103: Dave Bergstrom – Escaping randomness, and turning to data for an edge: Dave's a quant, working at a high frequency trading firm. In this episode, he shares "three laws" for developing trading strategies, how to mine data for an edge—with minimal curve-fitting, why most traders hold unrealistic expectations, and how to esca

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103: Dave Bergstrom – Escaping randomness, and turning to data for an edge: Dave's a quant, working at a high frequency trading firm. In this episode, he shares "three laws" for developing trading strategies, how to mine data for an edge—with minimal curve-fitting, why most traders hold unrealistic expectations, and how to esca

Da Chat With Traders

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Lunghezza: 55 minuti

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On this episode, I’m joined by a quant trader who works at a high frequency trading firm—though you might be surprised to hear, he started out on the same path that many retail traders do—his name is; Dave Bergstrom. The thing that makes Dave unique from most traders who’ve been on this podcast previously, is how he uses data-mining techniques to develop trading strategies. Though data-mining, in trading, often has a negative connotation attached to it, Dave believes this stems from bad practices and poor evaluation of methods. In addition to the above and ways to reduce curve-fitting, we talk about escaping randomness, learning to write code, Dave’s three laws for strategy development, setting expectations and plenty more. Q+A: Got a question for Dave? Write in the comments area at chatwithtraders.com/103.
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