034 - Bob Pardo Part I - Intra-Day, High-Octane, Robust Futures Trading

Part 2:    • 035 - Bob Pardo Part II - Building Trading...  

Of the two biggest problems quantitative traders probably face, the first is over-optimization and the second is likely finding inspiration for new ideas. In-depth interviews with market wizards surely has to be one of the best ways to learn quickly, avoid common pitfalls and find untold amounts of inspiration hidden between the lines. Listening to experts that have been at it for decades, for me anyway, is an incredible education. In this show I invite you to again spend over an hour with Bob Pardo on the ins and outs of his trading, his philosophy and his edge. And the best bit is, this is just part 1 of 2. In the second part I'm going to deep-dive walk forward analysis with him and I'm sure I'll be walking away with some highly practical tips and tricks.

Bob’s career spans several decades of evolving market dynamics, groundbreaking system development, and a philosophy rooted in adaptability and robustness. His journey—from early days on the trading floor to pioneering walk forward analysis and working with the likes of Solomon Brothers, Dunn Capital, Daiwa Securities & Goldman Sachs—offers a compelling narrative for quantitative traders seeking both inspiration and technical insights.

Intra-day Futures Traders and others - grab a chamomile tea and enjoy!

www.thealgorithmicadvantage.com for contacts and more.

Table of Contents:

hh:mm:ss
00:00:00 Adaptive Trading Mindset
00:07:00 Walk-Forward Analysis
00:14:00 Building Robust Strategies
00:20:00 Beyond Optimization
00:26:00 From Floor Trading to Coding
00:32:00 Early Trading Innovations
00:39:00 Automating Trade Execution
00:45:00 Intraday vs Daily Trading
00:52:00 Liquid Markets Focus
00:58:00 Strategy Diversification
01:05:00 Risk Management Essentials
01:11:00 Future Adaptive Insights