
0:54.1	The market's speculation and risk.
0:56.9	This is the Chat with traders' podcast, hosted by Aaron Faefield.
1:02.7	What's up, everyone?
1:03.9	Here we go for another episode.
1:05.6	This time I'm joined by Michael Halsmore, who runs quantstart.com.
1:10.5	This is a site which is very popular, very well known amongst our traders.
1:15.1	Now, just for a little background, prior to trading, Michael studied computational fluid dynamics
1:20.6	and was the co-founder of a tech startup before getting involved in a small equity fund
1:26.5	as a quant developer.
	...

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