Intra-Day, High Octane, Robust Futures Trading - 03/19/2025

A Masterclass on Robustness Testing with Walk-Forward Analysis

"Bob’s career is a testament to the power of systematic, adaptive trading. His journey—from early coding on an Apple II to developing cutting-edge intra-day futures systems—offers advanced quantitative traders valuable lessons in diversification, robust strategy design, and the relentless pursuit of system improvement. As markets continue to evolve with ever-faster data and more players, Bob’s insistence on speed, flexibility, and rigorous risk management remains as relevant as ever."

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Table of Contents - 

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

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